| Metric | 6054370:dogeusd:triple_gx:zlema190_100_60 | 6054370:DOGEUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 137.55% | 17.23% |
| Max Drawdown | -69.46% | -71.36% |
| Sharpe | 0.68 | 0.51 |
| Sortino | 1.06 | 0.78 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.63 | 0.57 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 8.02 | 4.16 |
| Outlier Loss Ratio | 3.66 | 3.61 |
| Volatility (ann.) | 80.03% | 94.62% |
| R^2 | 0.72 | 0.72 |
| Calmar | 0.37 | 0.06 |
| Skew | 1.36 | 0.88 |
| Kurtosis | 16.05 | 8.22 |
| Expected Daily % | 0.06% | 0.01% |
| Expected Monthly % | 1.9% | 0.35% |
| Expected Yearly % | 24.15% | 4.05% |
| Kelly Criterion | 4.81% | 2.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.74% | -8.01% |
| Expected Shortfall (cVaR) | -6.74% | -8.01% |
| Year | 6054370:DOGEUSD | 6054370:dogeusd:triple_gx:zlema190_100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.75 | -50.83 | 0.85 | + |
| 2023 | 27.54 | 47.84 | 1.74 | + |
| 2024 | 252.28 | 333.19 | 1.32 | + |
| 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.) | 78.39% | 50.73% |
| 5Y (ann.) | 25.69% | 4.29% |
| Metric | 6054370:dogeusd:triple_gx:zlema190_100_60 | 6054370:DOGEUSD |
|---|---|---|
| Max Drawdown | -69.46% | -71.36% |
| Longest DD Days | 721.0 | 801.0 |
| Avg. Drawdown | -24.25% | -34.83% |
| Avg. Drawdown Days | 148.0 | 195.0 |
| Recovery Factor | 1.98 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2024-03-27 | -69.46 | 721 |
| 2024-03-29 | 2024-11-06 | -45.62 | 222 |
| 2024-12-02 | 2025-10-14 | -44.92 | 316 |
| 2022-02-08 | 2022-04-05 | -32.61 | 56 |
| 2024-11-25 | 2024-12-01 | -10.15 | 6 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| 2022-02-01 | 2022-02-04 | -3.89 | 3 |
| 2024-11-07 | 2024-11-08 | -1.67 | 1 |
| 2022-02-05 | 2022-02-06 | -0.69 | 1 |
| Metric | 6054370:dogeusd:triple_gx:zlema190_100_60 | 6054370: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 | 333.19% | 252.28% |
| Worst Year | -50.83% | -59.75% |
| Avg. Up Day | 3.63% | 3.63% |
| Avg. Down Day | -3.3% | -3.42% |
| Avg. Up Week | 9.95% | 10.71% |
| Avg. Down Week | -7.61% | -8.32% |
| Avg. Up Month | 32.7% | 35.7% |
| Avg. Down Month | -13.11% | -16.82% |
| Win Days % | 50.16% | 49.85% |
| Win Month % | 48.78% | 47.83% |
| Win Week % | 52.7% | 46.77% |
| Win Quarter % | 43.75% | 37.5% |
| Win Year % | 50.0% | 50.0% |