| Metric | 6263248:dogeusd:triple_gx:lsma190_85_65 | 6263248:DOGEUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 588.42% | 43.43% |
| Max Drawdown | -53.48% | -69.56% |
| Sharpe | 1.13 | 0.57 |
| Sortino | 1.95 | 0.89 |
| Payoff Ratio | 1.22 | 1.15 |
| Profit Factor | 1.36 | 1.09 |
| Common Sense Ratio | 1.73 | 1.09 |
| CPC Index | 0.86 | 0.63 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 14.6 | 3.96 |
| Outlier Loss Ratio | 3.1 | 3.37 |
| Volatility (ann.) | 68.13% | 95.31% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.36 | 0.16 |
| Skew | 2.46 | 0.92 |
| Kurtosis | 32.06 | 8.45 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.59% | 0.84% |
| Expected Yearly % | 61.98% | 9.44% |
| Kelly Criterion | 12.4% | 6.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.65% | -8.06% |
| Expected Shortfall (cVaR) | -5.65% | -8.06% |
| Year | 6263248:DOGEUSD | 6263248:dogeusd:triple_gx:lsma190_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.76 | -7.83 | 0.15 | + |
| 2023 | 27.54 | 99.47 | 3.61 | + |
| 2024 | 252.28 | 334.46 | 1.33 | + |
| 2025 | -35.17 | -13.82 | 0.39 | + |
| Metric | 6263248:dogeusd:triple_gx:lsma190_85_65 | 6263248:DOGEUSD |
|---|---|---|
| MTD | 3.77% | -12.22% |
| 3M | 2.23% | 2.95% |
| 6M | -14.87% | 25.78% |
| YTD | -13.82% | -35.17% |
| 1Y | 232.08% | 83.66% |
| 3Y (ann.) | 137.32% | 50.73% |
| 5Y (ann.) | 72.98% | 10.79% |
| Metric | 6263248:dogeusd:triple_gx:lsma190_85_65 | 6263248:DOGEUSD |
|---|---|---|
| Max Drawdown | -53.48% | -69.56% |
| Longest DD Days | 300.0 | 678.0 |
| Avg. Drawdown | -18.0% | -32.54% |
| Avg. Drawdown Days | 69.0 | 158.0 |
| Recovery Factor | 11.0 | 0.62 |
| Ulcer Index | 1.04 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-11 | 2022-10-29 | -53.48 | 201 |
| 2022-11-02 | 2023-08-29 | -47.65 | 300 |
| 2024-03-29 | 2024-10-29 | -42.39 | 214 |
| 2025-07-21 | 2025-10-14 | -30.27 | 85 |
| 2024-03-05 | 2024-03-27 | -29.43 | 22 |
| 2025-04-13 | 2025-07-20 | -26.26 | 98 |
| 2023-11-18 | 2023-12-04 | -17.29 | 16 |
| 2024-10-30 | 2024-11-06 | -13.94 | 7 |
| 2023-12-09 | 2024-03-01 | -12.30 | 83 |
| 2024-11-25 | 2024-12-01 | -10.15 | 6 |
| Metric | 6263248:dogeusd:triple_gx:lsma190_85_65 | 6263248: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 | 334.46% | 252.28% |
| Worst Year | -13.82% | -50.76% |
| Avg. Up Day | 4.44% | 4.45% |
| Avg. Down Day | -3.65% | -3.87% |
| Avg. Up Week | 13.7% | 15.51% |
| Avg. Down Week | -7.43% | -8.9% |
| Avg. Up Month | 47.7% | 45.75% |
| Avg. Down Month | -13.66% | -16.26% |
| Win Days % | 51.93% | 50.16% |
| Win Month % | 53.57% | 48.84% |
| Win Week % | 55.56% | 47.06% |
| Win Quarter % | 61.54% | 40.0% |
| Win Year % | 50.0% | 50.0% |