| Metric | 12913598:dogeusd:triple_med_gx:lsma295_115 | 12913598:DOGEUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 37.89% | 49.12% |
| Max Drawdown | -44.82% | -70.6% |
| Sharpe | 0.36 | 0.38 |
| Sortino | 0.57 | 0.57 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.25 | 1.17 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.1 | 1.1 |
| Outlier Win Ratio | 29.19 | 3.3 |
| Outlier Loss Ratio | 3.59 | 3.05 |
| Volatility (ann.) | 21.13% | 49.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.55 | 0.45 |
| Skew | 1.54 | 0.5 |
| Kurtosis | 46.45 | 8.28 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.8% | 2.24% |
| Expected Yearly % | 17.43% | 22.11% |
| Kelly Criterion | 3.48% | 6.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -4.2% |
| Expected Shortfall (cVaR) | -1.8% | -4.2% |
| Year | 12913598:DOGEUSD | 12913598:dogeusd:triple_med_gx:lsma295_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 139.85 | 17.06 | 0.12 | - |
| 2025 | -37.83 | 17.80 | -0.47 | + |
| Metric | 12913598:dogeusd:triple_med_gx:lsma295_115 | 12913598:DOGEUSD |
|---|---|---|
| MTD | 12.37% | -15.82% |
| 3M | 21.89% | -1.58% |
| 6M | 26.42% | 27.68% |
| YTD | 17.8% | -37.83% |
| 1Y | 82.43% | 66.94% |
| 3Y (ann.) | 24.61% | 31.47% |
| 5Y (ann.) | 24.61% | 31.47% |
| Metric | 12913598:dogeusd:triple_med_gx:lsma295_115 | 12913598:DOGEUSD |
|---|---|---|
| Max Drawdown | -44.82% | -70.6% |
| Longest DD Days | 165.0 | 326.0 |
| Avg. Drawdown | -9.32% | -13.39% |
| Avg. Drawdown Days | 40.0 | 35.0 |
| Recovery Factor | 0.85 | 0.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-29 | 2024-11-10 | -44.82 | 165 |
| 2025-05-19 | 2025-10-16 | -25.12 | 150 |
| 2025-01-20 | 2025-05-08 | -21.07 | 108 |
| 2024-12-02 | 2024-12-05 | -7.71 | 3 |
| 2024-12-05 | 2024-12-07 | -4.47 | 2 |
| 2024-05-28 | 2024-05-29 | -1.88 | 0 |
| 2024-11-30 | 2024-12-01 | -1.68 | 1 |
| 2024-12-08 | 2025-01-20 | -1.57 | 43 |
| 2025-05-09 | 2025-05-09 | -1.31 | 0 |
| 2025-05-09 | 2025-05-18 | -1.09 | 9 |
| Metric | 12913598:dogeusd:triple_med_gx:lsma295_115 | 12913598:DOGEUSD |
|---|---|---|
| Best Day | 14.08% | 21.63% |
| Worst Day | -13.55% | -16.31% |
| Best Week | 23.87% | 88.7% |
| Worst Week | -13.73% | -25.02% |
| Best Month | 32.38% | 161.3% |
| Worst Month | -17.57% | -38.65% |
| Best Year | 17.8% | 139.85% |
| Worst Year | 17.06% | -37.83% |
| Avg. Up Day | 1.77% | 1.78% |
| Avg. Down Day | -1.5% | -1.55% |
| Avg. Up Week | 7.86% | 19.75% |
| Avg. Down Week | -5.59% | -8.37% |
| Avg. Up Month | 11.87% | 38.11% |
| Avg. Down Month | -7.55% | -17.58% |
| Win Days % | 47.77% | 50.23% |
| Win Month % | 56.25% | 55.56% |
| Win Week % | 52.94% | 46.15% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 100.0% | 50.0% |