| Metric | 6254300:dogeusd:triple_gx:lsma125_55_40 | 6254300:DOGEUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 207.71% | 36.58% |
| Max Drawdown | -30.27% | -69.56% |
| Sharpe | 1.62 | 0.71 |
| Sortino | 2.93 | 1.09 |
| Payoff Ratio | 1.36 | 1.07 |
| Profit Factor | 1.55 | 1.11 |
| Common Sense Ratio | 2.28 | 1.19 |
| CPC Index | 1.05 | 0.59 |
| Tail Ratio | 1.48 | 1.07 |
| Outlier Win Ratio | 14.34 | 3.37 |
| Outlier Loss Ratio | 3.86 | 2.94 |
| Volatility (ann.) | 59.65% | 97.31% |
| R^2 | 0.38 | 0.38 |
| Calmar | 4.01 | 0.35 |
| Skew | 2.4 | 0.58 |
| Kurtosis | 23.39 | 3.74 |
| Expected Daily % | 0.22% | 0.06% |
| Expected Monthly % | 6.44% | 1.75% |
| Expected Yearly % | 75.42% | 16.87% |
| Kelly Criterion | 13.26% | 2.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.87% | -8.19% |
| Expected Shortfall (cVaR) | -4.87% | -8.19% |
| Year | 6254300:DOGEUSD | 6254300:dogeusd:triple_gx:lsma125_55_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.68 | 226.45 | 2.05 | + |
| 2025 | -35.17 | -5.74 | 0.16 | + |
| Metric | 6254300:dogeusd:triple_gx:lsma125_55_40 | 6254300:DOGEUSD |
|---|---|---|
| MTD | 3.77% | -12.22% |
| 3M | 7.21% | 2.95% |
| 6M | -3.71% | 25.78% |
| YTD | -5.74% | -35.17% |
| 1Y | 228.15% | 83.66% |
| 3Y (ann.) | 121.46% | 24.67% |
| 5Y (ann.) | 121.46% | 24.67% |
| Metric | 6254300:dogeusd:triple_gx:lsma125_55_40 | 6254300:DOGEUSD |
|---|---|---|
| Max Drawdown | -30.27% | -69.56% |
| Longest DD Days | 111.0 | 309.0 |
| Avg. Drawdown | -10.89% | -18.83% |
| Avg. Drawdown Days | 38.0 | 55.0 |
| Recovery Factor | 6.86 | 0.53 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-21 | 2025-10-14 | -30.27 | 85 |
| 2025-02-04 | 2025-05-22 | -23.75 | 107 |
| 2025-05-23 | 2025-07-20 | -23.41 | 58 |
| 2024-06-28 | 2024-10-17 | -17.21 | 111 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| 2024-10-20 | 2024-10-27 | -8.76 | 7 |
| 2024-10-30 | 2024-11-06 | -8.53 | 7 |
| 2024-06-21 | 2024-06-25 | -4.46 | 4 |
| 2024-06-26 | 2024-06-27 | -2.74 | 1 |
| 2024-11-07 | 2024-11-08 | -1.67 | 1 |
| Metric | 6254300:dogeusd:triple_gx:lsma125_55_40 | 6254300:DOGEUSD |
|---|---|---|
| Best Day | 26.97% | 26.97% |
| Worst Day | -16.87% | -20.9% |
| Best Week | 88.7% | 88.7% |
| Worst Week | -15.15% | -25.02% |
| Best Month | 152.44% | 161.3% |
| Worst Month | -13.1% | -38.65% |
| Best Year | 226.45% | 110.68% |
| Worst Year | -5.74% | -35.17% |
| Avg. Up Day | 4.11% | 4.14% |
| Avg. Down Day | -3.02% | -3.86% |
| Avg. Up Week | 11.56% | 15.06% |
| Avg. Down Week | -5.91% | -10.11% |
| Avg. Up Month | 49.07% | 58.21% |
| Avg. Down Month | -6.57% | -20.28% |
| Win Days % | 50.0% | 49.71% |
| Win Month % | 69.23% | 55.56% |
| Win Week % | 58.54% | 47.37% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 50.0% | 50.0% |