| Metric | 6263970:dogeusd:triple_gx:lsma185_115_65 | 6263970:DOGEUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 308.45% | 8.16% |
| Max Drawdown | -55.07% | -69.56% |
| Sharpe | 0.89 | 0.49 |
| Sortino | 1.48 | 0.75 |
| Payoff Ratio | 1.24 | 1.17 |
| Profit Factor | 1.25 | 1.08 |
| Common Sense Ratio | 1.45 | 1.08 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 12.99 | 3.99 |
| Outlier Loss Ratio | 3.25 | 3.5 |
| Volatility (ann.) | 71.28% | 95.49% |
| R^2 | 0.56 | 0.56 |
| Calmar | 0.86 | 0.03 |
| Skew | 2.09 | 0.89 |
| Kurtosis | 26.7 | 8.28 |
| Expected Daily % | 0.11% | 0.01% |
| Expected Monthly % | 3.25% | 0.18% |
| Expected Yearly % | 42.16% | 1.98% |
| Kelly Criterion | 8.54% | 7.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.96% | -8.09% |
| Expected Shortfall (cVaR) | -5.96% | -8.09% |
| Year | 6263970:DOGEUSD | 6263970:dogeusd:triple_gx:lsma185_115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.09 | -18.24 | 0.35 | + |
| 2023 | 27.54 | 62.85 | 2.28 | + |
| 2024 | 252.28 | 346.95 | 1.38 | + |
| 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.) | 79.11% | 22.15% |
| 5Y (ann.) | 47.44% | 2.19% |
| Metric | 6263970:dogeusd:triple_gx:lsma185_115_65 | 6263970:DOGEUSD |
|---|---|---|
| Max Drawdown | -55.07% | -69.56% |
| Longest DD Days | 590.0 | 698.0 |
| Avg. Drawdown | -20.55% | -36.22% |
| Avg. Drawdown Days | 108.0 | 187.0 |
| Recovery Factor | 5.6 | 0.12 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-11-17 | -55.07 | 590 |
| 2024-03-29 | 2024-10-29 | -45.19 | 214 |
| 2024-12-09 | 2025-11-16 | -43.87 | 342 |
| 2024-03-05 | 2024-03-27 | -29.43 | 22 |
| 2023-11-18 | 2023-12-04 | -17.29 | 16 |
| 2024-10-30 | 2024-11-06 | -13.94 | 7 |
| 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 |
| 2024-12-02 | 2024-12-07 | -7.71 | 5 |
| Metric | 6263970:dogeusd:triple_gx:lsma185_115_65 | 6263970: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 | 346.95% | 252.28% |
| Worst Year | -31.37% | -52.09% |
| Avg. Up Day | 4.52% | 4.52% |
| Avg. Down Day | -3.63% | -3.85% |
| Avg. Up Week | 12.64% | 14.71% |
| Avg. Down Week | -6.65% | -8.43% |
| Avg. Up Month | 39.03% | 41.55% |
| Avg. Down Month | -12.78% | -20.75% |
| Win Days % | 49.32% | 49.92% |
| Win Month % | 46.67% | 47.73% |
| Win Week % | 50.0% | 46.11% |
| Win Quarter % | 61.54% | 40.0% |
| Win Year % | 50.0% | 50.0% |