| Metric | 6263227:dogeusd:triple_gx:lsma170_85_65 | 6263227:DOGEUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 173.2% | 5.85% |
| Max Drawdown | -35.42% | -69.56% |
| Sharpe | 1.35 | 0.51 |
| Sortino | 2.53 | 0.78 |
| Payoff Ratio | 1.47 | 1.3 |
| Profit Factor | 1.37 | 1.08 |
| Common Sense Ratio | 1.81 | 1.15 |
| CPC Index | 0.95 | 0.69 |
| Tail Ratio | 1.32 | 1.06 |
| Outlier Win Ratio | 11.9 | 3.42 |
| Outlier Loss Ratio | 3.46 | 2.98 |
| Volatility (ann.) | 63.55% | 96.06% |
| R^2 | 0.44 | 0.44 |
| Calmar | 2.68 | 0.06 |
| Skew | 2.38 | 0.59 |
| Kurtosis | 16.47 | 3.77 |
| Expected Daily % | 0.18% | 0.01% |
| Expected Monthly % | 5.43% | 0.3% |
| Expected Yearly % | 65.29% | 2.89% |
| Kelly Criterion | 10.99% | 10.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.24% | -8.14% |
| Expected Shortfall (cVaR) | -5.24% | -8.14% |
| Year | 6263227:DOGEUSD | 6263227:dogeusd:triple_gx:lsma170_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.68 | 197.55 | 1.78 | + |
| 2025 | -49.76 | -8.18 | 0.16 | + |
| Metric | 6263227:dogeusd:triple_gx:lsma170_85_65 | 6263227:DOGEUSD |
|---|---|---|
| MTD | -4.0% | -14.99% |
| 3M | -14.5% | -30.81% |
| 6M | -20.38% | -28.38% |
| YTD | -8.18% | -49.76% |
| 1Y | 3.22% | -58.47% |
| 3Y (ann.) | 95.07% | 3.86% |
| 5Y (ann.) | 95.07% | 3.86% |
| Metric | 6263227:dogeusd:triple_gx:lsma170_85_65 | 6263227:DOGEUSD |
|---|---|---|
| Max Drawdown | -35.42% | -69.56% |
| Longest DD Days | 118.0 | 342.0 |
| Avg. Drawdown | -13.89% | -18.83% |
| Avg. Drawdown Days | 39.0 | 59.0 |
| Recovery Factor | 4.89 | 0.08 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-21 | 2025-11-16 | -35.42 | 118 |
| 2024-07-22 | 2024-10-28 | -32.69 | 98 |
| 2025-05-23 | 2025-07-20 | -25.77 | 58 |
| 2024-10-30 | 2024-11-06 | -13.94 | 7 |
| 2025-04-25 | 2025-05-22 | -11.57 | 27 |
| 2024-11-25 | 2024-12-01 | -10.15 | 6 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| 2025-04-13 | 2025-04-22 | -8.39 | 9 |
| 2024-12-02 | 2025-03-11 | -8.04 | 99 |
| 2024-07-08 | 2024-07-20 | -4.95 | 12 |
| Metric | 6263227:dogeusd:triple_gx:lsma170_85_65 | 6263227:DOGEUSD |
|---|---|---|
| Best Day | 26.97% | 26.97% |
| Worst Day | -11.13% | -20.9% |
| Best Week | 88.7% | 88.7% |
| Worst Week | -16.98% | -25.02% |
| Best Month | 161.3% | 161.3% |
| Worst Month | -15.8% | -38.65% |
| Best Year | 197.55% | 110.68% |
| Worst Year | -8.18% | -49.76% |
| Avg. Up Day | 4.61% | 4.62% |
| Avg. Down Day | -3.14% | -3.54% |
| Avg. Up Week | 12.69% | 15.15% |
| Avg. Down Week | -5.28% | -8.13% |
| Avg. Up Month | 53.58% | 51.96% |
| Avg. Down Month | -7.65% | -13.6% |
| Win Days % | 47.06% | 49.09% |
| Win Month % | 46.15% | 52.63% |
| Win Week % | 50.0% | 45.68% |
| Win Quarter % | 33.33% | 28.57% |
| Win Year % | 50.0% | 50.0% |