| Metric | 6054023:dogeusd:triple_gx:zlema190_85_60 | 6054023:DOGEUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 122.25% | 36.58% |
| Max Drawdown | -41.77% | -69.56% |
| Sharpe | 1.15 | 0.71 |
| Sortino | 1.96 | 1.09 |
| Payoff Ratio | 1.28 | 1.19 |
| Profit Factor | 1.28 | 1.11 |
| Common Sense Ratio | 1.54 | 1.19 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | 1.2 | 1.07 |
| Outlier Win Ratio | 10.16 | 3.43 |
| Outlier Loss Ratio | 3.46 | 3.04 |
| Volatility (ann.) | 68.72% | 97.31% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.82 | 0.35 |
| Skew | 1.66 | 0.58 |
| Kurtosis | 13.53 | 3.74 |
| Expected Daily % | 0.15% | 0.06% |
| Expected Monthly % | 4.54% | 1.75% |
| Expected Yearly % | 49.08% | 16.87% |
| Kelly Criterion | 7.3% | 7.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.7% | -8.19% |
| Expected Shortfall (cVaR) | -5.7% | -8.19% |
| Year | 6054023:DOGEUSD | 6054023:dogeusd:triple_gx:zlema190_85_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.68 | 166.39 | 1.50 | + |
| 2025 | -35.17 | -16.57 | 0.47 | + |
| Metric | 6054023:dogeusd:triple_gx:zlema190_85_60 | 6054023:DOGEUSD |
|---|---|---|
| MTD | 3.77% | -12.22% |
| 3M | 17.79% | 2.95% |
| 6M | -1.05% | 25.78% |
| YTD | -16.57% | -35.17% |
| 1Y | 224.19% | 83.66% |
| 3Y (ann.) | 75.93% | 24.67% |
| 5Y (ann.) | 75.93% | 24.67% |
| Metric | 6054023:dogeusd:triple_gx:zlema190_85_60 | 6054023:DOGEUSD |
|---|---|---|
| Max Drawdown | -41.77% | -69.56% |
| Longest DD Days | 225.0 | 309.0 |
| Avg. Drawdown | -18.45% | -18.83% |
| Avg. Drawdown Days | 71.0 | 55.0 |
| Recovery Factor | 2.93 | 0.53 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-25 | 2024-10-29 | -41.77 | 157 |
| 2025-03-03 | 2025-10-14 | -37.05 | 225 |
| 2024-12-02 | 2025-03-02 | -15.26 | 90 |
| 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 |
| 2024-11-07 | 2024-11-08 | -1.67 | 1 |
| Metric | 6054023:dogeusd:triple_gx:zlema190_85_60 | 6054023:DOGEUSD |
|---|---|---|
| Best Day | 26.97% | 26.97% |
| Worst Day | -16.87% | -20.9% |
| Best Week | 88.7% | 88.7% |
| Worst Week | -16.98% | -25.02% |
| Best Month | 161.3% | 161.3% |
| Worst Month | -17.89% | -38.65% |
| Best Year | 166.39% | 110.68% |
| Worst Year | -16.57% | -35.17% |
| Avg. Up Day | 4.27% | 4.28% |
| Avg. Down Day | -3.34% | -3.59% |
| Avg. Up Week | 12.41% | 13.06% |
| Avg. Down Week | -8.17% | -9.47% |
| Avg. Up Month | 45.47% | 48.85% |
| Avg. Down Month | -8.74% | -18.48% |
| Win Days % | 47.98% | 49.71% |
| Win Month % | 43.75% | 55.56% |
| Win Week % | 54.35% | 47.37% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 50.0% | 50.0% |