| Metric | 6263970:dogeusd:triple_gx:lsma185_115_65 | 6263970:DOGEUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 123.91% | 5.85% |
| Max Drawdown | -43.87% | -69.56% |
| Sharpe | 1.14 | 0.51 |
| Sortino | 2.04 | 0.78 |
| Payoff Ratio | 1.41 | 1.27 |
| Profit Factor | 1.29 | 1.08 |
| Common Sense Ratio | 1.62 | 1.15 |
| CPC Index | 0.86 | 0.67 |
| Tail Ratio | 1.25 | 1.06 |
| Outlier Win Ratio | 11.57 | 3.4 |
| Outlier Loss Ratio | 3.3 | 3.01 |
| Volatility (ann.) | 64.43% | 96.06% |
| R^2 | 0.45 | 0.45 |
| Calmar | 1.62 | 0.06 |
| Skew | 2.16 | 0.59 |
| Kurtosis | 15.57 | 3.77 |
| Expected Daily % | 0.15% | 0.01% |
| Expected Monthly % | 4.33% | 0.3% |
| Expected Yearly % | 49.64% | 2.89% |
| Kelly Criterion | 9.49% | 9.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.35% | -8.14% |
| Expected Shortfall (cVaR) | -5.35% | -8.14% |
| Year | 6263970:DOGEUSD | 6263970:dogeusd:triple_gx:lsma185_115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.68 | 226.26 | 2.04 | + |
| 2025 | -49.76 | -31.37 | 0.63 | + |
| Metric | 6263970:dogeusd:triple_gx:lsma185_115_65 | 6263970:DOGEUSD |
|---|---|---|
| MTD | -7.91% | -14.99% |
| 3M | -16.32% | -30.81% |
| 6M | -26.88% | -28.38% |
| YTD | -31.37% | -49.76% |
| 1Y | -27.06% | -58.47% |
| 3Y (ann.) | 70.9% | 3.86% |
| 5Y (ann.) | 70.9% | 3.86% |
| Metric | 6263970:dogeusd:triple_gx:lsma185_115_65 | 6263970:DOGEUSD |
|---|---|---|
| Max Drawdown | -43.87% | -69.56% |
| Longest DD Days | 342.0 | 342.0 |
| Avg. Drawdown | -14.25% | -18.83% |
| Avg. Drawdown Days | 52.0 | 59.0 |
| Recovery Factor | 2.82 | 0.08 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -43.87 | 342 |
| 2024-07-22 | 2024-10-19 | -32.69 | 89 |
| 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 |
| 2024-10-20 | 2024-10-27 | -8.76 | 7 |
| 2024-12-02 | 2024-12-07 | -7.71 | 5 |
| 2024-11-07 | 2024-11-08 | -1.67 | 1 |
| 2024-07-19 | 2024-07-20 | -0.18 | 1 |
| Metric | 6263970:dogeusd:triple_gx:lsma185_115_65 | 6263970: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 | -15.38% | -38.65% |
| Best Year | 226.26% | 110.68% |
| Worst Year | -31.37% | -49.76% |
| Avg. Up Day | 4.6% | 4.6% |
| Avg. Down Day | -3.27% | -3.61% |
| Avg. Up Week | 14.03% | 14.3% |
| Avg. Down Week | -5.54% | -8.7% |
| Avg. Up Month | 53.89% | 53.36% |
| Avg. Down Month | -7.66% | -15.54% |
| Win Days % | 47.11% | 49.09% |
| Win Month % | 30.77% | 52.63% |
| Win Week % | 45.0% | 45.68% |
| Win Quarter % | 40.0% | 28.57% |
| Win Year % | 50.0% | 50.0% |