| Metric | 6260613:dogeusd:triple_gx:lsma160_90_55 | 6260613:DOGEUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 449.29% | 30.38% |
| Max Drawdown | -65.74% | -69.56% |
| Sharpe | 1.0 | 0.54 |
| Sortino | 1.68 | 0.83 |
| Payoff Ratio | 1.24 | 1.11 |
| Profit Factor | 1.29 | 1.09 |
| Common Sense Ratio | 1.54 | 1.08 |
| CPC Index | 0.8 | 0.61 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 13.29 | 4.02 |
| Outlier Loss Ratio | 3.34 | 3.39 |
| Volatility (ann.) | 69.66% | 95.0% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.89 | 0.11 |
| Skew | 2.19 | 0.88 |
| Kurtosis | 28.51 | 8.3 |
| Expected Daily % | 0.13% | 0.02% |
| Expected Monthly % | 3.86% | 0.59% |
| Expected Yearly % | 53.09% | 6.86% |
| Kelly Criterion | 9.3% | 5.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.81% | -8.04% |
| Expected Shortfall (cVaR) | -5.81% | -8.04% |
| Year | 6260613:DOGEUSD | 6260613:dogeusd:triple_gx:lsma160_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.24 | -29.45 | 0.70 | + |
| 2023 | 27.54 | 85.25 | 3.10 | + |
| 2024 | 252.28 | 437.12 | 1.73 | + |
| 2025 | -49.76 | -21.75 | 0.44 | + |
| Metric | 6260613:dogeusd:triple_gx:lsma160_90_55 | 6260613:DOGEUSD |
|---|---|---|
| MTD | -13.13% | -14.99% |
| 3M | -21.6% | -30.81% |
| 6M | -16.39% | -28.38% |
| YTD | -21.75% | -49.76% |
| 1Y | -11.29% | -58.47% |
| 3Y (ann.) | 104.05% | 22.15% |
| 5Y (ann.) | 58.61% | 7.45% |
| Metric | 6260613:dogeusd:triple_gx:lsma160_90_55 | 6260613:DOGEUSD |
|---|---|---|
| Max Drawdown | -65.74% | -69.56% |
| Longest DD Days | 584.0 | 698.0 |
| Avg. Drawdown | -17.78% | -24.94% |
| Avg. Drawdown Days | 77.0 | 121.0 |
| Recovery Factor | 6.83 | 0.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-11-11 | -65.74 | 584 |
| 2025-07-21 | 2025-11-16 | -34.44 | 118 |
| 2024-07-22 | 2024-10-29 | -32.69 | 99 |
| 2024-03-05 | 2024-03-27 | -29.43 | 22 |
| 2025-04-13 | 2025-07-20 | -29.14 | 98 |
| 2024-03-29 | 2024-07-20 | -20.37 | 113 |
| 2023-11-18 | 2024-02-29 | -17.29 | 103 |
| 2024-10-30 | 2024-11-06 | -13.94 | 7 |
| 2024-11-25 | 2024-12-01 | -10.15 | 6 |
| 2024-12-02 | 2025-04-04 | -10.10 | 123 |
| Metric | 6260613:dogeusd:triple_gx:lsma160_90_55 | 6260613: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 | 161.3% | 161.3% |
| Worst Month | -35.84% | -39.33% |
| Best Year | 437.12% | 252.28% |
| Worst Year | -29.45% | -49.76% |
| Avg. Up Day | 4.29% | 4.31% |
| Avg. Down Day | -3.45% | -3.86% |
| Avg. Up Week | 10.8% | 13.42% |
| Avg. Down Week | -6.91% | -8.78% |
| Avg. Up Month | 33.15% | 38.37% |
| Avg. Down Month | -14.67% | -19.53% |
| Win Days % | 49.72% | 49.96% |
| Win Month % | 61.76% | 48.89% |
| Win Week % | 59.18% | 47.21% |
| Win Quarter % | 50.0% | 43.75% |
| Win Year % | 50.0% | 50.0% |