| Metric | 6260485:dogeusd:triple_gx:lsma165_85_55 | 6260485:DOGEUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 444.03% | 79.48% |
| Max Drawdown | -65.11% | -69.56% |
| Sharpe | 1.01 | 0.64 |
| Sortino | 1.7 | 0.99 |
| Payoff Ratio | 1.26 | 1.17 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | 1.57 | 1.1 |
| CPC Index | 0.81 | 0.65 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 13.73 | 4.03 |
| Outlier Loss Ratio | 3.3 | 3.4 |
| Volatility (ann.) | 70.04% | 95.62% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.93 | 0.25 |
| Skew | 2.19 | 0.88 |
| Kurtosis | 28.7 | 8.28 |
| Expected Daily % | 0.13% | 0.04% |
| Expected Monthly % | 3.92% | 1.34% |
| Expected Yearly % | 52.72% | 15.75% |
| Kelly Criterion | 9.53% | 7.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.84% | -8.06% |
| Expected Shortfall (cVaR) | -5.84% | -8.06% |
| Year | 6260485:DOGEUSD | 6260485:dogeusd:triple_gx:lsma165_85_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.38 | -13.34 | 0.35 | + |
| 2023 | 27.54 | 48.88 | 1.78 | + |
| 2024 | 252.28 | 441.58 | 1.75 | + |
| 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.) | 113.2% | 50.73% |
| 5Y (ann.) | 60.31% | 17.7% |
| Metric | 6260485:dogeusd:triple_gx:lsma165_85_55 | 6260485:DOGEUSD |
|---|---|---|
| Max Drawdown | -65.11% | -69.56% |
| Longest DD Days | 695.0 | 698.0 |
| Avg. Drawdown | -19.28% | -22.31% |
| Avg. Drawdown Days | 106.0 | 107.0 |
| Recovery Factor | 6.82 | 1.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2024-03-01 | -65.11 | 695 |
| 2024-12-02 | 2025-10-14 | -39.59 | 316 |
| 2024-07-22 | 2024-10-28 | -32.69 | 98 |
| 2024-03-05 | 2024-03-27 | -29.43 | 22 |
| 2024-03-29 | 2024-07-20 | -20.37 | 113 |
| 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 |
| 2022-03-28 | 2022-04-03 | -4.59 | 6 |
| 2022-03-25 | 2022-03-27 | -4.38 | 2 |
| Metric | 6260485:dogeusd:triple_gx:lsma165_85_55 | 6260485:DOGEUSD |
|---|---|---|
| Best Day | 45.24% | 45.24% |
| Worst Day | -21.48% | -21.48% |
| Best Week | 88.7% | 88.7% |
| Worst Week | -32.72% | -32.72% |
| Best Month | 161.3% | 161.3% |
| Worst Month | -39.12% | -39.33% |
| Best Year | 441.58% | 252.28% |
| Worst Year | -22.14% | -38.38% |
| Avg. Up Day | 4.44% | 4.46% |
| Avg. Down Day | -3.53% | -3.82% |
| Avg. Up Week | 11.71% | 13.88% |
| Avg. Down Week | -7.14% | -9.02% |
| Avg. Up Month | 38.47% | 40.76% |
| Avg. Down Month | -13.74% | -20.23% |
| Win Days % | 49.6% | 50.35% |
| Win Month % | 54.55% | 50.0% |
| Win Week % | 57.3% | 48.17% |
| Win Quarter % | 68.75% | 43.75% |
| Win Year % | 50.0% | 50.0% |