| Metric | 15162914:dotusd:triple_med_gx:zlema50_60 | 15162914:DOTUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 12.55% | -55.79% |
| Max Drawdown | -16.78% | -71.18% |
| Sharpe | 0.21 | 0.04 |
| Sortino | 0.27 | 0.05 |
| Payoff Ratio | 1.35 | 1.12 |
| Profit Factor | 1.23 | 1.01 |
| Common Sense Ratio | NaN | 1.0 |
| CPC Index | 0.71 | 0.57 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 199.12 | 2.43 |
| Outlier Loss Ratio | 4.04 | 2.2 |
| Volatility (ann.) | 5.51% | 40.43% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.24 | -0.33 |
| Skew | -13.75 | 0.17 |
| Kurtosis | 752.75 | 7.77 |
| Expected Daily % | 0.0% | -0.02% |
| Expected Monthly % | 0.32% | -2.18% |
| Expected Yearly % | 3.0% | -18.46% |
| Kelly Criterion | 0.49% | 5.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -3.48% |
| Expected Shortfall (cVaR) | -0.47% | -3.48% |
| Year | 15162914:DOTUSD | 15162914:dotusd:triple_med_gx:zlema50_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.88 | 3.71 | -0.07 | + |
| 2023 | 90.52 | 12.39 | 0.14 | - |
| 2024 | -19.21 | -5.45 | 0.28 | + |
| 2025 | -36.34 | 2.13 | -0.06 | + |
| Metric | 15162914:dotusd:triple_med_gx:zlema50_60 | 15162914:DOTUSD |
|---|---|---|
| MTD | 2.3% | 3.69% |
| 3M | 3.36% | -14.41% |
| 6M | -10.37% | -50.19% |
| YTD | 2.13% | -36.34% |
| 1Y | -13.25% | -41.18% |
| 3Y (ann.) | 4.02% | -24.93% |
| 5Y (ann.) | 3.98% | -23.59% |
| Metric | 15162914:dotusd:triple_med_gx:zlema50_60 | 15162914:DOTUSD |
|---|---|---|
| Max Drawdown | -16.78% | -71.18% |
| Longest DD Days | 362.0 | 653.0 |
| Avg. Drawdown | -2.97% | -19.52% |
| Avg. Drawdown Days | 74.0 | 138.0 |
| Recovery Factor | 0.75 | -0.78 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2025-05-30 | -16.78 | 362 |
| 2024-01-02 | 2024-02-26 | -4.37 | 55 |
| 2022-06-14 | 2023-04-11 | -3.80 | 300 |
| 2023-07-21 | 2023-11-19 | -3.78 | 121 |
| 2023-04-11 | 2023-04-13 | -3.13 | 1 |
| 2023-07-20 | 2023-07-21 | -2.68 | 0 |
| 2023-04-22 | 2023-07-10 | -1.54 | 79 |
| 2023-11-20 | 2023-12-20 | -0.93 | 30 |
| 2024-02-27 | 2024-03-17 | -0.86 | 19 |
| 2023-07-20 | 2023-07-20 | -0.18 | 0 |
| Metric | 15162914:dotusd:triple_med_gx:zlema50_60 | 15162914:DOTUSD |
|---|---|---|
| Best Day | 4.8% | 18.19% |
| Worst Day | -12.07% | -16.38% |
| Best Week | 6.49% | 35.94% |
| Worst Week | -12.23% | -27.32% |
| Best Month | 6.49% | 126.38% |
| Worst Month | -12.23% | -33.41% |
| Best Year | 12.39% | 90.52% |
| Worst Year | -5.45% | -54.88% |
| Avg. Up Day | 1.26% | 1.31% |
| Avg. Down Day | -0.93% | -1.17% |
| Avg. Up Week | 1.76% | 8.77% |
| Avg. Down Week | -1.98% | -10.05% |
| Avg. Up Month | 2.17% | 17.63% |
| Avg. Down Month | -2.59% | -12.76% |
| Win Days % | 42.75% | 50.03% |
| Win Month % | 55.56% | 40.54% |
| Win Week % | 58.82% | 44.72% |
| Win Quarter % | 53.85% | 38.46% |
| Win Year % | 75.0% | 25.0% |