| Metric | 6253807:dogeusd:triple_gx:lsma125_115_35 | 6253807:DOGEUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 249.59% | 49.03% |
| Max Drawdown | -69.85% | -69.56% |
| Sharpe | 0.82 | 0.58 |
| Sortino | 1.33 | 0.89 |
| Payoff Ratio | 1.18 | 1.08 |
| Profit Factor | 1.2 | 1.09 |
| Common Sense Ratio | 1.39 | 1.09 |
| CPC Index | 0.69 | 0.59 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 10.8 | 4.11 |
| Outlier Loss Ratio | 3.56 | 3.43 |
| Volatility (ann.) | 73.96% | 94.98% |
| R^2 | 0.61 | 0.61 |
| Calmar | 0.58 | 0.16 |
| Skew | 1.82 | 0.88 |
| Kurtosis | 22.69 | 8.27 |
| Expected Daily % | 0.09% | 0.03% |
| Expected Monthly % | 2.82% | 0.89% |
| Expected Yearly % | 36.74% | 10.49% |
| Kelly Criterion | 5.65% | 3.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.2% | -8.03% |
| Expected Shortfall (cVaR) | -6.2% | -8.03% |
| Year | 6253807:DOGEUSD | 6253807:dogeusd:triple_gx:lsma125_115_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.84 | -61.68 | 1.26 | - |
| 2023 | 27.54 | 90.94 | 3.30 | + |
| 2024 | 252.28 | 563.05 | 2.23 | + |
| 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.) | 108.8% | 50.73% |
| 5Y (ann.) | 40.27% | 11.39% |
| Metric | 6253807:dogeusd:triple_gx:lsma125_115_35 | 6253807:DOGEUSD |
|---|---|---|
| Max Drawdown | -69.85% | -69.56% |
| Longest DD Days | 755.0 | 698.0 |
| Avg. Drawdown | -22.6% | -31.87% |
| Avg. Drawdown Days | 133.0 | 148.0 |
| Recovery Factor | 3.57 | 0.7 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-08 | 2024-03-04 | -69.85 | 755 |
| 2025-02-04 | 2025-10-14 | -36.34 | 252 |
| 2024-07-22 | 2024-10-28 | -32.69 | 98 |
| 2024-03-05 | 2024-03-27 | -29.43 | 22 |
| 2024-03-29 | 2024-07-20 | -21.97 | 113 |
| 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 |
| 2022-02-05 | 2022-02-06 | -0.69 | 1 |
| Metric | 6253807:dogeusd:triple_gx:lsma125_115_35 | 6253807:DOGEUSD |
|---|---|---|
| Best Day | 45.24% | 45.24% |
| Worst Day | -21.48% | -21.48% |
| Best Week | 88.7% | 88.7% |
| Worst Week | -32.72% | -32.72% |
| Best Month | 163.69% | 161.3% |
| Worst Month | -38.96% | -39.33% |
| Best Year | 563.05% | 252.28% |
| Worst Year | -61.68% | -48.84% |
| Avg. Up Day | 3.92% | 3.93% |
| Avg. Down Day | -3.33% | -3.65% |
| Avg. Up Week | 11.93% | 13.48% |
| Avg. Down Week | -6.97% | -8.27% |
| Avg. Up Month | 32.86% | 40.62% |
| Avg. Down Month | -14.58% | -15.99% |
| Win Days % | 48.99% | 50.11% |
| Win Month % | 51.35% | 48.89% |
| Win Week % | 49.18% | 47.21% |
| Win Quarter % | 43.75% | 43.75% |
| Win Year % | 50.0% | 50.0% |