| Metric | 6054174:dogeusd:triple_gx:zlema235_90_60 | 6054174:DOGEUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 94.35% | 43.21% |
| Max Drawdown | -69.46% | -69.56% |
| Sharpe | 0.62 | 0.57 |
| Sortino | 0.96 | 0.87 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.13 | 1.09 |
| Common Sense Ratio | 1.17 | 1.09 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.04 | 1.0 |
| Outlier Win Ratio | 8.06 | 4.21 |
| Outlier Loss Ratio | 3.72 | 3.64 |
| Volatility (ann.) | 80.91% | 94.74% |
| R^2 | 0.73 | 0.73 |
| Calmar | 0.28 | 0.15 |
| Skew | 1.25 | 0.89 |
| Kurtosis | 16.01 | 8.32 |
| Expected Daily % | 0.05% | 0.03% |
| Expected Monthly % | 1.46% | 0.78% |
| Expected Yearly % | 18.07% | 9.39% |
| Kelly Criterion | 3.88% | 3.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.83% | -8.01% |
| Expected Shortfall (cVaR) | -6.83% | -8.01% |
| Year | 6054174:DOGEUSD | 6054174:dogeusd:triple_gx:zlema235_90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.83 | -43.48 | 0.86 | + |
| 2023 | 27.54 | 31.45 | 1.14 | + |
| 2024 | 252.28 | 423.19 | 1.68 | + |
| 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.) | 59.29% | 50.73% |
| 5Y (ann.) | 19.55% | 10.13% |
| Metric | 6054174:dogeusd:triple_gx:zlema235_90_60 | 6054174:DOGEUSD |
|---|---|---|
| Max Drawdown | -69.46% | -69.56% |
| Longest DD Days | 936.0 | 698.0 |
| Avg. Drawdown | -17.45% | -29.11% |
| Avg. Drawdown Days | 119.0 | 134.0 |
| Recovery Factor | 1.36 | 0.62 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2024-10-28 | -69.46 | 936 |
| 2024-12-02 | 2025-10-14 | -56.65 | 316 |
| 2022-03-02 | 2022-03-24 | -18.12 | 22 |
| 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 |
| 2022-03-28 | 2022-04-03 | -4.59 | 6 |
| 2022-03-25 | 2022-03-27 | -4.38 | 2 |
| 2022-02-26 | 2022-02-28 | -3.59 | 2 |
| 2024-11-07 | 2024-11-08 | -1.67 | 1 |
| Metric | 6054174:dogeusd:triple_gx:zlema235_90_60 | 6054174: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 | -34.3% | -39.33% |
| Best Year | 423.19% | 252.28% |
| Worst Year | -50.0% | -50.83% |
| Avg. Up Day | 3.68% | 3.68% |
| Avg. Down Day | -3.29% | -3.42% |
| Avg. Up Week | 9.97% | 11.17% |
| Avg. Down Week | -7.48% | -7.68% |
| Avg. Up Month | 30.18% | 34.36% |
| Avg. Down Month | -13.56% | -15.73% |
| Win Days % | 49.28% | 50.11% |
| Win Month % | 46.51% | 47.83% |
| Win Week % | 50.65% | 46.97% |
| Win Quarter % | 43.75% | 37.5% |
| Win Year % | 50.0% | 50.0% |