| Metric | 6261105:dogeusd:triple_gx:lsma165_110_55 | 6261105:DOGEUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 657.43% | 39.1% |
| Max Drawdown | -59.22% | -69.56% |
| Sharpe | 1.12 | 0.56 |
| Sortino | 1.89 | 0.86 |
| Payoff Ratio | 1.28 | 1.18 |
| Profit Factor | 1.32 | 1.09 |
| Common Sense Ratio | 1.6 | 1.09 |
| CPC Index | 0.84 | 0.64 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 12.13 | 3.98 |
| Outlier Loss Ratio | 3.46 | 3.39 |
| Volatility (ann.) | 70.44% | 95.14% |
| R^2 | 0.55 | 0.55 |
| Calmar | 1.24 | 0.13 |
| Skew | 2.1 | 0.88 |
| Kurtosis | 27.18 | 8.27 |
| Expected Daily % | 0.15% | 0.02% |
| Expected Monthly % | 4.6% | 0.74% |
| Expected Yearly % | 65.9% | 8.6% |
| Kelly Criterion | 10.38% | 7.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.85% | -8.04% |
| Expected Shortfall (cVaR) | -5.85% | -8.04% |
| Year | 6261105:DOGEUSD | 6261105:dogeusd:triple_gx:lsma165_110_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.38 | -15.49 | 0.40 | + |
| 2023 | 27.54 | 93.22 | 3.38 | + |
| 2024 | 252.28 | 508.90 | 2.02 | + |
| 2025 | -49.76 | -23.82 | 0.48 | + |
| Metric | 6261105:dogeusd:triple_gx:lsma165_110_55 | 6261105:DOGEUSD |
|---|---|---|
| MTD | -10.45% | -14.99% |
| 3M | -20.25% | -30.81% |
| 6M | -17.33% | -28.38% |
| YTD | -23.82% | -49.76% |
| 1Y | -13.23% | -58.47% |
| 3Y (ann.) | 118.9% | 22.15% |
| 5Y (ann.) | 73.38% | 9.38% |
| Metric | 6261105:dogeusd:triple_gx:lsma165_110_55 | 6261105:DOGEUSD |
|---|---|---|
| Max Drawdown | -59.22% | -69.56% |
| Longest DD Days | 598.0 | 698.0 |
| Avg. Drawdown | -14.69% | -22.31% |
| Avg. Drawdown Days | 65.0 | 110.0 |
| Recovery Factor | 11.1 | 0.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-28 | 2023-11-16 | -59.22 | 598 |
| 2025-07-21 | 2025-11-16 | -35.19 | 118 |
| 2024-07-22 | 2024-10-28 | -32.69 | 98 |
| 2024-03-05 | 2024-03-27 | -29.43 | 22 |
| 2025-04-10 | 2025-07-20 | -21.53 | 101 |
| 2024-03-29 | 2024-07-15 | -20.37 | 108 |
| 2023-11-18 | 2023-12-04 | -17.29 | 16 |
| 2024-10-30 | 2024-11-06 | -13.94 | 7 |
| 2024-12-02 | 2025-03-15 | -11.87 | 103 |
| 2024-11-25 | 2024-12-01 | -10.15 | 6 |
| Metric | 6261105:dogeusd:triple_gx:lsma165_110_55 | 6261105: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 | -35.19% | -39.33% |
| Best Year | 508.9% | 252.28% |
| Worst Year | -23.82% | -49.76% |
| Avg. Up Day | 4.23% | 4.24% |
| Avg. Down Day | -3.31% | -3.59% |
| Avg. Up Week | 11.06% | 12.92% |
| Avg. Down Week | -7.05% | -8.56% |
| Avg. Up Month | 34.58% | 36.41% |
| Avg. Down Month | -11.8% | -19.79% |
| Win Days % | 49.74% | 50.07% |
| Win Month % | 54.29% | 48.89% |
| Win Week % | 58.0% | 47.45% |
| Win Quarter % | 62.5% | 43.75% |
| Win Year % | 50.0% | 50.0% |