| Metric | 12975180:dogeusd:triple_med_gx:lsma295_145 | 12975180:DOGEUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -23.08% | 55.98% |
| Max Drawdown | -34.53% | -70.6% |
| Sharpe | -0.2 | 0.45 |
| Sortino | -0.28 | 0.68 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 0.92 | 1.07 |
| Common Sense Ratio | 0.8 | 1.17 |
| CPC Index | 0.46 | 0.59 |
| Tail Ratio | 0.87 | 1.09 |
| Outlier Win Ratio | 39.35 | 3.09 |
| Outlier Loss Ratio | 3.35 | 3.14 |
| Volatility (ann.) | 20.15% | 51.18% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.62 | 0.72 |
| Skew | -0.42 | 0.6 |
| Kurtosis | 59.52 | 8.21 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.0% | 3.48% |
| Expected Yearly % | -12.3% | 24.89% |
| Kelly Criterion | -5.04% | 4.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -4.34% |
| Expected Shortfall (cVaR) | -1.75% | -4.34% |
| Year | 12975180:DOGEUSD | 12975180:dogeusd:triple_med_gx:lsma295_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 139.85 | 3.85 | 0.03 | - |
| 2025 | -34.97 | -25.93 | 0.74 | + |
| Metric | 12975180:dogeusd:triple_med_gx:lsma295_145 | 12975180:DOGEUSD |
|---|---|---|
| MTD | -6.99% | 19.07% |
| 3M | 0.43% | -1.05% |
| 6M | -22.53% | -48.91% |
| YTD | -25.93% | -34.97% |
| 1Y | -23.08% | 25.32% |
| 3Y (ann.) | -21.58% | 50.96% |
| 5Y (ann.) | -21.58% | 50.96% |
| Metric | 12975180:dogeusd:triple_med_gx:lsma295_145 | 12975180:DOGEUSD |
|---|---|---|
| Max Drawdown | -34.53% | -70.6% |
| Longest DD Days | 135.0 | 187.0 |
| Avg. Drawdown | -12.84% | -13.39% |
| Avg. Drawdown Days | 51.0 | 25.0 |
| Recovery Factor | -0.67 | 0.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-05-30 | -34.53 | 125 |
| 2024-06-05 | 2024-10-19 | -29.96 | 135 |
| 2024-10-21 | 2024-12-07 | -9.15 | 47 |
| 2024-10-19 | 2024-10-21 | -2.91 | 1 |
| 2024-06-05 | 2024-06-05 | -0.28 | 0 |
| 2025-01-23 | 2025-01-24 | -0.18 | 0 |
| Metric | 12975180:dogeusd:triple_med_gx:lsma295_145 | 12975180:DOGEUSD |
|---|---|---|
| Best Day | 14.08% | 21.63% |
| Worst Day | -13.55% | -15.58% |
| Best Week | 16.22% | 88.7% |
| Worst Week | -20.87% | -25.02% |
| Best Month | 22.71% | 161.3% |
| Worst Month | -20.87% | -38.65% |
| Best Year | 3.85% | 139.85% |
| Worst Year | -25.93% | -34.97% |
| Avg. Up Day | 1.84% | 1.84% |
| Avg. Down Day | -1.65% | -1.69% |
| Avg. Up Week | 5.78% | 10.67% |
| Avg. Down Week | -6.3% | -9.01% |
| Avg. Up Month | 15.34% | 22.31% |
| Avg. Down Month | -11.96% | -25.78% |
| Win Days % | 44.62% | 50.16% |
| Win Month % | 30.0% | 53.85% |
| Win Week % | 43.75% | 44.83% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |