| Metric | 6244392:dogeusd:triple_gx:lsma165_25_20 | 6244392:DOGEUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 354.94% | 79.48% |
| Max Drawdown | -52.9% | -69.56% |
| Sharpe | 0.97 | 0.64 |
| Sortino | 1.68 | 0.99 |
| Payoff Ratio | 1.45 | 1.17 |
| Profit Factor | 1.34 | 1.1 |
| Common Sense Ratio | 1.79 | 1.1 |
| CPC Index | 0.88 | 0.65 |
| Tail Ratio | 1.34 | 0.99 |
| Outlier Win Ratio | 17.15 | 3.99 |
| Outlier Loss Ratio | 3.81 | 3.32 |
| Volatility (ann.) | 64.08% | 95.62% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.99 | 0.25 |
| Skew | 2.89 | 0.88 |
| Kurtosis | 39.54 | 8.28 |
| Expected Daily % | 0.12% | 0.04% |
| Expected Monthly % | 3.5% | 1.34% |
| Expected Yearly % | 46.05% | 15.75% |
| Kelly Criterion | 7.95% | 7.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.35% | -8.06% |
| Expected Shortfall (cVaR) | -5.35% | -8.06% |
| Year | 6244392:DOGEUSD | 6244392:dogeusd:triple_gx:lsma165_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.38 | 17.67 | -0.46 | + |
| 2023 | 27.54 | 40.20 | 1.46 | + |
| 2024 | 252.28 | 283.63 | 1.12 | + |
| 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.) | 80.54% | 50.73% |
| 5Y (ann.) | 52.52% | 17.7% |
| Metric | 6244392:dogeusd:triple_gx:lsma165_25_20 | 6244392:DOGEUSD |
|---|---|---|
| Max Drawdown | -52.9% | -69.56% |
| Longest DD Days | 334.0 | 698.0 |
| Avg. Drawdown | -15.49% | -22.31% |
| Avg. Drawdown Days | 75.0 | 107.0 |
| Recovery Factor | 6.71 | 1.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2022-11-01 | -52.90 | 209 |
| 2024-11-14 | 2025-10-14 | -51.08 | 334 |
| 2022-11-02 | 2023-04-03 | -22.07 | 152 |
| 2023-11-18 | 2024-03-01 | -21.02 | 104 |
| 2024-08-13 | 2024-10-29 | -21.01 | 77 |
| 2023-04-04 | 2023-07-25 | -17.01 | 112 |
| 2024-03-05 | 2024-07-06 | -15.86 | 123 |
| 2023-07-26 | 2023-10-26 | -14.65 | 92 |
| 2024-07-07 | 2024-08-08 | -11.24 | 32 |
| 2024-10-30 | 2024-11-06 | -9.90 | 7 |
| Metric | 6244392:dogeusd:triple_gx:lsma165_25_20 | 6244392:DOGEUSD |
|---|---|---|
| Best Day | 45.24% | 45.24% |
| Worst Day | -21.48% | -21.48% |
| Best Week | 88.7% | 88.7% |
| Worst Week | -31.09% | -32.72% |
| Best Month | 109.78% | 161.3% |
| Worst Month | -31.53% | -39.33% |
| Best Year | 283.63% | 252.28% |
| Worst Year | -28.12% | -38.38% |
| Avg. Up Day | 4.54% | 4.56% |
| Avg. Down Day | -3.13% | -3.91% |
| Avg. Up Week | 11.51% | 14.11% |
| Avg. Down Week | -5.92% | -10.46% |
| Avg. Up Month | 22.28% | 37.85% |
| Avg. Down Month | -11.16% | -16.14% |
| Win Days % | 45.54% | 50.35% |
| Win Month % | 59.46% | 50.0% |
| Win Week % | 49.51% | 48.17% |
| Win Quarter % | 75.0% | 43.75% |
| Win Year % | 75.0% | 50.0% |