| Metric | 6262948:dogeusd:triple_gx:lsma160_75_65 | 6262948:DOGEUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 328.08% | 30.38% |
| Max Drawdown | -55.23% | -69.56% |
| Sharpe | 0.91 | 0.54 |
| Sortino | 1.53 | 0.83 |
| Payoff Ratio | 1.3 | 1.15 |
| Profit Factor | 1.27 | 1.09 |
| Common Sense Ratio | 1.48 | 1.08 |
| CPC Index | 0.79 | 0.63 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 14.46 | 4.06 |
| Outlier Loss Ratio | 3.32 | 3.34 |
| Volatility (ann.) | 68.48% | 95.0% |
| R^2 | 0.52 | 0.52 |
| Calmar | 0.87 | 0.11 |
| Skew | 2.35 | 0.88 |
| Kurtosis | 30.62 | 8.3 |
| Expected Daily % | 0.11% | 0.02% |
| Expected Monthly % | 3.28% | 0.59% |
| Expected Yearly % | 43.84% | 6.86% |
| Kelly Criterion | 7.68% | 6.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.73% | -8.04% |
| Expected Shortfall (cVaR) | -5.73% | -8.04% |
| Year | 6262948:DOGEUSD | 6262948:dogeusd:triple_gx:lsma160_75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.24 | 14.81 | -0.35 | + |
| 2023 | 27.54 | 44.43 | 1.61 | + |
| 2024 | 252.28 | 391.30 | 1.55 | + |
| 2025 | -49.76 | -47.45 | 0.95 | + |
| Metric | 6262948:dogeusd:triple_gx:lsma160_75_65 | 6262948:DOGEUSD |
|---|---|---|
| MTD | -13.44% | -14.99% |
| 3M | -14.44% | -30.81% |
| 6M | -34.41% | -28.38% |
| YTD | -47.45% | -49.76% |
| 1Y | -46.34% | -58.47% |
| 3Y (ann.) | 51.04% | 22.15% |
| 5Y (ann.) | 48.25% | 7.45% |
| Metric | 6262948:dogeusd:triple_gx:lsma160_75_65 | 6262948:DOGEUSD |
|---|---|---|
| Max Drawdown | -55.23% | -69.56% |
| Longest DD Days | 487.0 | 698.0 |
| Avg. Drawdown | -20.52% | -24.94% |
| Avg. Drawdown Days | 94.0 | 121.0 |
| Recovery Factor | 5.94 | 0.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2022-10-29 | -55.23 | 206 |
| 2024-12-09 | 2025-11-16 | -53.46 | 342 |
| 2022-11-02 | 2024-03-03 | -47.65 | 487 |
| 2024-07-22 | 2024-10-29 | -32.69 | 99 |
| 2024-03-05 | 2024-03-27 | -29.43 | 22 |
| 2024-03-29 | 2024-07-20 | -20.37 | 113 |
| 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 | 6262948:dogeusd:triple_gx:lsma160_75_65 | 6262948: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 | 391.3% | 252.28% |
| Worst Year | -47.45% | -49.76% |
| Avg. Up Day | 4.52% | 4.53% |
| Avg. Down Day | -3.49% | -3.93% |
| Avg. Up Week | 12.75% | 15.74% |
| Avg. Down Week | -7.52% | -8.96% |
| Avg. Up Month | 43.37% | 45.99% |
| Avg. Down Month | -12.86% | -18.81% |
| Win Days % | 47.88% | 49.96% |
| Win Month % | 41.18% | 48.89% |
| Win Week % | 51.55% | 47.21% |
| Win Quarter % | 56.25% | 43.75% |
| Win Year % | 75.0% | 50.0% |