| Metric | 6254147:dogeusd:triple_gx:lsma125_50_40 | 6254147:DOGEUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 101.87% | 15.5% |
| Max Drawdown | -52.44% | -69.56% |
| Sharpe | 0.6 | 0.5 |
| Sortino | 0.99 | 0.77 |
| Payoff Ratio | 1.18 | 1.03 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | 1.27 | 1.08 |
| CPC Index | 0.66 | 0.55 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 15.13 | 3.58 |
| Outlier Loss Ratio | 3.65 | 3.34 |
| Volatility (ann.) | 62.48% | 94.52% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.39 | 0.06 |
| Skew | 2.85 | 0.88 |
| Kurtosis | 40.69 | 8.26 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 1.54% | 0.31% |
| Expected Yearly % | 19.2% | 3.67% |
| Kelly Criterion | 2.72% | 1.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.28% | -8.01% |
| Expected Shortfall (cVaR) | -5.28% | -8.01% |
| Year | 6254147:DOGEUSD | 6254147:dogeusd:triple_gx:lsma125_50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.84 | -42.27 | 0.87 | + |
| 2023 | 27.54 | 99.32 | 3.61 | + |
| 2024 | 252.28 | 166.01 | 0.66 | - |
| 2025 | -49.76 | -34.04 | 0.68 | + |
| Metric | 6254147:dogeusd:triple_gx:lsma125_50_40 | 6254147:DOGEUSD |
|---|---|---|
| MTD | 0.0% | -14.99% |
| 3M | -1.47% | -30.81% |
| 6M | 7.1% | -28.38% |
| YTD | -34.04% | -49.76% |
| 1Y | -33.22% | -58.47% |
| 3Y (ann.) | 50.26% | 22.15% |
| 5Y (ann.) | 20.37% | 3.88% |
| Metric | 6254147:dogeusd:triple_gx:lsma125_50_40 | 6254147:DOGEUSD |
|---|---|---|
| Max Drawdown | -52.44% | -69.56% |
| Longest DD Days | 600.0 | 698.0 |
| Avg. Drawdown | -18.3% | -31.87% |
| Avg. Drawdown Days | 135.0 | 152.0 |
| Recovery Factor | 1.94 | 0.22 |
| Ulcer Index | 1.04 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-10-23 | -52.44 | 600 |
| 2025-02-04 | 2025-11-16 | -47.04 | 285 |
| 2024-03-05 | 2024-11-10 | -31.71 | 250 |
| 2023-11-18 | 2024-03-03 | -20.29 | 106 |
| 2024-11-14 | 2025-02-03 | -9.29 | 81 |
| 2023-11-12 | 2023-11-16 | -7.69 | 4 |
| 2023-10-27 | 2023-11-06 | -5.68 | 10 |
| 2023-11-07 | 2023-11-11 | -3.94 | 4 |
| 2022-02-23 | 2022-02-28 | -3.62 | 5 |
| 2023-10-24 | 2023-10-25 | -1.29 | 1 |
| Metric | 6254147:dogeusd:triple_gx:lsma125_50_40 | 6254147:DOGEUSD |
|---|---|---|
| Best Day | 45.24% | 45.24% |
| Worst Day | -20.68% | -21.48% |
| Best Week | 88.7% | 88.7% |
| Worst Week | -32.72% | -32.72% |
| Best Month | 96.07% | 161.3% |
| Worst Month | -36.88% | -39.33% |
| Best Year | 166.01% | 252.28% |
| Worst Year | -42.27% | -49.76% |
| Avg. Up Day | 3.9% | 3.92% |
| Avg. Down Day | -3.3% | -3.81% |
| Avg. Up Week | 8.63% | 13.12% |
| Avg. Down Week | -5.87% | -8.36% |
| Avg. Up Month | 18.26% | 37.59% |
| Avg. Down Month | -17.44% | -14.47% |
| Win Days % | 47.31% | 49.85% |
| Win Month % | 68.57% | 47.83% |
| Win Week % | 51.96% | 46.53% |
| Win Quarter % | 56.25% | 43.75% |
| Win Year % | 50.0% | 50.0% |