| Metric | 6262943:dogeusd:triple_gx:lsma155_75_65 | 6262943:DOGEUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 282.39% | 29.25% |
| Max Drawdown | -60.21% | -69.56% |
| Sharpe | 0.86 | 0.54 |
| Sortino | 1.43 | 0.83 |
| Payoff Ratio | 1.28 | 1.14 |
| Profit Factor | 1.25 | 1.09 |
| Common Sense Ratio | 1.45 | 1.08 |
| CPC Index | 0.77 | 0.62 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 14.32 | 4.06 |
| Outlier Loss Ratio | 3.4 | 3.43 |
| Volatility (ann.) | 68.96% | 94.88% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.72 | 0.1 |
| Skew | 2.22 | 0.88 |
| Kurtosis | 29.95 | 8.31 |
| Expected Daily % | 0.1% | 0.02% |
| Expected Monthly % | 3.03% | 0.57% |
| Expected Yearly % | 39.84% | 6.63% |
| Kelly Criterion | 7.19% | 6.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.77% | -8.03% |
| Expected Shortfall (cVaR) | -5.77% | -8.03% |
| Year | 6262943:DOGEUSD | 6262943:dogeusd:triple_gx:lsma155_75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.74 | 11.75 | -0.27 | + |
| 2023 | 27.54 | 50.06 | 1.82 | + |
| 2024 | 252.28 | 407.53 | 1.62 | + |
| 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.) | 46.78% | 22.15% |
| 5Y (ann.) | 43.6% | 7.17% |
| Metric | 6262943:dogeusd:triple_gx:lsma155_75_65 | 6262943:DOGEUSD |
|---|---|---|
| Max Drawdown | -60.21% | -69.56% |
| Longest DD Days | 485.0 | 698.0 |
| Avg. Drawdown | -19.89% | -27.34% |
| Avg. Drawdown Days | 87.0 | 133.0 |
| Recovery Factor | 4.69 | 0.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -60.21 | 342 |
| 2022-04-06 | 2022-10-29 | -55.23 | 206 |
| 2022-11-02 | 2024-03-01 | -47.65 | 485 |
| 2024-07-22 | 2024-10-29 | -32.69 | 99 |
| 2024-03-05 | 2024-03-27 | -29.43 | 22 |
| 2024-03-29 | 2024-07-15 | -20.37 | 108 |
| 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 |
| 2022-03-28 | 2022-04-03 | -4.59 | 6 |
| Metric | 6262943:dogeusd:triple_gx:lsma155_75_65 | 6262943: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 | 148.35% | 161.3% |
| Worst Month | -38.74% | -39.33% |
| Best Year | 407.53% | 252.28% |
| Worst Year | -55.07% | -49.76% |
| Avg. Up Day | 4.48% | 4.49% |
| Avg. Down Day | -3.49% | -3.95% |
| Avg. Up Week | 12.35% | 15.33% |
| Avg. Down Week | -7.54% | -8.86% |
| Avg. Up Month | 39.62% | 42.63% |
| Avg. Down Month | -13.94% | -18.81% |
| Win Days % | 47.82% | 50.0% |
| Win Month % | 44.12% | 48.89% |
| Win Week % | 52.08% | 47.21% |
| Win Quarter % | 56.25% | 43.75% |
| Win Year % | 75.0% | 50.0% |