| Metric | 6253807:dogeusd:triple_gx:lsma125_115_35 | 6253807:DOGEUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 121.9% | 36.58% |
| Max Drawdown | -36.34% | -69.56% |
| Sharpe | 1.15 | 0.71 |
| Sortino | 1.94 | 1.09 |
| Payoff Ratio | 1.32 | 1.12 |
| Profit Factor | 1.27 | 1.11 |
| Common Sense Ratio | 1.56 | 1.19 |
| CPC Index | 0.81 | 0.62 |
| Tail Ratio | 1.22 | 1.07 |
| Outlier Win Ratio | 9.75 | 3.43 |
| Outlier Loss Ratio | 3.57 | 3.07 |
| Volatility (ann.) | 68.76% | 97.31% |
| R^2 | 0.5 | 0.5 |
| Calmar | 2.08 | 0.35 |
| Skew | 1.58 | 0.58 |
| Kurtosis | 13.08 | 3.74 |
| Expected Daily % | 0.15% | 0.06% |
| Expected Monthly % | 4.53% | 1.75% |
| Expected Yearly % | 48.96% | 16.87% |
| Kelly Criterion | 8.4% | 4.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.7% | -8.19% |
| Expected Shortfall (cVaR) | -5.7% | -8.19% |
| Year | 6253807:DOGEUSD | 6253807:dogeusd:triple_gx:lsma125_115_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.68 | 207.93 | 1.88 | + |
| 2025 | -35.17 | -27.94 | 0.79 | + |
| Metric | 6253807:dogeusd:triple_gx:lsma125_115_35 | 6253807:DOGEUSD |
|---|---|---|
| MTD | 3.77% | -12.22% |
| 3M | 1.41% | 2.95% |
| 6M | -11.36% | 25.78% |
| YTD | -27.94% | -35.17% |
| 1Y | 175.58% | 83.66% |
| 3Y (ann.) | 75.74% | 24.67% |
| 5Y (ann.) | 75.74% | 24.67% |
| Metric | 6253807:dogeusd:triple_gx:lsma125_115_35 | 6253807:DOGEUSD |
|---|---|---|
| Max Drawdown | -36.34% | -69.56% |
| Longest DD Days | 252.0 | 309.0 |
| Avg. Drawdown | -17.62% | -18.83% |
| Avg. Drawdown Days | 67.0 | 55.0 |
| Recovery Factor | 3.35 | 0.53 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-10-14 | -36.34 | 252 |
| 2024-07-22 | 2024-10-28 | -32.69 | 98 |
| 2024-06-17 | 2024-07-20 | -19.27 | 33 |
| 2024-10-30 | 2024-11-06 | -13.94 | 7 |
| 2024-11-25 | 2025-02-03 | -10.15 | 70 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| 2024-11-07 | 2024-11-08 | -1.67 | 1 |
| Metric | 6253807:dogeusd:triple_gx:lsma125_115_35 | 6253807:DOGEUSD |
|---|---|---|
| Best Day | 26.97% | 26.97% |
| Worst Day | -16.87% | -20.9% |
| Best Week | 88.7% | 88.7% |
| Worst Week | -16.98% | -25.02% |
| Best Month | 163.69% | 161.3% |
| Worst Month | -18.04% | -38.65% |
| Best Year | 207.93% | 110.68% |
| Worst Year | -27.94% | -35.17% |
| Avg. Up Day | 4.16% | 4.17% |
| Avg. Down Day | -3.15% | -3.73% |
| Avg. Up Week | 14.63% | 14.62% |
| Avg. Down Week | -6.98% | -10.47% |
| Avg. Up Month | 55.44% | 58.21% |
| Avg. Down Month | -8.71% | -19.34% |
| Win Days % | 47.89% | 49.71% |
| Win Month % | 42.86% | 55.56% |
| Win Week % | 48.94% | 47.37% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 50.0% | 50.0% |