| Metric | 6261355:dogeusd:triple_gx:lsma145_65_60 | 6261355:DOGEUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 652.53% | 55.56% |
| Max Drawdown | -49.19% | -69.56% |
| Sharpe | 1.17 | 0.59 |
| Sortino | 2.01 | 0.92 |
| Payoff Ratio | 1.38 | 1.22 |
| Profit Factor | 1.38 | 1.1 |
| Common Sense Ratio | 1.86 | 1.1 |
| CPC Index | 0.9 | 0.67 |
| Tail Ratio | 1.34 | 1.0 |
| Outlier Win Ratio | 14.85 | 3.92 |
| Outlier Loss Ratio | 3.74 | 3.35 |
| Volatility (ann.) | 65.17% | 95.22% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.5 | 0.19 |
| Skew | 2.6 | 0.89 |
| Kurtosis | 36.3 | 8.31 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.59% | 0.99% |
| Expected Yearly % | 65.63% | 11.68% |
| Kelly Criterion | 8.95% | 9.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.4% | -8.04% |
| Expected Shortfall (cVaR) | -5.4% | -8.04% |
| Year | 6261355:DOGEUSD | 6261355:dogeusd:triple_gx:lsma145_65_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -46.60 | -18.19 | 0.39 | + |
| 2023 | 27.54 | 52.98 | 1.92 | + |
| 2024 | 252.28 | 488.59 | 1.94 | + |
| 2025 | -35.17 | 2.16 | -0.06 | + |
| Metric | 6261355:dogeusd:triple_gx:lsma145_65_60 | 6261355:DOGEUSD |
|---|---|---|
| MTD | 3.77% | -12.22% |
| 3M | 18.23% | 2.95% |
| 6M | 0.21% | 25.78% |
| YTD | 2.16% | -35.17% |
| 1Y | 328.86% | 83.66% |
| 3Y (ann.) | 125.27% | 50.73% |
| 5Y (ann.) | 74.0% | 12.89% |
| Metric | 6261355:dogeusd:triple_gx:lsma145_65_60 | 6261355:DOGEUSD |
|---|---|---|
| Max Drawdown | -49.19% | -69.56% |
| Longest DD Days | 599.0 | 698.0 |
| Avg. Drawdown | -11.56% | -26.09% |
| Avg. Drawdown Days | 63.0 | 119.0 |
| Recovery Factor | 13.27 | 0.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-28 | 2023-11-17 | -49.19 | 599 |
| 2024-03-05 | 2024-03-27 | -29.43 | 22 |
| 2025-07-21 | 2025-10-14 | -26.40 | 85 |
| 2025-04-04 | 2025-07-20 | -25.72 | 107 |
| 2024-03-29 | 2024-07-21 | -18.21 | 114 |
| 2023-11-18 | 2024-03-04 | -17.29 | 107 |
| 2024-07-22 | 2024-10-16 | -14.21 | 86 |
| 2024-10-30 | 2024-11-06 | -13.94 | 7 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| 2024-12-02 | 2025-03-12 | -7.71 | 100 |
| Metric | 6261355:dogeusd:triple_gx:lsma145_65_60 | 6261355: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 | 185.55% | 161.3% |
| Worst Month | -33.96% | -39.33% |
| Best Year | 488.59% | 252.28% |
| Worst Year | -18.19% | -46.6% |
| Avg. Up Day | 4.5% | 4.52% |
| Avg. Down Day | -3.25% | -3.7% |
| Avg. Up Week | 10.28% | 12.74% |
| Avg. Down Week | -5.9% | -9.72% |
| Avg. Up Month | 34.72% | 39.27% |
| Avg. Down Month | -11.7% | -18.61% |
| Win Days % | 47.13% | 50.11% |
| Win Month % | 65.62% | 51.11% |
| Win Week % | 57.29% | 47.42% |
| Win Quarter % | 68.75% | 43.75% |
| Win Year % | 75.0% | 50.0% |