| Metric | 15173480:dotusd:triple_med_gx:zlema160_75 | 15173480:DOTUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -3.49% | -35.47% |
| Max Drawdown | -27.32% | -69.65% |
| Sharpe | 0.05 | 0.0 |
| Sortino | 0.07 | 0.0 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.02 | 1.0 |
| Common Sense Ratio | 0.66 | 1.02 |
| CPC Index | 0.52 | 0.54 |
| Tail Ratio | 0.65 | 1.02 |
| Outlier Win Ratio | 35.94 | 3.01 |
| Outlier Loss Ratio | 3.57 | 2.9 |
| Volatility (ann.) | 18.31% | 45.05% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.12 | -0.48 |
| Skew | 1.93 | -0.02 |
| Kurtosis | 72.6 | 7.73 |
| Expected Daily % | -0.0% | -0.03% |
| Expected Monthly % | -0.27% | -3.31% |
| Expected Yearly % | -1.76% | -19.67% |
| Kelly Criterion | -3.01% | 3.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -3.88% |
| Expected Shortfall (cVaR) | -1.57% | -3.88% |
| Year | 15173480:DOTUSD | 15173480:dotusd:triple_med_gx:zlema160_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.38 | 10.09 | 7.33 | + |
| 2025 | -36.34 | -12.34 | 0.34 | + |
| Metric | 15173480:dotusd:triple_med_gx:zlema160_75 | 15173480:DOTUSD |
|---|---|---|
| MTD | -0.8% | 3.69% |
| 3M | -12.41% | -14.41% |
| 6M | -1.56% | -50.19% |
| YTD | -12.34% | -36.34% |
| 1Y | -15.55% | -41.18% |
| 3Y (ann.) | -3.24% | -33.35% |
| 5Y (ann.) | -3.24% | -33.35% |
| Metric | 15173480:dotusd:triple_med_gx:zlema160_75 | 15173480:DOTUSD |
|---|---|---|
| Max Drawdown | -27.32% | -69.65% |
| Longest DD Days | 327.0 | 179.0 |
| Avg. Drawdown | -5.64% | -12.71% |
| Avg. Drawdown Days | 48.0 | 25.0 |
| Recovery Factor | -0.13 | -0.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-05-30 | -27.32 | 327 |
| 2024-05-17 | 2024-07-06 | -7.43 | 49 |
| 2024-05-12 | 2024-05-13 | -3.87 | 0 |
| 2024-05-13 | 2024-05-15 | -3.76 | 2 |
| 2024-05-16 | 2024-05-16 | -1.03 | 0 |
| 2024-05-03 | 2024-05-12 | -1.03 | 9 |
| 2024-05-01 | 2024-05-01 | -0.67 | 0 |
| 2024-07-06 | 2024-07-07 | -0.03 | 0 |
| Metric | 15173480:dotusd:triple_med_gx:zlema160_75 | 15173480:DOTUSD |
|---|---|---|
| Best Day | 13.56% | 17.18% |
| Worst Day | -11.92% | -16.38% |
| Best Week | 14.96% | 35.94% |
| Worst Week | -10.34% | -27.32% |
| Best Month | 12.3% | 126.38% |
| Worst Month | -15.32% | -25.97% |
| Best Year | 10.09% | 1.38% |
| Worst Year | -12.34% | -36.34% |
| Avg. Up Day | 1.58% | 1.58% |
| Avg. Down Day | -1.4% | -1.48% |
| Avg. Up Week | 8.59% | 11.16% |
| Avg. Down Week | -2.92% | -6.94% |
| Avg. Up Month | 6.31% | 4.01% |
| Avg. Down Month | -4.65% | -12.55% |
| Win Days % | 45.42% | 50.13% |
| Win Month % | 38.46% | 38.46% |
| Win Week % | 34.48% | 38.6% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |