| Metric | 6261931:dogeusd:triple_gx:lsma155_85_60 | 6261931:DOGEUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 768.83% | 66.78% |
| Max Drawdown | -62.71% | -69.56% |
| Sharpe | 1.19 | 0.62 |
| Sortino | 2.02 | 0.95 |
| Payoff Ratio | 1.27 | 1.15 |
| Profit Factor | 1.36 | 1.1 |
| Common Sense Ratio | 1.76 | 1.1 |
| CPC Index | 0.87 | 0.64 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 13.26 | 4.04 |
| Outlier Loss Ratio | 3.29 | 3.4 |
| Volatility (ann.) | 70.39% | 95.36% |
| R^2 | 0.55 | 0.55 |
| Calmar | 1.3 | 0.22 |
| Skew | 2.16 | 0.88 |
| Kurtosis | 27.85 | 8.32 |
| Expected Daily % | 0.16% | 0.04% |
| Expected Monthly % | 5.04% | 1.17% |
| Expected Yearly % | 71.69% | 13.64% |
| Kelly Criterion | 11.41% | 7.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.83% | -8.05% |
| Expected Shortfall (cVaR) | -5.83% | -8.05% |
| Year | 6261931:DOGEUSD | 6261931:dogeusd:triple_gx:lsma155_85_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.74 | -2.93 | 0.07 | + |
| 2023 | 27.54 | 74.37 | 2.70 | + |
| 2024 | 252.28 | 422.20 | 1.67 | + |
| 2025 | -35.17 | -1.70 | 0.05 | + |
| Metric | 6261931:dogeusd:triple_gx:lsma155_85_60 | 6261931:DOGEUSD |
|---|---|---|
| MTD | 3.77% | -12.22% |
| 3M | 17.47% | 2.95% |
| 6M | -0.82% | 25.78% |
| YTD | -1.7% | -35.17% |
| 1Y | 258.83% | 83.66% |
| 3Y (ann.) | 155.68% | 50.73% |
| 5Y (ann.) | 81.82% | 15.19% |
| Metric | 6261931:dogeusd:triple_gx:lsma155_85_60 | 6261931:DOGEUSD |
|---|---|---|
| Max Drawdown | -62.71% | -69.56% |
| Longest DD Days | 475.0 | 698.0 |
| Avg. Drawdown | -16.15% | -27.34% |
| Avg. Drawdown Days | 66.0 | 130.0 |
| Recovery Factor | 12.26 | 0.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-07-25 | -62.71 | 475 |
| 2024-07-22 | 2024-10-28 | -32.69 | 98 |
| 2025-07-21 | 2025-10-14 | -30.27 | 85 |
| 2024-03-05 | 2024-03-27 | -29.43 | 22 |
| 2025-03-13 | 2025-07-20 | -26.64 | 129 |
| 2024-03-29 | 2024-07-21 | -22.91 | 114 |
| 2023-11-18 | 2023-12-04 | -17.29 | 16 |
| 2024-10-30 | 2024-11-06 | -13.94 | 7 |
| 2024-11-25 | 2024-12-01 | -10.15 | 6 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| Metric | 6261931:dogeusd:triple_gx:lsma155_85_60 | 6261931: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 | -39.12% | -39.33% |
| Best Year | 422.2% | 252.28% |
| Worst Year | -2.93% | -42.74% |
| Avg. Up Day | 4.49% | 4.5% |
| Avg. Down Day | -3.53% | -3.9% |
| Avg. Up Week | 12.57% | 14.21% |
| Avg. Down Week | -6.96% | -8.55% |
| Avg. Up Month | 37.04% | 38.29% |
| Avg. Down Month | -12.46% | -17.99% |
| Win Days % | 50.4% | 50.27% |
| Win Month % | 61.29% | 50.0% |
| Win Week % | 57.3% | 47.92% |
| Win Quarter % | 68.75% | 43.75% |
| Win Year % | 50.0% | 50.0% |