| Metric | 12975180:dogeusd:triple_med_gx:lsma295_145 | 12975180:DOGEUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 231.26% | 81.45% |
| Max Drawdown | -42.36% | -70.6% |
| Sharpe | 0.56 | 0.33 |
| Sortino | 0.89 | 0.51 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.59 | 1.04 |
| CPC Index | 0.73 | 0.59 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 33.0 | 3.66 |
| Outlier Loss Ratio | 3.68 | 3.31 |
| Volatility (ann.) | 20.16% | 48.67% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.07 | 0.29 |
| Skew | 1.85 | 1.32 |
| Kurtosis | 50.92 | 16.69 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.12% | 1.54% |
| Expected Yearly % | 34.91% | 16.06% |
| Kelly Criterion | 8.6% | 5.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -4.15% |
| Expected Shortfall (cVaR) | -1.7% | -4.15% |
| Year | 12975180:DOGEUSD | 12975180:dogeusd:triple_med_gx:lsma295_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.90 | 110.15 | -2.91 | + |
| 2023 | 27.54 | 62.06 | 2.25 | + |
| 2024 | 252.28 | 31.32 | 0.12 | - |
| 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.) | 51.55% | 35.29% |
| 5Y (ann.) | 45.26% | 20.41% |
| Metric | 12975180:dogeusd:triple_med_gx:lsma295_145 | 12975180:DOGEUSD |
|---|---|---|
| Max Drawdown | -42.36% | -70.6% |
| Longest DD Days | 424.0 | 698.0 |
| Avg. Drawdown | -5.31% | -16.95% |
| Avg. Drawdown Days | 23.0 | 61.0 |
| Recovery Factor | 5.46 | 1.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-05-30 | -42.36 | 424 |
| 2023-02-04 | 2023-07-15 | -19.06 | 160 |
| 2022-06-16 | 2022-06-21 | -18.07 | 5 |
| 2023-11-18 | 2023-12-04 | -17.29 | 16 |
| 2022-07-20 | 2022-08-13 | -17.15 | 23 |
| 2022-04-15 | 2022-06-15 | -16.81 | 61 |
| 2022-06-27 | 2022-07-19 | -9.23 | 22 |
| 2023-07-15 | 2023-10-21 | -8.07 | 98 |
| 2022-11-16 | 2023-02-04 | -7.67 | 80 |
| 2024-03-25 | 2024-03-31 | -7.34 | 6 |
| Metric | 12975180:dogeusd:triple_med_gx:lsma295_145 | 12975180:DOGEUSD |
|---|---|---|
| Best Day | 15.41% | 33.96% |
| Worst Day | -13.55% | -15.58% |
| Best Week | 27.32% | 88.7% |
| Worst Week | -20.87% | -32.72% |
| Best Month | 48.85% | 161.3% |
| Worst Month | -20.87% | -39.33% |
| Best Year | 110.15% | 252.28% |
| Worst Year | -25.93% | -37.9% |
| Avg. Up Day | 1.68% | 1.69% |
| Avg. Down Day | -1.45% | -1.52% |
| Avg. Up Week | 6.97% | 9.34% |
| Avg. Down Week | -5.98% | -8.76% |
| Avg. Up Month | 17.13% | 31.74% |
| Avg. Down Month | -10.56% | -23.41% |
| Win Days % | 50.9% | 50.37% |
| Win Month % | 64.29% | 48.72% |
| Win Week % | 67.24% | 47.37% |
| Win Quarter % | 69.23% | 50.0% |
| Win Year % | 75.0% | 50.0% |