| Metric | 6262943:dogeusd:triple_gx:lsma155_75_65 | 6262943:DOGEUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 44.43% | 5.85% |
| Max Drawdown | -60.21% | -69.56% |
| Sharpe | 0.69 | 0.51 |
| Sortino | 1.17 | 0.78 |
| Payoff Ratio | 1.38 | 1.22 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | 1.28 | 1.15 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.08 | 1.06 |
| Outlier Win Ratio | 13.25 | 3.4 |
| Outlier Loss Ratio | 3.34 | 3.01 |
| Volatility (ann.) | 63.36% | 96.06% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.46 | 0.06 |
| Skew | 2.02 | 0.59 |
| Kurtosis | 17.89 | 3.77 |
| Expected Daily % | 0.07% | 0.01% |
| Expected Monthly % | 1.95% | 0.3% |
| Expected Yearly % | 20.18% | 2.89% |
| Kelly Criterion | 3.82% | 7.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.34% | -8.14% |
| Expected Shortfall (cVaR) | -5.34% | -8.14% |
| Year | 6262943:DOGEUSD | 6262943:dogeusd:triple_gx:lsma155_75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.68 | 221.46 | 2.00 | + |
| 2025 | -49.76 | -55.07 | 1.11 | - |
| Metric | 6262943:dogeusd:triple_gx:lsma155_75_65 | 6262943:DOGEUSD |
|---|---|---|
| MTD | -13.44% | -14.99% |
| 3M | -14.44% | -30.81% |
| 6M | -32.65% | -28.38% |
| YTD | -55.07% | -49.76% |
| 1Y | -54.12% | -58.47% |
| 3Y (ann.) | 27.69% | 3.86% |
| 5Y (ann.) | 27.69% | 3.86% |
| Metric | 6262943:dogeusd:triple_gx:lsma155_75_65 | 6262943:DOGEUSD |
|---|---|---|
| Max Drawdown | -60.21% | -69.56% |
| Longest DD Days | 342.0 | 342.0 |
| Avg. Drawdown | -13.47% | -18.83% |
| Avg. Drawdown Days | 48.0 | 59.0 |
| Recovery Factor | 0.74 | 0.08 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -60.21 | 342 |
| 2024-07-22 | 2024-10-29 | -32.69 | 99 |
| 2024-10-30 | 2024-11-06 | -13.94 | 7 |
| 2024-11-25 | 2024-12-08 | -11.04 | 13 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| 2024-07-16 | 2024-07-19 | -4.36 | 3 |
| 2024-11-07 | 2024-11-08 | -1.67 | 1 |
| 2024-07-11 | 2024-07-13 | -1.27 | 2 |
| 2024-07-07 | 2024-07-08 | -0.18 | 1 |
| 2024-07-09 | 2024-07-10 | -0.07 | 1 |
| Metric | 6262943:dogeusd:triple_gx:lsma155_75_65 | 6262943:DOGEUSD |
|---|---|---|
| Best Day | 26.97% | 26.97% |
| Worst Day | -16.87% | -20.9% |
| Best Week | 88.7% | 88.7% |
| Worst Week | -16.98% | -25.02% |
| Best Month | 148.35% | 161.3% |
| Worst Month | -25.73% | -38.65% |
| Best Year | 221.46% | 110.68% |
| Worst Year | -55.07% | -49.76% |
| Avg. Up Day | 4.66% | 4.68% |
| Avg. Down Day | -3.38% | -3.85% |
| Avg. Up Week | 13.6% | 16.19% |
| Avg. Down Week | -6.48% | -8.19% |
| Avg. Up Month | 85.03% | 101.27% |
| Avg. Down Month | -11.44% | -18.13% |
| Win Days % | 44.23% | 49.09% |
| Win Month % | 21.43% | 52.63% |
| Win Week % | 42.5% | 45.68% |
| Win Quarter % | 33.33% | 28.57% |
| Win Year % | 50.0% | 50.0% |