| Metric | 6263964:dogeusd:triple_gx:lsma170_115_65 | 6263964:DOGEUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 461.86% | 28.16% |
| Max Drawdown | -55.07% | -69.56% |
| Sharpe | 1.01 | 0.54 |
| Sortino | 1.68 | 0.83 |
| Payoff Ratio | 1.27 | 1.18 |
| Profit Factor | 1.28 | 1.09 |
| Common Sense Ratio | 1.62 | 1.08 |
| CPC Index | 0.8 | 0.64 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 12.26 | 3.98 |
| Outlier Loss Ratio | 3.43 | 3.5 |
| Volatility (ann.) | 71.48% | 95.26% |
| R^2 | 0.56 | 0.56 |
| Calmar | 1.09 | 0.1 |
| Skew | 2.05 | 0.88 |
| Kurtosis | 26.02 | 8.26 |
| Expected Daily % | 0.13% | 0.02% |
| Expected Monthly % | 3.91% | 0.55% |
| Expected Yearly % | 53.96% | 6.4% |
| Kelly Criterion | 8.82% | 7.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.96% | -8.06% |
| Expected Shortfall (cVaR) | -5.96% | -8.06% |
| Year | 6263964:DOGEUSD | 6263964:dogeusd:triple_gx:lsma170_115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.23 | -3.00 | 0.07 | + |
| 2023 | 27.54 | 64.27 | 2.33 | + |
| 2024 | 252.28 | 310.90 | 1.23 | + |
| 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.) | 88.16% | 22.15% |
| 5Y (ann.) | 60.14% | 7.0% |
| Metric | 6263964:dogeusd:triple_gx:lsma170_115_65 | 6263964:DOGEUSD |
|---|---|---|
| Max Drawdown | -55.07% | -69.56% |
| Longest DD Days | 380.0 | 698.0 |
| Avg. Drawdown | -18.52% | -26.61% |
| Avg. Drawdown Days | 82.0 | 132.0 |
| Recovery Factor | 8.39 | 0.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2022-11-01 | -55.07 | 209 |
| 2022-11-02 | 2023-11-17 | -47.65 | 380 |
| 2024-03-29 | 2024-11-06 | -45.13 | 222 |
| 2025-04-13 | 2025-11-16 | -34.76 | 217 |
| 2024-03-05 | 2024-03-27 | -29.43 | 22 |
| 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 |
| 2023-12-11 | 2024-03-01 | -9.86 | 81 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| Metric | 6263964:dogeusd:triple_gx:lsma170_115_65 | 6263964: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 | -32.8% | -39.33% |
| Best Year | 310.9% | 252.28% |
| Worst Year | -14.19% | -49.76% |
| Avg. Up Day | 4.43% | 4.44% |
| Avg. Down Day | -3.49% | -3.76% |
| Avg. Up Week | 11.3% | 13.63% |
| Avg. Down Week | -6.45% | -8.09% |
| Avg. Up Month | 35.74% | 39.07% |
| Avg. Down Month | -11.33% | -20.28% |
| Win Days % | 49.01% | 50.04% |
| Win Month % | 50.0% | 48.89% |
| Win Week % | 53.06% | 47.18% |
| Win Quarter % | 66.67% | 43.75% |
| Win Year % | 50.0% | 50.0% |