| Metric | 6254144:dogeusd:triple_gx:lsma130_50_40 | 6254144:DOGEUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 52.13% | 5.85% |
| Max Drawdown | -47.04% | -69.56% |
| Sharpe | 0.77 | 0.51 |
| Sortino | 1.27 | 0.78 |
| Payoff Ratio | 1.27 | 1.07 |
| Profit Factor | 1.23 | 1.08 |
| Common Sense Ratio | 1.5 | 1.15 |
| CPC Index | 0.72 | 0.57 |
| Tail Ratio | 1.22 | 1.06 |
| Outlier Win Ratio | 14.67 | 2.96 |
| Outlier Loss Ratio | 3.64 | 2.95 |
| Volatility (ann.) | 56.54% | 96.06% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.68 | 0.06 |
| Skew | 2.23 | 0.59 |
| Kurtosis | 26.83 | 3.77 |
| Expected Daily % | 0.08% | 0.01% |
| Expected Monthly % | 2.23% | 0.3% |
| Expected Yearly % | 23.34% | 2.89% |
| Kelly Criterion | 3.44% | 1.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.75% | -8.14% |
| Expected Shortfall (cVaR) | -4.75% | -8.14% |
| Year | 6254144:DOGEUSD | 6254144:dogeusd:triple_gx:lsma130_50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.68 | 120.92 | 1.09 | + |
| 2025 | -49.76 | -31.14 | 0.63 | + |
| Metric | 6254144:dogeusd:triple_gx:lsma130_50_40 | 6254144:DOGEUSD |
|---|---|---|
| MTD | 0.0% | -14.99% |
| 3M | -1.47% | -30.81% |
| 6M | 12.29% | -28.38% |
| YTD | -31.14% | -49.76% |
| 1Y | -30.27% | -58.47% |
| 3Y (ann.) | 32.17% | 3.86% |
| 5Y (ann.) | 32.17% | 3.86% |
| Metric | 6254144:dogeusd:triple_gx:lsma130_50_40 | 6254144:DOGEUSD |
|---|---|---|
| Max Drawdown | -47.04% | -69.56% |
| Longest DD Days | 285.0 | 342.0 |
| Avg. Drawdown | -11.42% | -18.83% |
| Avg. Drawdown Days | 62.0 | 59.0 |
| Recovery Factor | 1.11 | 0.08 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-11-16 | -47.04 | 285 |
| 2024-07-03 | 2024-10-17 | -20.24 | 106 |
| 2024-11-14 | 2025-02-03 | -9.29 | 81 |
| 2024-10-20 | 2024-11-09 | -8.76 | 20 |
| 2024-06-26 | 2024-06-27 | -2.74 | 1 |
| 2024-06-21 | 2024-06-25 | -2.29 | 4 |
| 2024-06-30 | 2024-07-02 | -0.86 | 2 |
| 2024-06-19 | 2024-06-20 | -0.18 | 1 |
| Metric | 6254144:dogeusd:triple_gx:lsma130_50_40 | 6254144:DOGEUSD |
|---|---|---|
| Best Day | 26.97% | 26.97% |
| Worst Day | -16.87% | -20.9% |
| Best Week | 88.7% | 88.7% |
| Worst Week | -22.54% | -25.02% |
| Best Month | 96.07% | 161.3% |
| Worst Month | -30.81% | -38.65% |
| Best Year | 120.92% | 110.68% |
| Worst Year | -31.14% | -49.76% |
| Avg. Up Day | 4.05% | 4.08% |
| Avg. Down Day | -3.19% | -3.81% |
| Avg. Up Week | 10.94% | 16.67% |
| Avg. Down Week | -8.46% | -11.65% |
| Avg. Up Month | 27.49% | 46.95% |
| Avg. Down Month | -19.26% | -19.33% |
| Win Days % | 45.99% | 49.09% |
| Win Month % | 66.67% | 52.63% |
| Win Week % | 56.41% | 45.68% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 50.0% | 50.0% |