| Metric | 6261850:dogeusd:triple_gx:lsma210_80_60 | 6261850:DOGEUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 587.1% | 53.88% |
| Max Drawdown | -47.65% | -69.56% |
| Sharpe | 1.15 | 0.6 |
| Sortino | 2.03 | 0.92 |
| Payoff Ratio | 1.29 | 1.22 |
| Profit Factor | 1.39 | 1.1 |
| Common Sense Ratio | 1.86 | 1.1 |
| CPC Index | 0.9 | 0.67 |
| Tail Ratio | 1.34 | 1.0 |
| Outlier Win Ratio | 15.35 | 3.94 |
| Outlier Loss Ratio | 3.13 | 3.28 |
| Volatility (ann.) | 67.12% | 94.98% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.57 | 0.19 |
| Skew | 2.69 | 0.92 |
| Kurtosis | 34.52 | 8.6 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.7% | 1.03% |
| Expected Yearly % | 61.9% | 11.38% |
| Kelly Criterion | 11.97% | 9.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.57% | -8.02% |
| Expected Shortfall (cVaR) | -5.57% | -8.02% |
| Year | 6261850:DOGEUSD | 6261850:dogeusd:triple_gx:lsma210_80_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -47.17 | -0.33 | 0.01 | + |
| 2023 | 27.54 | 76.65 | 2.78 | + |
| 2024 | 252.28 | 330.57 | 1.31 | + |
| 2025 | -35.17 | -9.37 | 0.27 | + |
| Metric | 6261850:dogeusd:triple_gx:lsma210_80_60 | 6261850:DOGEUSD |
|---|---|---|
| MTD | 3.77% | -12.22% |
| 3M | 14.58% | 2.95% |
| 6M | -9.37% | 25.78% |
| YTD | -9.37% | -35.17% |
| 1Y | 247.29% | 83.66% |
| 3Y (ann.) | 122.54% | 50.73% |
| 5Y (ann.) | 74.62% | 13.28% |
| Metric | 6261850:dogeusd:triple_gx:lsma210_80_60 | 6261850:DOGEUSD |
|---|---|---|
| Max Drawdown | -47.65% | -69.56% |
| Longest DD Days | 369.0 | 487.0 |
| Avg. Drawdown | -19.76% | -37.95% |
| Avg. Drawdown Days | 88.0 | 156.0 |
| Recovery Factor | 12.32 | 0.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-02 | 2023-11-06 | -47.65 | 369 |
| 2024-03-29 | 2024-11-06 | -42.41 | 222 |
| 2022-05-03 | 2022-10-29 | -37.93 | 179 |
| 2025-07-21 | 2025-10-14 | -30.27 | 85 |
| 2024-03-05 | 2024-03-27 | -29.43 | 22 |
| 2024-12-02 | 2025-07-20 | -24.49 | 230 |
| 2023-11-18 | 2024-01-20 | -17.29 | 63 |
| 2024-01-21 | 2024-03-01 | -11.12 | 40 |
| 2024-11-25 | 2024-12-01 | -10.15 | 6 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| Metric | 6261850:dogeusd:triple_gx:lsma210_80_60 | 6261850: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 | -37.79% | -39.33% |
| Best Year | 330.57% | 252.28% |
| Worst Year | -9.37% | -47.17% |
| Avg. Up Day | 4.64% | 4.65% |
| Avg. Down Day | -3.59% | -3.82% |
| Avg. Up Week | 13.16% | 15.59% |
| Avg. Down Week | -7.67% | -9.7% |
| Avg. Up Month | 43.03% | 44.04% |
| Avg. Down Month | -16.63% | -19.36% |
| Win Days % | 50.37% | 50.16% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 58.9% | 46.74% |
| Win Quarter % | 66.67% | 40.0% |
| Win Year % | 50.0% | 50.0% |