| Metric | 6263227:dogeusd:triple_gx:lsma170_85_65 | 6263227:DOGEUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 701.2% | 28.16% |
| Max Drawdown | -60.16% | -69.56% |
| Sharpe | 1.16 | 0.54 |
| Sortino | 1.97 | 0.83 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.35 | 1.09 |
| Common Sense Ratio | 1.71 | 1.08 |
| CPC Index | 0.87 | 0.63 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 13.59 | 3.98 |
| Outlier Loss Ratio | 3.26 | 3.38 |
| Volatility (ann.) | 69.35% | 95.26% |
| R^2 | 0.53 | 0.53 |
| Calmar | 1.27 | 0.1 |
| Skew | 2.27 | 0.88 |
| Kurtosis | 29.2 | 8.26 |
| Expected Daily % | 0.16% | 0.02% |
| Expected Monthly % | 4.73% | 0.55% |
| Expected Yearly % | 68.24% | 6.4% |
| Kelly Criterion | 11.74% | 6.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.75% | -8.06% |
| Expected Shortfall (cVaR) | -5.75% | -8.06% |
| Year | 6263227:DOGEUSD | 6263227:dogeusd:triple_gx:lsma170_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.23 | -4.67 | 0.11 | + |
| 2023 | 27.54 | 97.87 | 3.55 | + |
| 2024 | 252.28 | 362.64 | 1.44 | + |
| 2025 | -49.76 | -8.18 | 0.16 | + |
| Metric | 6263227:dogeusd:triple_gx:lsma170_85_65 | 6263227:DOGEUSD |
|---|---|---|
| MTD | -4.0% | -14.99% |
| 3M | -14.5% | -30.81% |
| 6M | -20.38% | -28.38% |
| YTD | -8.18% | -49.76% |
| 1Y | 3.22% | -58.47% |
| 3Y (ann.) | 117.52% | 22.15% |
| 5Y (ann.) | 76.42% | 7.0% |
| Metric | 6263227:dogeusd:triple_gx:lsma170_85_65 | 6263227:DOGEUSD |
|---|---|---|
| Max Drawdown | -60.16% | -69.56% |
| Longest DD Days | 265.0 | 698.0 |
| Avg. Drawdown | -16.11% | -26.61% |
| Avg. Drawdown Days | 58.0 | 132.0 |
| Recovery Factor | 11.66 | 0.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2022-11-01 | -60.16 | 209 |
| 2022-11-02 | 2023-07-25 | -47.65 | 265 |
| 2024-03-29 | 2024-10-29 | -35.65 | 214 |
| 2025-07-21 | 2025-11-16 | -35.42 | 118 |
| 2024-03-05 | 2024-03-27 | -29.43 | 22 |
| 2025-05-23 | 2025-07-20 | -25.77 | 58 |
| 2023-11-18 | 2023-12-04 | -17.29 | 16 |
| 2024-10-30 | 2024-11-06 | -13.94 | 7 |
| 2025-04-25 | 2025-05-22 | -11.57 | 27 |
| 2024-11-25 | 2024-12-01 | -10.15 | 6 |
| Metric | 6263227:dogeusd:triple_gx:lsma170_85_65 | 6263227: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 | 362.64% | 252.28% |
| Worst Year | -8.18% | -49.76% |
| Avg. Up Day | 4.43% | 4.44% |
| Avg. Down Day | -3.52% | -3.84% |
| Avg. Up Week | 12.96% | 14.81% |
| Avg. Down Week | -6.76% | -8.38% |
| Avg. Up Month | 43.53% | 41.04% |
| Avg. Down Month | -11.45% | -16.85% |
| Win Days % | 50.8% | 50.04% |
| Win Month % | 50.0% | 48.89% |
| Win Week % | 53.26% | 47.18% |
| Win Quarter % | 56.25% | 43.75% |
| Win Year % | 50.0% | 50.0% |