| Metric | 12913590:dogeusd:triple_med_gx:lsma290_115 | 12913590:DOGEUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 366.22% | 70.78% |
| Max Drawdown | -50.14% | -70.6% |
| Sharpe | 0.61 | 0.31 |
| Sortino | 0.97 | 0.48 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | 1.43 | 1.05 |
| CPC Index | 0.72 | 0.6 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 27.36 | 3.67 |
| Outlier Loss Ratio | 3.9 | 3.29 |
| Volatility (ann.) | 21.3% | 48.15% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.07 | 0.23 |
| Skew | 1.86 | 1.22 |
| Kurtosis | 43.34 | 16.11 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.56% | 1.22% |
| Expected Yearly % | 46.94% | 14.32% |
| Kelly Criterion | 6.87% | 6.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -4.1% |
| Expected Shortfall (cVaR) | -1.8% | -4.1% |
| Year | 12913590:DOGEUSD | 12913590:dogeusd:triple_med_gx:lsma290_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.86 | 108.50 | -2.79 | + |
| 2023 | 27.54 | 43.75 | 1.59 | + |
| 2024 | 252.28 | 47.27 | 0.19 | - |
| 2025 | -37.83 | 5.62 | -0.15 | + |
| Metric | 12913590:dogeusd:triple_med_gx:lsma290_115 | 12913590:DOGEUSD |
|---|---|---|
| MTD | 9.74% | -15.82% |
| 3M | 18.3% | -1.58% |
| 6M | 20.72% | 27.68% |
| YTD | 5.62% | -37.83% |
| 1Y | 64.24% | 66.94% |
| 3Y (ann.) | 39.8% | 49.53% |
| 5Y (ann.) | 53.51% | 16.07% |
| Metric | 12913590:dogeusd:triple_med_gx:lsma290_115 | 12913590:DOGEUSD |
|---|---|---|
| Max Drawdown | -50.14% | -70.6% |
| Longest DD Days | 384.0 | 698.0 |
| Avg. Drawdown | -5.75% | -17.07% |
| Avg. Drawdown Days | 25.0 | 68.0 |
| Recovery Factor | 7.3 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-29 | 2024-12-08 | -50.14 | 253 |
| 2025-05-19 | 2025-10-16 | -26.33 | 150 |
| 2022-10-27 | 2023-11-15 | -23.00 | 384 |
| 2025-01-18 | 2025-05-08 | -22.89 | 110 |
| 2022-06-16 | 2022-06-21 | -18.07 | 5 |
| 2022-03-24 | 2022-06-15 | -17.13 | 83 |
| 2023-11-18 | 2023-12-04 | -12.63 | 16 |
| 2022-07-20 | 2022-07-31 | -9.51 | 11 |
| 2022-06-27 | 2022-07-18 | -7.88 | 20 |
| 2022-08-15 | 2022-08-25 | -7.31 | 10 |
| Metric | 12913590:dogeusd:triple_med_gx:lsma290_115 | 12913590:DOGEUSD |
|---|---|---|
| Best Day | 15.41% | 33.96% |
| Worst Day | -13.55% | -16.31% |
| Best Week | 27.54% | 88.7% |
| Worst Week | -13.73% | -32.72% |
| Best Month | 41.93% | 161.3% |
| Worst Month | -18.36% | -39.33% |
| Best Year | 108.5% | 252.28% |
| Worst Year | 5.62% | -38.86% |
| Avg. Up Day | 1.65% | 1.66% |
| Avg. Down Day | -1.4% | -1.46% |
| Avg. Up Week | 6.6% | 12.46% |
| Avg. Down Week | -5.64% | -8.0% |
| Avg. Up Month | 12.74% | 31.89% |
| Avg. Down Month | -6.75% | -16.11% |
| Win Days % | 49.59% | 50.37% |
| Win Month % | 59.46% | 50.0% |
| Win Week % | 61.11% | 47.64% |
| Win Quarter % | 75.0% | 43.75% |
| Win Year % | 100.0% | 50.0% |