| Metric | 6244392:dogeusd:triple_gx:lsma165_25_20 | 6244392:DOGEUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 63.1% | 36.58% |
| Max Drawdown | -51.08% | -69.56% |
| Sharpe | 0.85 | 0.71 |
| Sortino | 1.49 | 1.09 |
| Payoff Ratio | 1.5 | 1.17 |
| Profit Factor | 1.27 | 1.11 |
| Common Sense Ratio | 1.54 | 1.19 |
| CPC Index | 0.81 | 0.65 |
| Tail Ratio | 1.22 | 1.07 |
| Outlier Win Ratio | 15.93 | 3.51 |
| Outlier Loss Ratio | 3.68 | 2.97 |
| Volatility (ann.) | 62.33% | 97.31% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.81 | 0.35 |
| Skew | 2.26 | 0.58 |
| Kurtosis | 21.09 | 3.74 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.76% | 1.75% |
| Expected Yearly % | 27.71% | 16.87% |
| Kelly Criterion | 4.74% | 6.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.22% | -8.19% |
| Expected Shortfall (cVaR) | -5.22% | -8.19% |
| Year | 6244392:DOGEUSD | 6244392:dogeusd:triple_gx:lsma165_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.68 | 126.89 | 1.15 | + |
| 2025 | -35.17 | -28.12 | 0.80 | + |
| Metric | 6244392:dogeusd:triple_gx:lsma165_25_20 | 6244392:DOGEUSD |
|---|---|---|
| MTD | 3.77% | -12.22% |
| 3M | 15.76% | 2.95% |
| 6M | 13.92% | 25.78% |
| YTD | -28.12% | -35.17% |
| 1Y | 77.93% | 83.66% |
| 3Y (ann.) | 41.35% | 24.67% |
| 5Y (ann.) | 41.35% | 24.67% |
| Metric | 6244392:dogeusd:triple_gx:lsma165_25_20 | 6244392:DOGEUSD |
|---|---|---|
| Max Drawdown | -51.08% | -69.56% |
| Longest DD Days | 334.0 | 309.0 |
| Avg. Drawdown | -14.5% | -18.83% |
| Avg. Drawdown Days | 65.0 | 55.0 |
| Recovery Factor | 1.24 | 0.53 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-14 | 2025-10-14 | -51.08 | 334 |
| 2024-08-13 | 2024-10-29 | -21.01 | 77 |
| 2024-07-07 | 2024-08-08 | -11.24 | 32 |
| 2024-10-30 | 2024-11-06 | -9.90 | 7 |
| 2024-08-09 | 2024-08-12 | -6.43 | 3 |
| 2024-11-07 | 2024-11-08 | -1.67 | 1 |
| 2024-07-05 | 2024-07-06 | -0.18 | 1 |
| Metric | 6244392:dogeusd:triple_gx:lsma165_25_20 | 6244392:DOGEUSD |
|---|---|---|
| Best Day | 26.97% | 26.97% |
| Worst Day | -16.87% | -20.9% |
| Best Week | 88.7% | 88.7% |
| Worst Week | -17.3% | -25.02% |
| Best Month | 109.78% | 161.3% |
| Worst Month | -31.53% | -38.65% |
| Best Year | 126.89% | 110.68% |
| Worst Year | -28.12% | -35.17% |
| Avg. Up Day | 4.76% | 4.78% |
| Avg. Down Day | -3.17% | -4.07% |
| Avg. Up Week | 12.78% | 15.17% |
| Avg. Down Week | -5.39% | -11.6% |
| Avg. Up Month | 29.08% | 46.95% |
| Avg. Down Month | -12.79% | -19.33% |
| Win Days % | 42.86% | 49.71% |
| Win Month % | 56.25% | 55.56% |
| Win Week % | 43.18% | 47.37% |
| Win Quarter % | 66.67% | 28.57% |
| Win Year % | 50.0% | 50.0% |