| Metric | 6263964:dogeusd:triple_gx:lsma170_115_65 | 6263964:DOGEUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 157.37% | 5.85% |
| Max Drawdown | -34.76% | -69.56% |
| Sharpe | 1.28 | 0.51 |
| Sortino | 2.31 | 0.78 |
| Payoff Ratio | 1.42 | 1.27 |
| Profit Factor | 1.33 | 1.08 |
| Common Sense Ratio | 1.72 | 1.15 |
| CPC Index | 0.89 | 0.67 |
| Tail Ratio | 1.29 | 1.06 |
| Outlier Win Ratio | 11.13 | 3.4 |
| Outlier Loss Ratio | 3.41 | 3.01 |
| Volatility (ann.) | 64.64% | 96.06% |
| R^2 | 0.45 | 0.45 |
| Calmar | 2.52 | 0.06 |
| Skew | 2.14 | 0.59 |
| Kurtosis | 15.27 | 3.77 |
| Expected Daily % | 0.17% | 0.01% |
| Expected Monthly % | 5.1% | 0.3% |
| Expected Yearly % | 60.43% | 2.89% |
| Kelly Criterion | 10.02% | 9.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.34% | -8.14% |
| Expected Shortfall (cVaR) | -5.34% | -8.14% |
| Year | 6263964:DOGEUSD | 6263964:dogeusd:triple_gx:lsma170_115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.68 | 199.94 | 1.81 | + |
| 2025 | -49.76 | -14.19 | 0.29 | + |
| Metric | 6263964:dogeusd:triple_gx:lsma170_115_65 | 6263964:DOGEUSD |
|---|---|---|
| MTD | -2.67% | -14.99% |
| 3M | -11.55% | -30.81% |
| 6M | -15.42% | -28.38% |
| YTD | -14.19% | -49.76% |
| 1Y | -8.81% | -58.47% |
| 3Y (ann.) | 87.48% | 3.86% |
| 5Y (ann.) | 87.48% | 3.86% |
| Metric | 6263964:dogeusd:triple_gx:lsma170_115_65 | 6263964:DOGEUSD |
|---|---|---|
| Max Drawdown | -34.76% | -69.56% |
| Longest DD Days | 217.0 | 342.0 |
| Avg. Drawdown | -14.53% | -18.83% |
| Avg. Drawdown Days | 53.0 | 59.0 |
| Recovery Factor | 4.53 | 0.08 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-13 | 2025-11-16 | -34.76 | 217 |
| 2024-07-22 | 2024-10-28 | -32.69 | 98 |
| 2024-12-09 | 2025-04-12 | -15.62 | 124 |
| 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 |
| 2024-07-08 | 2024-07-20 | -4.95 | 12 |
| 2024-11-07 | 2024-11-08 | -1.67 | 1 |
| Metric | 6263964:dogeusd:triple_gx:lsma170_115_65 | 6263964: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 | -10.21% | -38.65% |
| Best Year | 199.94% | 110.68% |
| Worst Year | -14.19% | -49.76% |
| Avg. Up Day | 4.56% | 4.57% |
| Avg. Down Day | -3.22% | -3.59% |
| Avg. Up Week | 12.81% | 14.42% |
| Avg. Down Week | -5.23% | -8.12% |
| Avg. Up Month | 50.84% | 53.36% |
| Avg. Down Month | -5.87% | -15.54% |
| Win Days % | 47.21% | 49.09% |
| Win Month % | 35.71% | 52.63% |
| Win Week % | 48.84% | 45.68% |
| Win Quarter % | 50.0% | 28.57% |
| Win Year % | 50.0% | 50.0% |