| Metric | 6246247:dogeusd:triple_gx:lsma165_90_20 | 6246247:DOGEUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 73.91% | 5.85% |
| Max Drawdown | -48.75% | -69.56% |
| Sharpe | 0.88 | 0.51 |
| Sortino | 1.52 | 0.78 |
| Payoff Ratio | 1.39 | 1.13 |
| Profit Factor | 1.24 | 1.08 |
| Common Sense Ratio | 1.43 | 1.15 |
| CPC Index | 0.78 | 0.6 |
| Tail Ratio | 1.15 | 1.06 |
| Outlier Win Ratio | 13.13 | 3.45 |
| Outlier Loss Ratio | 3.48 | 2.95 |
| Volatility (ann.) | 63.76% | 96.06% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.91 | 0.06 |
| Skew | 2.01 | 0.59 |
| Kurtosis | 17.77 | 3.77 |
| Expected Daily % | 0.1% | 0.01% |
| Expected Monthly % | 2.96% | 0.3% |
| Expected Yearly % | 31.87% | 2.89% |
| Kelly Criterion | 5.28% | 3.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.34% | -8.14% |
| Expected Shortfall (cVaR) | -5.34% | -8.14% |
| Year | 6246247:DOGEUSD | 6246247:dogeusd:triple_gx:lsma165_90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.68 | 211.35 | 1.91 | + |
| 2025 | -49.76 | -44.14 | 0.89 | + |
| Metric | 6246247:dogeusd:triple_gx:lsma165_90_20 | 6246247:DOGEUSD |
|---|---|---|
| MTD | 0.0% | -14.99% |
| 3M | -5.02% | -30.81% |
| 6M | -7.86% | -28.38% |
| YTD | -44.14% | -49.76% |
| 1Y | -43.44% | -58.47% |
| 3Y (ann.) | 44.47% | 3.86% |
| 5Y (ann.) | 44.47% | 3.86% |
| Metric | 6246247:dogeusd:triple_gx:lsma165_90_20 | 6246247:DOGEUSD |
|---|---|---|
| Max Drawdown | -48.75% | -69.56% |
| Longest DD Days | 298.0 | 342.0 |
| Avg. Drawdown | -12.13% | -18.83% |
| Avg. Drawdown Days | 48.0 | 59.0 |
| Recovery Factor | 1.52 | 0.08 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-11-16 | -48.75 | 298 |
| 2024-08-13 | 2024-10-29 | -21.37 | 77 |
| 2024-10-30 | 2024-11-06 | -13.94 | 7 |
| 2024-11-14 | 2025-01-21 | -9.29 | 68 |
| 2024-07-07 | 2024-07-14 | -8.34 | 7 |
| 2024-07-21 | 2024-08-08 | -7.02 | 18 |
| 2024-08-09 | 2024-08-12 | -6.43 | 3 |
| 2024-07-16 | 2024-07-19 | -4.36 | 3 |
| 2024-11-07 | 2024-11-08 | -1.67 | 1 |
| 2024-07-05 | 2024-07-06 | -0.18 | 1 |
| Metric | 6246247:dogeusd:triple_gx:lsma165_90_20 | 6246247: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 | 139.31% | 161.3% |
| Worst Month | -26.76% | -38.65% |
| Best Year | 211.35% | 110.68% |
| Worst Year | -44.14% | -49.76% |
| Avg. Up Day | 4.49% | 4.51% |
| Avg. Down Day | -3.23% | -4.0% |
| Avg. Up Week | 13.54% | 15.28% |
| Avg. Down Week | -5.78% | -10.08% |
| Avg. Up Month | 31.81% | 48.37% |
| Avg. Down Month | -9.6% | -22.57% |
| Win Days % | 44.91% | 49.09% |
| Win Month % | 46.67% | 52.63% |
| Win Week % | 42.22% | 45.68% |
| Win Quarter % | 33.33% | 28.57% |
| Win Year % | 50.0% | 50.0% |