| Metric | 6262119:dogeusd:triple_gx:lsma210_90_60 | 6262119:DOGEUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 713.49% | 19.26% |
| Max Drawdown | -47.65% | -69.56% |
| Sharpe | 1.2 | 0.52 |
| Sortino | 2.08 | 0.79 |
| Payoff Ratio | 1.27 | 1.19 |
| Profit Factor | 1.39 | 1.08 |
| Common Sense Ratio | 1.82 | 1.08 |
| CPC Index | 0.91 | 0.64 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 14.28 | 3.92 |
| Outlier Loss Ratio | 3.08 | 3.34 |
| Volatility (ann.) | 68.01% | 94.49% |
| R^2 | 0.52 | 0.52 |
| Calmar | 1.69 | 0.07 |
| Skew | 2.52 | 0.92 |
| Kurtosis | 31.92 | 8.59 |
| Expected Daily % | 0.16% | 0.01% |
| Expected Monthly % | 5.0% | 0.41% |
| Expected Yearly % | 68.88% | 4.5% |
| Kelly Criterion | 13.3% | 7.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.63% | -8.0% |
| Expected Shortfall (cVaR) | -5.63% | -8.0% |
| Year | 6262119:DOGEUSD | 6262119:dogeusd:triple_gx:lsma210_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -47.17 | 12.98 | -0.28 | + |
| 2023 | 27.54 | 87.12 | 3.16 | + |
| 2024 | 252.28 | 421.72 | 1.67 | + |
| 2025 | -49.76 | -26.24 | 0.53 | + |
| Metric | 6262119:dogeusd:triple_gx:lsma210_90_60 | 6262119:DOGEUSD |
|---|---|---|
| MTD | -5.74% | -14.99% |
| 3M | -12.78% | -30.81% |
| 6M | -16.28% | -28.38% |
| YTD | -26.24% | -49.76% |
| 1Y | -15.99% | -58.47% |
| 3Y (ann.) | 106.6% | 22.15% |
| 5Y (ann.) | 80.54% | 5.09% |
| Metric | 6262119:dogeusd:triple_gx:lsma210_90_60 | 6262119:DOGEUSD |
|---|---|---|
| Max Drawdown | -47.65% | -69.56% |
| Longest DD Days | 355.0 | 487.0 |
| Avg. Drawdown | -16.35% | -37.95% |
| Avg. Drawdown Days | 74.0 | 160.0 |
| Recovery Factor | 14.97 | 0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-02 | 2023-10-23 | -47.65 | 355 |
| 2022-05-03 | 2022-10-29 | -41.49 | 179 |
| 2024-03-29 | 2024-10-28 | -37.23 | 213 |
| 2024-12-02 | 2025-11-16 | -33.06 | 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 | 6262119:dogeusd:triple_gx:lsma210_90_60 | 6262119: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 | -37.83% | -39.33% |
| Best Year | 421.72% | 252.28% |
| Worst Year | -26.24% | -49.76% |
| Avg. Up Day | 4.58% | 4.59% |
| Avg. Down Day | -3.61% | -3.85% |
| Avg. Up Week | 13.55% | 15.53% |
| Avg. Down Week | -7.77% | -9.47% |
| Avg. Up Month | 48.29% | 45.75% |
| Avg. Down Month | -14.52% | -20.6% |
| Win Days % | 51.48% | 49.88% |
| Win Month % | 58.33% | 48.84% |
| Win Week % | 59.46% | 46.03% |
| Win Quarter % | 58.33% | 40.0% |
| Win Year % | 75.0% | 50.0% |