| Metric | 6263963:dogeusd:triple_gx:lsma165_115_65 | 6263963:DOGEUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 204.19% | 36.58% |
| Max Drawdown | -36.6% | -69.56% |
| Sharpe | 1.51 | 0.71 |
| Sortino | 2.77 | 1.09 |
| Payoff Ratio | 1.44 | 1.22 |
| Profit Factor | 1.41 | 1.11 |
| Common Sense Ratio | 1.86 | 1.19 |
| CPC Index | 0.97 | 0.67 |
| Tail Ratio | 1.32 | 1.07 |
| Outlier Win Ratio | 11.16 | 3.45 |
| Outlier Loss Ratio | 3.44 | 3.0 |
| Volatility (ann.) | 65.57% | 97.31% |
| R^2 | 0.46 | 0.46 |
| Calmar | 3.27 | 0.35 |
| Skew | 2.15 | 0.58 |
| Kurtosis | 15.06 | 3.74 |
| Expected Daily % | 0.22% | 0.06% |
| Expected Monthly % | 6.38% | 1.75% |
| Expected Yearly % | 74.41% | 16.87% |
| Kelly Criterion | 11.75% | 8.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.37% | -8.19% |
| Expected Shortfall (cVaR) | -5.37% | -8.19% |
| Year | 6263963:DOGEUSD | 6263963:dogeusd:triple_gx:lsma165_115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.68 | 248.64 | 2.25 | + |
| 2025 | -35.17 | -12.75 | 0.36 | + |
| Metric | 6263963:dogeusd:triple_gx:lsma165_115_65 | 6263963:DOGEUSD |
|---|---|---|
| MTD | 3.77% | -12.22% |
| 3M | 7.11% | 2.95% |
| 6M | -18.26% | 25.78% |
| YTD | -12.75% | -35.17% |
| 1Y | 200.72% | 83.66% |
| 3Y (ann.) | 119.67% | 24.67% |
| 5Y (ann.) | 119.67% | 24.67% |
| Metric | 6263963:dogeusd:triple_gx:lsma165_115_65 | 6263963:DOGEUSD |
|---|---|---|
| Max Drawdown | -36.6% | -69.56% |
| Longest DD Days | 309.0 | 309.0 |
| Avg. Drawdown | -11.79% | -18.83% |
| Avg. Drawdown Days | 44.0 | 55.0 |
| Recovery Factor | 5.58 | 0.53 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-10-14 | -36.60 | 309 |
| 2024-07-22 | 2024-10-28 | -32.69 | 98 |
| 2024-10-30 | 2024-11-06 | -13.94 | 7 |
| 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 |
| 2024-07-16 | 2024-07-19 | -4.36 | 3 |
| 2024-11-07 | 2024-11-08 | -1.67 | 1 |
| 2024-07-11 | 2024-07-13 | -1.27 | 2 |
| 2024-07-08 | 2024-07-10 | -0.25 | 2 |
| Metric | 6263963:dogeusd:triple_gx:lsma165_115_65 | 6263963:DOGEUSD |
|---|---|---|
| Best Day | 26.97% | 26.97% |
| Worst Day | -11.32% | -20.9% |
| Best Week | 88.7% | 88.7% |
| Worst Week | -16.98% | -25.02% |
| Best Month | 161.3% | 161.3% |
| Worst Month | -15.46% | -38.65% |
| Best Year | 248.64% | 110.68% |
| Worst Year | -12.75% | -35.17% |
| Avg. Up Day | 4.67% | 4.68% |
| Avg. Down Day | -3.24% | -3.82% |
| Avg. Up Week | 13.52% | 14.25% |
| Avg. Down Week | -5.41% | -8.29% |
| Avg. Up Month | 50.71% | 53.36% |
| Avg. Down Month | -9.85% | -18.79% |
| Win Days % | 47.93% | 49.71% |
| Win Month % | 53.85% | 55.56% |
| Win Week % | 55.0% | 47.37% |
| Win Quarter % | 83.33% | 28.57% |
| Win Year % | 50.0% | 50.0% |