| Metric | 6261842:dogeusd:triple_gx:lsma200_80_60 | 6261842:DOGEUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 344.14% | 45.83% |
| Max Drawdown | -47.91% | -69.56% |
| Sharpe | 0.96 | 0.58 |
| Sortino | 1.65 | 0.9 |
| Payoff Ratio | 1.26 | 1.2 |
| Profit Factor | 1.31 | 1.09 |
| Common Sense Ratio | 1.67 | 1.1 |
| CPC Index | 0.81 | 0.66 |
| Tail Ratio | 1.28 | 1.01 |
| Outlier Win Ratio | 15.45 | 3.95 |
| Outlier Loss Ratio | 3.22 | 3.32 |
| Volatility (ann.) | 67.17% | 95.49% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.11 | 0.16 |
| Skew | 2.61 | 0.92 |
| Kurtosis | 34.27 | 8.44 |
| Expected Daily % | 0.12% | 0.03% |
| Expected Monthly % | 3.53% | 0.88% |
| Expected Yearly % | 45.17% | 9.89% |
| Kelly Criterion | 8.34% | 8.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.61% | -8.07% |
| Expected Shortfall (cVaR) | -5.61% | -8.07% |
| Year | 6261842:DOGEUSD | 6261842:dogeusd:triple_gx:lsma200_80_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -49.94 | -16.36 | 0.33 | + |
| 2023 | 27.54 | 73.57 | 2.67 | + |
| 2024 | 252.28 | 271.88 | 1.08 | + |
| 2025 | -35.17 | -17.73 | 0.50 | + |
| Metric | 6261842:dogeusd:triple_gx:lsma200_80_60 | 6261842:DOGEUSD |
|---|---|---|
| MTD | 3.77% | -12.22% |
| 3M | 6.38% | 2.95% |
| 6M | -18.74% | 25.78% |
| YTD | -17.73% | -35.17% |
| 1Y | 215.24% | 83.66% |
| 3Y (ann.) | 104.01% | 50.73% |
| 5Y (ann.) | 53.24% | 11.4% |
| Metric | 6261842:dogeusd:triple_gx:lsma200_80_60 | 6261842:DOGEUSD |
|---|---|---|
| Max Drawdown | -47.91% | -69.56% |
| Longest DD Days | 369.0 | 678.0 |
| Avg. Drawdown | -20.24% | -32.1% |
| Avg. Drawdown Days | 96.0 | 157.0 |
| Recovery Factor | 7.18 | 0.66 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-25 | 2022-10-29 | -47.91 | 187 |
| 2022-11-02 | 2023-11-06 | -47.65 | 369 |
| 2024-03-29 | 2024-11-06 | -43.39 | 222 |
| 2025-04-13 | 2025-10-14 | -33.61 | 184 |
| 2024-03-05 | 2024-03-27 | -29.43 | 22 |
| 2023-11-18 | 2024-03-01 | -17.29 | 104 |
| 2024-11-25 | 2024-12-01 | -10.15 | 6 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| 2024-12-02 | 2025-04-12 | -7.71 | 131 |
| 2023-11-12 | 2023-11-16 | -7.69 | 4 |
| Metric | 6261842:dogeusd:triple_gx:lsma200_80_60 | 6261842: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 | -35.15% | -39.33% |
| Best Year | 271.88% | 252.28% |
| Worst Year | -17.73% | -49.94% |
| Avg. Up Day | 4.59% | 4.59% |
| Avg. Down Day | -3.63% | -3.82% |
| Avg. Up Week | 12.48% | 15.28% |
| Avg. Down Week | -7.1% | -9.09% |
| Avg. Up Month | 46.12% | 45.75% |
| Avg. Down Month | -18.43% | -17.73% |
| Win Days % | 48.82% | 50.0% |
| Win Month % | 53.57% | 48.84% |
| Win Week % | 55.13% | 46.77% |
| Win Quarter % | 69.23% | 40.0% |
| Win Year % | 50.0% | 50.0% |