| Metric | 6262111:dogeusd:triple_gx:lsma205_90_60 | 6262111:DOGEUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 114.48% | 5.85% |
| Max Drawdown | -33.43% | -69.56% |
| Sharpe | 1.11 | 0.51 |
| Sortino | 1.99 | 0.78 |
| Payoff Ratio | 1.35 | 1.23 |
| Profit Factor | 1.3 | 1.08 |
| Common Sense Ratio | 1.57 | 1.15 |
| CPC Index | 0.84 | 0.65 |
| Tail Ratio | 1.21 | 1.06 |
| Outlier Win Ratio | 12.68 | 3.4 |
| Outlier Loss Ratio | 3.29 | 3.01 |
| Volatility (ann.) | 62.78% | 96.06% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.98 | 0.06 |
| Skew | 2.32 | 0.59 |
| Kurtosis | 17.38 | 3.77 |
| Expected Daily % | 0.14% | 0.01% |
| Expected Monthly % | 4.1% | 0.3% |
| Expected Yearly % | 46.45% | 2.89% |
| Kelly Criterion | 9.39% | 7.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.21% | -8.14% |
| Expected Shortfall (cVaR) | -5.21% | -8.14% |
| Year | 6262111:DOGEUSD | 6262111:dogeusd:triple_gx:lsma205_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.68 | 192.39 | 1.74 | + |
| 2025 | -49.76 | -26.64 | 0.54 | + |
| Metric | 6262111:dogeusd:triple_gx:lsma205_90_60 | 6262111:DOGEUSD |
|---|---|---|
| MTD | -5.74% | -14.99% |
| 3M | -12.78% | -30.81% |
| 6M | -16.28% | -28.38% |
| YTD | -26.64% | -49.76% |
| 1Y | -16.45% | -58.47% |
| 3Y (ann.) | 66.08% | 3.86% |
| 5Y (ann.) | 66.08% | 3.86% |
| Metric | 6262111:dogeusd:triple_gx:lsma205_90_60 | 6262111:DOGEUSD |
|---|---|---|
| Max Drawdown | -33.43% | -69.56% |
| Longest DD Days | 349.0 | 342.0 |
| Avg. Drawdown | -16.88% | -18.83% |
| Avg. Drawdown Days | 78.0 | 59.0 |
| Recovery Factor | 3.43 | 0.08 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-02 | 2025-11-16 | -33.43 | 349 |
| 2024-07-21 | 2024-10-28 | -32.81 | 99 |
| 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 |
| 2024-11-07 | 2024-11-08 | -1.67 | 1 |
| Metric | 6262111:dogeusd:triple_gx:lsma205_90_60 | 6262111: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 | -23.3% | -38.65% |
| Best Year | 192.39% | 110.68% |
| Worst Year | -26.64% | -49.76% |
| Avg. Up Day | 4.49% | 4.5% |
| Avg. Down Day | -3.32% | -3.66% |
| Avg. Up Week | 13.54% | 14.71% |
| Avg. Down Week | -6.04% | -9.35% |
| Avg. Up Month | 72.97% | 68.15% |
| Avg. Down Month | -10.34% | -13.45% |
| Win Days % | 47.87% | 49.09% |
| Win Month % | 41.67% | 52.63% |
| Win Week % | 52.78% | 45.68% |
| Win Quarter % | 40.0% | 28.57% |
| Win Year % | 50.0% | 50.0% |