| Metric | 6054174:dogeusd:triple_gx:zlema235_90_60 | 6054174:DOGEUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 50.97% | 36.58% |
| Max Drawdown | -56.65% | -69.56% |
| Sharpe | 0.76 | 0.71 |
| Sortino | 1.19 | 1.09 |
| Payoff Ratio | 1.27 | 1.17 |
| Profit Factor | 1.17 | 1.11 |
| Common Sense Ratio | 1.37 | 1.19 |
| CPC Index | 0.69 | 0.64 |
| Tail Ratio | 1.17 | 1.07 |
| Outlier Win Ratio | 9.07 | 3.43 |
| Outlier Loss Ratio | 3.61 | 3.15 |
| Volatility (ann.) | 72.73% | 97.31% |
| R^2 | 0.56 | 0.56 |
| Calmar | 0.6 | 0.35 |
| Skew | 0.98 | 0.58 |
| Kurtosis | 12.11 | 3.74 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.31% | 1.75% |
| Expected Yearly % | 22.87% | 16.87% |
| Kelly Criterion | 3.76% | 6.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.11% | -8.19% |
| Expected Shortfall (cVaR) | -6.11% | -8.19% |
| Year | 6054174:DOGEUSD | 6054174:dogeusd:triple_gx:zlema235_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.68 | 201.93 | 1.82 | + |
| 2025 | -35.17 | -50.00 | 1.42 | - |
| Metric | 6054174:dogeusd:triple_gx:zlema235_90_60 | 6054174:DOGEUSD |
|---|---|---|
| MTD | -17.36% | -12.22% |
| 3M | -4.06% | 2.95% |
| 6M | -15.03% | 25.78% |
| YTD | -50.0% | -35.17% |
| 1Y | 91.6% | 83.66% |
| 3Y (ann.) | 33.82% | 24.67% |
| 5Y (ann.) | 33.82% | 24.67% |
| Metric | 6054174:dogeusd:triple_gx:zlema235_90_60 | 6054174:DOGEUSD |
|---|---|---|
| Max Drawdown | -56.65% | -69.56% |
| Longest DD Days | 316.0 | 309.0 |
| Avg. Drawdown | -19.85% | -18.83% |
| Avg. Drawdown Days | 61.0 | 55.0 |
| Recovery Factor | 0.9 | 0.53 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-02 | 2025-10-14 | -56.65 | 316 |
| 2024-07-22 | 2024-10-19 | -32.69 | 89 |
| 2024-05-27 | 2024-07-21 | -25.68 | 55 |
| 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 |
| 2024-11-07 | 2024-11-08 | -1.67 | 1 |
| Metric | 6054174:dogeusd:triple_gx:zlema235_90_60 | 6054174:DOGEUSD |
|---|---|---|
| Best Day | 26.97% | 26.97% |
| Worst Day | -20.9% | -20.9% |
| Best Week | 88.7% | 88.7% |
| Worst Week | -25.02% | -25.02% |
| Best Month | 161.3% | 161.3% |
| Worst Month | -21.62% | -38.65% |
| Best Year | 201.93% | 110.68% |
| Worst Year | -50.0% | -35.17% |
| Avg. Up Day | 4.17% | 4.18% |
| Avg. Down Day | -3.27% | -3.58% |
| Avg. Up Week | 12.06% | 12.99% |
| Avg. Down Week | -8.27% | -8.69% |
| Avg. Up Month | 45.34% | 48.85% |
| Avg. Down Month | -13.09% | -18.15% |
| Win Days % | 46.07% | 49.71% |
| Win Month % | 41.18% | 55.56% |
| Win Week % | 50.94% | 47.37% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 50.0% | 50.0% |