| Metric | 6254300:dogeusd:triple_gx:lsma125_55_40 | 6254300:DOGEUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 544.09% | 49.03% |
| Max Drawdown | -47.65% | -69.56% |
| Sharpe | 1.09 | 0.58 |
| Sortino | 1.9 | 0.89 |
| Payoff Ratio | 1.24 | 1.08 |
| Profit Factor | 1.35 | 1.09 |
| Common Sense Ratio | 1.67 | 1.09 |
| CPC Index | 0.84 | 0.59 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 15.22 | 3.91 |
| Outlier Loss Ratio | 3.67 | 3.36 |
| Volatility (ann.) | 64.38% | 94.98% |
| R^2 | 0.46 | 0.46 |
| Calmar | 1.37 | 0.16 |
| Skew | 2.89 | 0.88 |
| Kurtosis | 37.33 | 8.27 |
| Expected Daily % | 0.14% | 0.03% |
| Expected Monthly % | 4.23% | 0.89% |
| Expected Yearly % | 59.31% | 10.49% |
| Kelly Criterion | 9.46% | 3.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.35% | -8.03% |
| Expected Shortfall (cVaR) | -5.35% | -8.03% |
| Year | 6254300:DOGEUSD | 6254300:dogeusd:triple_gx:lsma125_55_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.84 | -23.67 | 0.48 | + |
| 2023 | 27.54 | 101.62 | 3.69 | + |
| 2024 | 252.28 | 344.03 | 1.36 | + |
| 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.) | 103.22% | 50.73% |
| 5Y (ann.) | 65.47% | 11.39% |
| Metric | 6254300:dogeusd:triple_gx:lsma125_55_40 | 6254300:DOGEUSD |
|---|---|---|
| Max Drawdown | -47.65% | -69.56% |
| Longest DD Days | 265.0 | 698.0 |
| Avg. Drawdown | -15.99% | -31.87% |
| Avg. Drawdown Days | 76.0 | 148.0 |
| Recovery Factor | 11.42 | 0.7 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-02 | 2023-07-25 | -47.65 | 265 |
| 2022-03-01 | 2022-11-01 | -40.15 | 245 |
| 2025-07-21 | 2025-10-14 | -30.27 | 85 |
| 2024-03-05 | 2024-10-19 | -29.43 | 228 |
| 2025-02-04 | 2025-05-22 | -23.75 | 107 |
| 2025-05-23 | 2025-07-20 | -23.41 | 58 |
| 2023-11-18 | 2024-03-01 | -17.29 | 104 |
| 2023-07-26 | 2023-10-25 | -13.35 | 91 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| 2024-10-20 | 2024-10-27 | -8.76 | 7 |
| Metric | 6254300:dogeusd:triple_gx:lsma125_55_40 | 6254300: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 | 152.44% | 161.3% |
| Worst Month | -33.55% | -39.33% |
| Best Year | 344.03% | 252.28% |
| Worst Year | -23.67% | -48.84% |
| Avg. Up Day | 4.03% | 4.05% |
| Avg. Down Day | -3.26% | -3.77% |
| Avg. Up Week | 9.66% | 13.47% |
| Avg. Down Week | -5.51% | -8.12% |
| Avg. Up Month | 24.58% | 40.13% |
| Avg. Down Month | -12.32% | -14.86% |
| Win Days % | 49.9% | 50.11% |
| Win Month % | 71.43% | 48.89% |
| Win Week % | 56.44% | 47.21% |
| Win Quarter % | 68.75% | 43.75% |
| Win Year % | 50.0% | 50.0% |