| Metric | 6254144:dogeusd:triple_gx:lsma130_50_40 | 6254144:DOGEUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 112.72% | -4.23% |
| Max Drawdown | -52.02% | -69.56% |
| Sharpe | 0.62 | 0.45 |
| Sortino | 1.03 | 0.69 |
| Payoff Ratio | 1.19 | 1.04 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.67 | 0.56 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 15.17 | 3.6 |
| Outlier Loss Ratio | 3.59 | 3.34 |
| Volatility (ann.) | 62.71% | 94.52% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.43 | -0.02 |
| Skew | 2.83 | 0.89 |
| Kurtosis | 40.23 | 8.31 |
| Expected Daily % | 0.06% | -0.0% |
| Expected Monthly % | 1.65% | -0.09% |
| Expected Yearly % | 20.77% | -1.07% |
| Kelly Criterion | 3.09% | 1.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.29% | -8.02% |
| Expected Shortfall (cVaR) | -5.29% | -8.02% |
| Year | 6254144:DOGEUSD | 6254144:dogeusd:triple_gx:lsma130_50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.58 | -41.98 | 0.73 | + |
| 2023 | 27.54 | 84.54 | 3.07 | + |
| 2024 | 252.28 | 188.51 | 0.75 | - |
| 2025 | -49.76 | -31.14 | 0.63 | + |
| Metric | 6254144:dogeusd:triple_gx:lsma130_50_40 | 6254144:DOGEUSD |
|---|---|---|
| MTD | 0.0% | -14.99% |
| 3M | -1.47% | -30.81% |
| 6M | 12.29% | -28.38% |
| YTD | -31.14% | -49.76% |
| 1Y | -30.27% | -58.47% |
| 3Y (ann.) | 52.64% | 22.15% |
| 5Y (ann.) | 22.13% | -1.14% |
| Metric | 6254144:dogeusd:triple_gx:lsma130_50_40 | 6254144:DOGEUSD |
|---|---|---|
| Max Drawdown | -52.02% | -69.56% |
| Longest DD Days | 603.0 | 698.0 |
| Avg. Drawdown | -18.78% | -35.77% |
| Avg. Drawdown Days | 135.0 | 170.0 |
| Recovery Factor | 2.17 | -0.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-10-26 | -52.02 | 603 |
| 2025-02-04 | 2025-11-16 | -47.04 | 285 |
| 2024-03-05 | 2024-10-19 | -29.43 | 228 |
| 2023-11-18 | 2024-03-03 | -20.29 | 106 |
| 2024-11-14 | 2025-02-03 | -9.29 | 81 |
| 2024-10-20 | 2024-11-09 | -8.76 | 20 |
| 2023-11-12 | 2023-11-16 | -7.69 | 4 |
| 2023-10-27 | 2023-11-06 | -5.68 | 10 |
| 2023-11-07 | 2023-11-11 | -3.94 | 4 |
| 2022-02-23 | 2022-02-28 | -3.62 | 5 |
| Metric | 6254144:dogeusd:triple_gx:lsma130_50_40 | 6254144:DOGEUSD |
|---|---|---|
| Best Day | 45.24% | 45.24% |
| Worst Day | -20.68% | -21.48% |
| Best Week | 88.7% | 88.7% |
| Worst Week | -32.72% | -32.72% |
| Best Month | 96.07% | 161.3% |
| Worst Month | -36.88% | -39.33% |
| Best Year | 188.51% | 252.28% |
| Worst Year | -41.98% | -57.58% |
| Avg. Up Day | 3.99% | 4.01% |
| Avg. Down Day | -3.35% | -3.84% |
| Avg. Up Week | 9.53% | 13.78% |
| Avg. Down Week | -6.28% | -8.57% |
| Avg. Up Month | 18.85% | 37.59% |
| Avg. Down Month | -17.7% | -14.47% |
| Win Days % | 47.35% | 49.74% |
| Win Month % | 67.65% | 47.83% |
| Win Week % | 52.04% | 46.27% |
| Win Quarter % | 56.25% | 37.5% |
| Win Year % | 50.0% | 50.0% |