| Metric | 6260485:dogeusd:triple_gx:lsma165_85_55 | 6260485:DOGEUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 173.59% | 36.58% |
| Max Drawdown | -39.59% | -69.56% |
| Sharpe | 1.39 | 0.71 |
| Sortino | 2.51 | 1.09 |
| Payoff Ratio | 1.43 | 1.3 |
| Profit Factor | 1.38 | 1.11 |
| Common Sense Ratio | 1.71 | 1.19 |
| CPC Index | 0.94 | 0.72 |
| Tail Ratio | 1.24 | 1.07 |
| Outlier Win Ratio | 11.6 | 3.51 |
| Outlier Loss Ratio | 3.35 | 3.03 |
| Volatility (ann.) | 66.36% | 97.31% |
| R^2 | 0.47 | 0.47 |
| Calmar | 2.62 | 0.35 |
| Skew | 2.1 | 0.58 |
| Kurtosis | 14.65 | 3.74 |
| Expected Daily % | 0.19% | 0.06% |
| Expected Monthly % | 5.75% | 1.75% |
| Expected Yearly % | 65.41% | 16.87% |
| Kelly Criterion | 11.49% | 11.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.46% | -8.19% |
| Expected Shortfall (cVaR) | -5.46% | -8.19% |
| Year | 6260485:DOGEUSD | 6260485:dogeusd:triple_gx:lsma165_85_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.68 | 251.40 | 2.27 | + |
| 2025 | -35.17 | -22.14 | 0.63 | + |
| Metric | 6260485:dogeusd:triple_gx:lsma165_85_55 | 6260485:DOGEUSD |
|---|---|---|
| MTD | 3.77% | -12.22% |
| 3M | 14.15% | 2.95% |
| 6M | -10.75% | 25.78% |
| YTD | -22.14% | -35.17% |
| 1Y | 168.58% | 83.66% |
| 3Y (ann.) | 103.79% | 24.67% |
| 5Y (ann.) | 103.79% | 24.67% |
| Metric | 6260485:dogeusd:triple_gx:lsma165_85_55 | 6260485:DOGEUSD |
|---|---|---|
| Max Drawdown | -39.59% | -69.56% |
| Longest DD Days | 316.0 | 309.0 |
| Avg. Drawdown | -11.32% | -18.83% |
| Avg. Drawdown Days | 44.0 | 55.0 |
| Recovery Factor | 4.38 | 0.53 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-02 | 2025-10-14 | -39.59 | 316 |
| 2024-07-22 | 2024-10-28 | -32.69 | 98 |
| 2024-10-30 | 2024-11-06 | -13.94 | 7 |
| 2024-11-25 | 2024-12-01 | -10.15 | 6 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| 2024-07-16 | 2024-07-19 | -4.36 | 3 |
| 2024-11-07 | 2024-11-08 | -1.67 | 1 |
| 2024-07-11 | 2024-07-13 | -1.27 | 2 |
| 2024-07-07 | 2024-07-08 | -0.18 | 1 |
| 2024-07-09 | 2024-07-10 | -0.07 | 1 |
| Metric | 6260485:dogeusd:triple_gx:lsma165_85_55 | 6260485:DOGEUSD |
|---|---|---|
| Best Day | 26.97% | 26.97% |
| Worst Day | -11.67% | -20.9% |
| Best Week | 88.7% | 88.7% |
| Worst Week | -16.98% | -25.02% |
| Best Month | 161.3% | 161.3% |
| Worst Month | -17.78% | -38.65% |
| Best Year | 251.4% | 110.68% |
| Worst Year | -22.14% | -35.17% |
| Avg. Up Day | 4.73% | 4.74% |
| Avg. Down Day | -3.3% | -3.63% |
| Avg. Up Week | 14.07% | 14.29% |
| Avg. Down Week | -6.65% | -10.2% |
| Avg. Up Month | 54.25% | 57.85% |
| Avg. Down Month | -8.02% | -22.49% |
| Win Days % | 47.87% | 49.71% |
| Win Month % | 46.15% | 55.56% |
| Win Week % | 58.33% | 47.37% |
| Win Quarter % | 50.0% | 28.57% |
| Win Year % | 50.0% | 50.0% |