| Metric | 6263963:dogeusd:triple_gx:lsma165_115_65 | 6263963:DOGEUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 531.42% | 79.48% |
| Max Drawdown | -55.07% | -69.56% |
| Sharpe | 1.06 | 0.64 |
| Sortino | 1.77 | 0.99 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.29 | 1.1 |
| Common Sense Ratio | 1.56 | 1.1 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 11.96 | 3.99 |
| Outlier Loss Ratio | 3.43 | 3.52 |
| Volatility (ann.) | 72.28% | 95.62% |
| R^2 | 0.57 | 0.57 |
| Calmar | 1.22 | 0.25 |
| Skew | 2.0 | 0.88 |
| Kurtosis | 25.3 | 8.28 |
| Expected Daily % | 0.14% | 0.04% |
| Expected Monthly % | 4.28% | 1.34% |
| Expected Yearly % | 58.52% | 15.75% |
| Kelly Criterion | 9.32% | 7.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.01% | -8.06% |
| Expected Shortfall (cVaR) | -6.01% | -8.06% |
| Year | 6263963:DOGEUSD | 6263963:dogeusd:triple_gx:lsma165_115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.38 | -9.33 | 0.24 | + |
| 2023 | 27.54 | 67.11 | 2.44 | + |
| 2024 | 252.28 | 377.62 | 1.50 | + |
| 2025 | -35.17 | -12.75 | 0.36 | + |
| Metric | 6263963:dogeusd:triple_gx:lsma165_115_65 | 6263963:DOGEUSD |
|---|---|---|
| MTD | 3.77% | -12.22% |
| 3M | 7.11% | 2.95% |
| 6M | -18.26% | 25.78% |
| YTD | -12.75% | -35.17% |
| 1Y | 200.72% | 83.66% |
| 3Y (ann.) | 112.24% | 50.73% |
| 5Y (ann.) | 67.11% | 17.7% |
| Metric | 6263963:dogeusd:triple_gx:lsma165_115_65 | 6263963:DOGEUSD |
|---|---|---|
| Max Drawdown | -55.07% | -69.56% |
| Longest DD Days | 590.0 | 698.0 |
| Avg. Drawdown | -15.97% | -22.31% |
| Avg. Drawdown Days | 85.0 | 107.0 |
| Recovery Factor | 9.65 | 1.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-11-17 | -55.07 | 590 |
| 2024-12-09 | 2025-10-14 | -36.60 | 309 |
| 2024-03-29 | 2024-10-28 | -35.98 | 213 |
| 2024-03-05 | 2024-03-27 | -29.43 | 22 |
| 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 |
| 2023-12-11 | 2024-03-01 | -9.86 | 81 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| 2024-12-02 | 2024-12-07 | -7.71 | 5 |
| Metric | 6263963:dogeusd:triple_gx:lsma165_115_65 | 6263963: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 | -32.8% | -39.33% |
| Best Year | 377.62% | 252.28% |
| Worst Year | -12.75% | -38.38% |
| Avg. Up Day | 4.43% | 4.44% |
| Avg. Down Day | -3.51% | -3.83% |
| Avg. Up Week | 11.45% | 13.65% |
| Avg. Down Week | -6.25% | -7.93% |
| Avg. Up Month | 38.32% | 43.44% |
| Avg. Down Month | -13.49% | -22.06% |
| Win Days % | 49.36% | 50.35% |
| Win Month % | 53.12% | 50.0% |
| Win Week % | 54.08% | 48.17% |
| Win Quarter % | 68.75% | 43.75% |
| Win Year % | 50.0% | 50.0% |