| Metric | 6261105:dogeusd:triple_gx:lsma165_110_55 | 6261105:DOGEUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 193.81% | 5.85% |
| Max Drawdown | -35.19% | -69.56% |
| Sharpe | 1.4 | 0.51 |
| Sortino | 2.53 | 0.78 |
| Payoff Ratio | 1.38 | 1.25 |
| Profit Factor | 1.36 | 1.08 |
| Common Sense Ratio | 1.74 | 1.15 |
| CPC Index | 0.91 | 0.66 |
| Tail Ratio | 1.28 | 1.06 |
| Outlier Win Ratio | 10.77 | 3.45 |
| Outlier Loss Ratio | 3.36 | 3.01 |
| Volatility (ann.) | 65.69% | 96.06% |
| R^2 | 0.47 | 0.47 |
| Calmar | 2.98 | 0.06 |
| Skew | 2.06 | 0.59 |
| Kurtosis | 14.24 | 3.77 |
| Expected Daily % | 0.2% | 0.01% |
| Expected Monthly % | 5.84% | 0.3% |
| Expected Yearly % | 71.41% | 2.89% |
| Kelly Criterion | 11.5% | 8.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.4% | -8.14% |
| Expected Shortfall (cVaR) | -5.4% | -8.14% |
| Year | 6261105:DOGEUSD | 6261105:dogeusd:triple_gx:lsma165_110_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.68 | 285.67 | 2.58 | + |
| 2025 | -49.76 | -23.82 | 0.48 | + |
| Metric | 6261105:dogeusd:triple_gx:lsma165_110_55 | 6261105:DOGEUSD |
|---|---|---|
| MTD | -10.45% | -14.99% |
| 3M | -20.25% | -30.81% |
| 6M | -17.33% | -28.38% |
| YTD | -23.82% | -49.76% |
| 1Y | -13.23% | -58.47% |
| 3Y (ann.) | 104.74% | 3.86% |
| 5Y (ann.) | 104.74% | 3.86% |
| Metric | 6261105:dogeusd:triple_gx:lsma165_110_55 | 6261105:DOGEUSD |
|---|---|---|
| Max Drawdown | -35.19% | -69.56% |
| Longest DD Days | 118.0 | 342.0 |
| Avg. Drawdown | -11.19% | -18.83% |
| Avg. Drawdown Days | 34.0 | 59.0 |
| Recovery Factor | 5.51 | 0.08 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-21 | 2025-11-16 | -35.19 | 118 |
| 2024-07-22 | 2024-10-28 | -32.69 | 98 |
| 2025-04-10 | 2025-07-20 | -21.53 | 101 |
| 2024-10-30 | 2024-11-06 | -13.94 | 7 |
| 2024-12-02 | 2025-03-15 | -11.87 | 103 |
| 2024-11-25 | 2024-12-01 | -10.15 | 6 |
| 2025-03-20 | 2025-04-09 | -9.95 | 20 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| 2025-03-16 | 2025-03-19 | -4.53 | 3 |
| 2024-07-16 | 2024-07-19 | -4.36 | 3 |
| Metric | 6261105:dogeusd:triple_gx:lsma165_110_55 | 6261105:DOGEUSD |
|---|---|---|
| Best Day | 26.97% | 26.97% |
| Worst Day | -11.13% | -20.9% |
| Best Week | 88.7% | 88.7% |
| Worst Week | -16.98% | -25.02% |
| Best Month | 161.3% | 161.3% |
| Worst Month | -15.73% | -38.65% |
| Best Year | 285.67% | 110.68% |
| Worst Year | -23.82% | -49.76% |
| Avg. Up Day | 4.45% | 4.46% |
| Avg. Down Day | -3.23% | -3.57% |
| Avg. Up Week | 12.27% | 13.13% |
| Avg. Down Week | -6.95% | -9.55% |
| Avg. Up Month | 44.07% | 46.95% |
| Avg. Down Month | -10.5% | -20.95% |
| Win Days % | 48.76% | 49.09% |
| Win Month % | 57.14% | 52.63% |
| Win Week % | 58.54% | 45.68% |
| Win Quarter % | 33.33% | 28.57% |
| Win Year % | 50.0% | 50.0% |