| Metric | 6262111:dogeusd:triple_gx:lsma205_90_60 | 6262111:DOGEUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 558.43% | 18.41% |
| Max Drawdown | -50.91% | -69.56% |
| Sharpe | 1.1 | 0.52 |
| Sortino | 1.89 | 0.8 |
| Payoff Ratio | 1.24 | 1.18 |
| Profit Factor | 1.35 | 1.08 |
| Common Sense Ratio | 1.72 | 1.09 |
| CPC Index | 0.85 | 0.63 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 14.28 | 3.94 |
| Outlier Loss Ratio | 3.1 | 3.36 |
| Volatility (ann.) | 68.5% | 95.15% |
| R^2 | 0.52 | 0.52 |
| Calmar | 1.37 | 0.07 |
| Skew | 2.42 | 0.92 |
| Kurtosis | 31.0 | 8.4 |
| Expected Daily % | 0.15% | 0.01% |
| Expected Monthly % | 4.38% | 0.38% |
| Expected Yearly % | 60.19% | 4.32% |
| Kelly Criterion | 11.36% | 7.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.69% | -8.06% |
| Expected Shortfall (cVaR) | -5.69% | -8.06% |
| Year | 6262111:DOGEUSD | 6262111:dogeusd:triple_gx:lsma205_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -47.55 | -5.19 | 0.11 | + |
| 2023 | 27.54 | 84.60 | 3.07 | + |
| 2024 | 252.28 | 412.86 | 1.64 | + |
| 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.) | 104.13% | 22.15% |
| 5Y (ann.) | 69.54% | 4.85% |
| Metric | 6262111:dogeusd:triple_gx:lsma205_90_60 | 6262111:DOGEUSD |
|---|---|---|
| Max Drawdown | -50.91% | -69.56% |
| Longest DD Days | 355.0 | 678.0 |
| Avg. Drawdown | -16.99% | -35.81% |
| Avg. Drawdown Days | 75.0 | 184.0 |
| Recovery Factor | 10.97 | 0.26 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-25 | 2022-10-29 | -50.91 | 187 |
| 2022-11-02 | 2023-10-23 | -47.65 | 355 |
| 2024-03-29 | 2024-10-29 | -38.30 | 214 |
| 2024-12-02 | 2025-11-16 | -33.43 | 349 |
| 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 | 6262111:dogeusd:triple_gx:lsma205_90_60 | 6262111: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 | 412.86% | 252.28% |
| Worst Year | -26.64% | -49.76% |
| Avg. Up Day | 4.57% | 4.58% |
| Avg. Down Day | -3.68% | -3.89% |
| Avg. Up Week | 13.53% | 15.53% |
| Avg. Down Week | -7.63% | -9.48% |
| Avg. Up Month | 53.9% | 50.47% |
| Avg. Down Month | -15.0% | -18.28% |
| Win Days % | 50.89% | 49.85% |
| Win Month % | 50.0% | 47.73% |
| Win Week % | 57.14% | 46.32% |
| Win Quarter % | 58.33% | 40.0% |
| Win Year % | 50.0% | 50.0% |