| Metric | 6263852:dogeusd:triple_gx:lsma170_110_65 | 6263852:DOGEUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 497.02% | 65.37% |
| Max Drawdown | -55.07% | -69.56% |
| Sharpe | 1.05 | 0.62 |
| Sortino | 1.76 | 0.95 |
| Payoff Ratio | 1.27 | 1.19 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | 1.64 | 1.1 |
| CPC Index | 0.82 | 0.66 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 12.76 | 3.99 |
| Outlier Loss Ratio | 3.36 | 3.51 |
| Volatility (ann.) | 71.41% | 95.75% |
| R^2 | 0.56 | 0.56 |
| Calmar | 1.18 | 0.22 |
| Skew | 2.1 | 0.88 |
| Kurtosis | 26.75 | 8.26 |
| Expected Daily % | 0.14% | 0.04% |
| Expected Monthly % | 4.14% | 1.15% |
| Expected Yearly % | 56.31% | 13.4% |
| Kelly Criterion | 9.53% | 8.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.94% | -8.08% |
| Expected Shortfall (cVaR) | -5.94% | -8.08% |
| Year | 6263852:DOGEUSD | 6263852:dogeusd:triple_gx:lsma170_110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.23 | 1.27 | -0.03 | + |
| 2023 | 27.54 | 53.78 | 1.95 | + |
| 2024 | 252.28 | 294.49 | 1.17 | + |
| 2025 | -35.17 | -2.82 | 0.08 | + |
| Metric | 6263852:dogeusd:triple_gx:lsma170_110_65 | 6263852:DOGEUSD |
|---|---|---|
| MTD | 3.77% | -12.22% |
| 3M | 4.45% | 2.95% |
| 6M | -14.49% | 25.78% |
| YTD | -2.82% | -35.17% |
| 1Y | 234.96% | 83.66% |
| 3Y (ann.) | 103.63% | 50.73% |
| 5Y (ann.) | 64.83% | 15.11% |
| Metric | 6263852:dogeusd:triple_gx:lsma170_110_65 | 6263852:DOGEUSD |
|---|---|---|
| Max Drawdown | -55.07% | -69.56% |
| Longest DD Days | 590.0 | 698.0 |
| Avg. Drawdown | -16.6% | -26.61% |
| Avg. Drawdown Days | 79.0 | 128.0 |
| Recovery Factor | 9.03 | 0.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-11-17 | -55.07 | 590 |
| 2024-03-29 | 2024-11-06 | -45.13 | 222 |
| 2025-07-21 | 2025-10-14 | -30.27 | 85 |
| 2024-03-05 | 2024-03-27 | -29.43 | 22 |
| 2025-04-13 | 2025-07-20 | -27.10 | 98 |
| 2023-11-18 | 2023-12-04 | -17.29 | 16 |
| 2024-12-09 | 2025-04-12 | -15.62 | 124 |
| 2024-11-25 | 2024-12-01 | -10.15 | 6 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| 2023-12-11 | 2024-03-01 | -9.15 | 81 |
| Metric | 6263852:dogeusd:triple_gx:lsma170_110_65 | 6263852: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 | -32.68% | -39.33% |
| Best Year | 294.49% | 252.28% |
| Worst Year | -2.82% | -43.23% |
| Avg. Up Day | 4.56% | 4.56% |
| Avg. Down Day | -3.58% | -3.85% |
| Avg. Up Week | 11.63% | 13.92% |
| Avg. Down Week | -7.2% | -8.4% |
| Avg. Up Month | 35.89% | 39.07% |
| Avg. Down Month | -11.09% | -20.8% |
| Win Days % | 49.32% | 50.31% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 55.56% | 47.89% |
| Win Quarter % | 73.33% | 43.75% |
| Win Year % | 75.0% | 50.0% |