| Metric | 6262096:dogeusd:triple_gx:lsma190_90_60 | 6262096:DOGEUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 619.89% | 43.43% |
| Max Drawdown | -54.89% | -69.56% |
| Sharpe | 1.15 | 0.57 |
| Sortino | 1.98 | 0.89 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.36 | 1.09 |
| Common Sense Ratio | 1.69 | 1.09 |
| CPC Index | 0.86 | 0.65 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 14.28 | 4.01 |
| Outlier Loss Ratio | 3.09 | 3.37 |
| Volatility (ann.) | 68.92% | 95.31% |
| R^2 | 0.52 | 0.52 |
| Calmar | 1.37 | 0.16 |
| Skew | 2.42 | 0.92 |
| Kurtosis | 30.65 | 8.45 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.7% | 0.84% |
| Expected Yearly % | 63.8% | 9.44% |
| Kelly Criterion | 11.7% | 8.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.72% | -8.06% |
| Expected Shortfall (cVaR) | -5.72% | -8.06% |
| Year | 6262096:DOGEUSD | 6262096:dogeusd:triple_gx:lsma190_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.76 | -9.45 | 0.19 | + |
| 2023 | 27.54 | 74.12 | 2.69 | + |
| 2024 | 252.28 | 447.21 | 1.77 | + |
| 2025 | -35.17 | -16.56 | 0.47 | + |
| Metric | 6262096:dogeusd:triple_gx:lsma190_90_60 | 6262096:DOGEUSD |
|---|---|---|
| MTD | 3.77% | -12.22% |
| 3M | 9.06% | 2.95% |
| 6M | -23.12% | 25.78% |
| YTD | -16.56% | -35.17% |
| 1Y | 225.77% | 83.66% |
| 3Y (ann.) | 143.36% | 50.73% |
| 5Y (ann.) | 75.19% | 10.79% |
| Metric | 6262096:dogeusd:triple_gx:lsma190_90_60 | 6262096:DOGEUSD |
|---|---|---|
| Max Drawdown | -54.89% | -69.56% |
| Longest DD Days | 265.0 | 678.0 |
| Avg. Drawdown | -17.9% | -32.54% |
| Avg. Drawdown Days | 73.0 | 158.0 |
| Recovery Factor | 11.29 | 0.62 |
| Ulcer Index | 1.04 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-11 | 2022-10-31 | -54.89 | 203 |
| 2022-11-02 | 2023-07-25 | -47.65 | 265 |
| 2025-04-13 | 2025-10-14 | -38.73 | 184 |
| 2024-03-29 | 2024-10-28 | -35.56 | 213 |
| 2024-03-05 | 2024-03-27 | -29.43 | 22 |
| 2023-11-18 | 2023-12-04 | -17.29 | 16 |
| 2024-10-30 | 2024-11-06 | -13.94 | 7 |
| 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 | 6262096:dogeusd:triple_gx:lsma190_90_60 | 6262096: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 | -35.19% | -39.33% |
| Best Year | 447.21% | 252.28% |
| Worst Year | -16.56% | -50.76% |
| Avg. Up Day | 4.57% | 4.57% |
| Avg. Down Day | -3.72% | -3.85% |
| Avg. Up Week | 12.76% | 14.79% |
| Avg. Down Week | -7.91% | -9.49% |
| Avg. Up Month | 43.81% | 41.9% |
| Avg. Down Month | -15.99% | -18.76% |
| Win Days % | 51.35% | 50.16% |
| Win Month % | 61.54% | 48.84% |
| Win Week % | 60.53% | 47.06% |
| Win Quarter % | 69.23% | 40.0% |
| Win Year % | 50.0% | 50.0% |