| Metric | 6263409:dogeusd:triple_gx:lsma210_90_65 | 6263409:DOGEUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 87.69% | 36.58% |
| Max Drawdown | -41.68% | -69.56% |
| Sharpe | 1.01 | 0.71 |
| Sortino | 1.84 | 1.09 |
| Payoff Ratio | 1.33 | 1.24 |
| Profit Factor | 1.29 | 1.11 |
| Common Sense Ratio | 1.49 | 1.19 |
| CPC Index | 0.82 | 0.68 |
| Tail Ratio | 1.15 | 1.07 |
| Outlier Win Ratio | 14.5 | 3.45 |
| Outlier Loss Ratio | 3.17 | 3.0 |
| Volatility (ann.) | 61.93% | 97.31% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.35 | 0.35 |
| Skew | 2.55 | 0.58 |
| Kurtosis | 19.49 | 3.74 |
| Expected Daily % | 0.12% | 0.06% |
| Expected Monthly % | 3.56% | 1.75% |
| Expected Yearly % | 37.0% | 16.87% |
| Kelly Criterion | 8.84% | 9.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.16% | -8.19% |
| Expected Shortfall (cVaR) | -5.16% | -8.19% |
| Year | 6263409:DOGEUSD | 6263409:dogeusd:triple_gx:lsma210_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.68 | 172.74 | 1.56 | + |
| 2025 | -35.17 | -31.18 | 0.89 | + |
| Metric | 6263409:dogeusd:triple_gx:lsma210_90_65 | 6263409:DOGEUSD |
|---|---|---|
| MTD | 3.77% | -12.22% |
| 3M | -6.36% | 2.95% |
| 6M | -31.18% | 25.78% |
| YTD | -31.18% | -35.17% |
| 1Y | 188.09% | 83.66% |
| 3Y (ann.) | 56.11% | 24.67% |
| 5Y (ann.) | 56.11% | 24.67% |
| Metric | 6263409:dogeusd:triple_gx:lsma210_90_65 | 6263409:DOGEUSD |
|---|---|---|
| Max Drawdown | -41.68% | -69.56% |
| Longest DD Days | 144.0 | 309.0 |
| Avg. Drawdown | -16.68% | -18.83% |
| Avg. Drawdown Days | 34.0 | 55.0 |
| Recovery Factor | 2.1 | 0.53 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-23 | 2025-10-14 | -41.68 | 144 |
| 2024-07-26 | 2024-10-29 | -38.01 | 95 |
| 2024-10-30 | 2024-11-06 | -13.94 | 7 |
| 2025-05-13 | 2025-05-22 | -11.03 | 9 |
| 2024-11-25 | 2024-12-01 | -10.15 | 6 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| 2024-12-02 | 2024-12-07 | -7.71 | 5 |
| 2024-11-07 | 2024-11-08 | -1.67 | 1 |
| Metric | 6263409:dogeusd:triple_gx:lsma210_90_65 | 6263409:DOGEUSD |
|---|---|---|
| Best Day | 26.97% | 26.97% |
| Worst Day | -11.13% | -20.9% |
| Best Week | 88.7% | 88.7% |
| Worst Week | -16.98% | -25.02% |
| Best Month | 161.3% | 161.3% |
| Worst Month | -20.18% | -38.65% |
| Best Year | 172.74% | 110.68% |
| Worst Year | -31.18% | -35.17% |
| Avg. Up Day | 4.62% | 4.63% |
| Avg. Down Day | -3.49% | -3.75% |
| Avg. Up Week | 13.76% | 14.32% |
| Avg. Down Week | -8.45% | -10.42% |
| Avg. Up Month | 66.71% | 68.15% |
| Avg. Down Month | -11.42% | -11.01% |
| Win Days % | 48.02% | 49.71% |
| Win Month % | 45.45% | 55.56% |
| Win Week % | 51.52% | 47.37% |
| Win Quarter % | 40.0% | 28.57% |
| Win Year % | 50.0% | 50.0% |