| Metric | 12913598:dogeusd:triple_med_gx:lsma295_115 | 12913598:DOGEUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 502.27% | 73.47% |
| Max Drawdown | -47.72% | -70.6% |
| Sharpe | 0.69 | 0.32 |
| Sortino | 1.12 | 0.48 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.5 | 1.05 |
| CPC Index | 0.75 | 0.62 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 26.62 | 3.68 |
| Outlier Loss Ratio | 3.89 | 3.29 |
| Volatility (ann.) | 21.52% | 48.17% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.36 | 0.23 |
| Skew | 2.0 | 1.22 |
| Kurtosis | 42.58 | 16.1 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.17% | 1.26% |
| Expected Yearly % | 56.66% | 14.76% |
| Kelly Criterion | 8.11% | 7.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -4.11% |
| Expected Shortfall (cVaR) | -1.81% | -4.11% |
| Year | 12913598:DOGEUSD | 12913598:dogeusd:triple_med_gx:lsma295_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.90 | 100.08 | -2.64 | + |
| 2023 | 27.54 | 39.17 | 1.42 | + |
| 2024 | 252.28 | 83.61 | 0.33 | - |
| 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.) | 54.81% | 49.53% |
| 5Y (ann.) | 64.92% | 16.59% |
| Metric | 12913598:dogeusd:triple_med_gx:lsma295_115 | 12913598:DOGEUSD |
|---|---|---|
| Max Drawdown | -47.72% | -70.6% |
| Longest DD Days | 384.0 | 698.0 |
| Avg. Drawdown | -5.43% | -16.95% |
| Avg. Drawdown Days | 25.0 | 68.0 |
| Recovery Factor | 10.53 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-28 | 2024-11-29 | -47.72 | 246 |
| 2025-05-19 | 2025-10-16 | -25.12 | 150 |
| 2022-10-27 | 2023-11-16 | -22.31 | 384 |
| 2022-03-24 | 2022-06-21 | -21.44 | 89 |
| 2025-01-20 | 2025-05-08 | -21.07 | 108 |
| 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 |
| 2024-12-02 | 2024-12-05 | -7.71 | 3 |
| 2022-08-15 | 2022-08-25 | -7.31 | 10 |
| Metric | 12913598:dogeusd:triple_med_gx:lsma295_115 | 12913598:DOGEUSD |
|---|---|---|
| Best Day | 15.41% | 33.96% |
| Worst Day | -13.55% | -16.31% |
| Best Week | 39.35% | 88.7% |
| Worst Week | -13.73% | -32.72% |
| Best Month | 70.69% | 161.3% |
| Worst Month | -17.57% | -39.33% |
| Best Year | 100.08% | 252.28% |
| Worst Year | 17.8% | -37.9% |
| Avg. Up Day | 1.68% | 1.69% |
| Avg. Down Day | -1.4% | -1.46% |
| Avg. Up Week | 7.45% | 12.39% |
| Avg. Down Week | -5.01% | -7.99% |
| Avg. Up Month | 14.43% | 32.0% |
| Avg. Down Month | -6.83% | -16.11% |
| Win Days % | 49.88% | 50.38% |
| Win Month % | 59.46% | 50.0% |
| Win Week % | 59.09% | 47.64% |
| Win Quarter % | 68.75% | 43.75% |
| Win Year % | 100.0% | 50.0% |