| Metric | 6263409:dogeusd:triple_gx:lsma210_90_65 | 6263409:DOGEUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 556.32% | 53.88% |
| Max Drawdown | -47.65% | -69.56% |
| Sharpe | 1.13 | 0.6 |
| Sortino | 1.96 | 0.92 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.37 | 1.1 |
| Common Sense Ratio | 1.77 | 1.1 |
| CPC Index | 0.87 | 0.66 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 14.83 | 3.94 |
| Outlier Loss Ratio | 3.0 | 3.31 |
| Volatility (ann.) | 67.99% | 94.98% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.52 | 0.19 |
| Skew | 2.57 | 0.92 |
| Kurtosis | 32.74 | 8.6 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.58% | 1.03% |
| Expected Yearly % | 60.06% | 11.38% |
| Kelly Criterion | 11.64% | 8.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.64% | -8.02% |
| Expected Shortfall (cVaR) | -5.64% | -8.02% |
| Year | 6263409:DOGEUSD | 6263409:dogeusd:triple_gx:lsma210_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -47.17 | 15.64 | -0.33 | + |
| 2023 | 27.54 | 92.16 | 3.35 | + |
| 2024 | 252.28 | 329.20 | 1.30 | + |
| 2025 | -35.17 | -31.18 | 0.89 | + |
| Metric | 6263409:dogeusd:triple_gx:lsma210_90_65 | 6263409:DOGEUSD |
|---|---|---|
| MTD | 3.77% | -12.22% |
| 3M | -6.36% | 2.95% |
| 6M | -31.18% | 25.78% |
| YTD | -31.18% | -35.17% |
| 1Y | 188.09% | 83.66% |
| 3Y (ann.) | 116.59% | 50.73% |
| 5Y (ann.) | 72.32% | 13.28% |
| Metric | 6263409:dogeusd:triple_gx:lsma210_90_65 | 6263409:DOGEUSD |
|---|---|---|
| Max Drawdown | -47.65% | -69.56% |
| Longest DD Days | 358.0 | 487.0 |
| Avg. Drawdown | -18.32% | -37.95% |
| Avg. Drawdown Days | 67.0 | 156.0 |
| Recovery Factor | 11.67 | 0.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-02 | 2023-10-26 | -47.65 | 358 |
| 2024-03-29 | 2024-11-06 | -43.75 | 222 |
| 2025-05-23 | 2025-10-14 | -41.68 | 144 |
| 2022-05-03 | 2022-10-29 | -41.49 | 179 |
| 2024-03-05 | 2024-03-27 | -29.43 | 22 |
| 2023-11-18 | 2023-12-04 | -17.29 | 16 |
| 2023-12-09 | 2024-03-01 | -11.31 | 83 |
| 2025-05-13 | 2025-05-22 | -11.03 | 9 |
| 2024-11-25 | 2024-12-01 | -10.15 | 6 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| Metric | 6263409:dogeusd:triple_gx:lsma210_90_65 | 6263409: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 | -35.54% | -39.33% |
| Best Year | 329.2% | 252.28% |
| Worst Year | -31.18% | -47.17% |
| Avg. Up Day | 4.69% | 4.7% |
| Avg. Down Day | -3.76% | -3.9% |
| Avg. Up Week | 14.56% | 16.21% |
| Avg. Down Week | -8.1% | -9.85% |
| Avg. Up Month | 47.29% | 45.75% |
| Avg. Down Month | -11.51% | -16.96% |
| Win Days % | 50.97% | 50.16% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 54.67% | 46.74% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 75.0% | 50.0% |