| Metric | 6054370:dogeusd:triple_gx:zlema190_100_60 | 6054370:DOGEUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 102.19% | 36.58% |
| Max Drawdown | -44.92% | -69.56% |
| Sharpe | 1.06 | 0.71 |
| Sortino | 1.77 | 1.09 |
| Payoff Ratio | 1.3 | 1.17 |
| Profit Factor | 1.26 | 1.11 |
| Common Sense Ratio | 1.46 | 1.19 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 1.16 | 1.07 |
| Outlier Win Ratio | 10.34 | 3.43 |
| Outlier Loss Ratio | 3.38 | 3.04 |
| Volatility (ann.) | 68.39% | 97.31% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.44 | 0.35 |
| Skew | 1.59 | 0.58 |
| Kurtosis | 13.43 | 3.74 |
| Expected Daily % | 0.14% | 0.06% |
| Expected Monthly % | 3.99% | 1.75% |
| Expected Yearly % | 42.19% | 16.87% |
| Kelly Criterion | 6.61% | 6.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.69% | -8.19% |
| Expected Shortfall (cVaR) | -5.69% | -8.19% |
| Year | 6054370:DOGEUSD | 6054370:dogeusd:triple_gx:zlema190_100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.68 | 168.03 | 1.52 | + |
| 2025 | -35.17 | -24.56 | 0.70 | + |
| Metric | 6054370:dogeusd:triple_gx:zlema190_100_60 | 6054370:DOGEUSD |
|---|---|---|
| MTD | 3.77% | -12.22% |
| 3M | 16.17% | 2.95% |
| 6M | -5.92% | 25.78% |
| YTD | -24.56% | -35.17% |
| 1Y | 189.06% | 83.66% |
| 3Y (ann.) | 64.55% | 24.67% |
| 5Y (ann.) | 64.55% | 24.67% |
| Metric | 6054370:dogeusd:triple_gx:zlema190_100_60 | 6054370:DOGEUSD |
|---|---|---|
| Max Drawdown | -44.92% | -69.56% |
| Longest DD Days | 316.0 | 309.0 |
| Avg. Drawdown | -19.83% | -18.83% |
| Avg. Drawdown Days | 66.0 | 55.0 |
| Recovery Factor | 2.27 | 0.53 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-02 | 2025-10-14 | -44.92 | 316 |
| 2024-07-22 | 2024-10-29 | -39.35 | 99 |
| 2024-06-27 | 2024-07-20 | -19.52 | 23 |
| 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 | 6054370:dogeusd:triple_gx:zlema190_100_60 | 6054370: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 | -21.04% | -38.65% |
| Best Year | 168.03% | 110.68% |
| Worst Year | -24.56% | -35.17% |
| Avg. Up Day | 4.4% | 4.41% |
| Avg. Down Day | -3.4% | -3.76% |
| Avg. Up Week | 13.33% | 13.76% |
| Avg. Down Week | -7.96% | -10.47% |
| Avg. Up Month | 53.64% | 57.85% |
| Avg. Down Month | -9.56% | -19.34% |
| Win Days % | 47.3% | 49.71% |
| Win Month % | 50.0% | 55.56% |
| Win Week % | 52.27% | 47.37% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 50.0% | 50.0% |