| Metric | 15162914:dotusd:triple_med_gx:zlema50_60 | 15162914:DOTUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -13.25% | -35.47% |
| Max Drawdown | -16.78% | -69.65% |
| Sharpe | -0.46 | 0.0 |
| Sortino | -0.49 | 0.0 |
| Payoff Ratio | 0.76 | 0.64 |
| Profit Factor | 0.56 | 1.0 |
| Common Sense Ratio | NaN | 1.02 |
| CPC Index | 0.16 | 0.32 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 314.65 | 2.2 |
| Outlier Loss Ratio | 3.32 | 2.18 |
| Volatility (ann.) | 6.67% | 45.05% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.74 | -0.48 |
| Skew | -26.4 | -0.02 |
| Kurtosis | 910.92 | 7.73 |
| Expected Daily % | -0.01% | -0.03% |
| Expected Monthly % | -1.09% | -3.31% |
| Expected Yearly % | -6.86% | -19.67% |
| Kelly Criterion | -46.28% | -27.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -3.88% |
| Expected Shortfall (cVaR) | -0.58% | -3.88% |
| Year | 15162914:DOTUSD | 15162914:dotusd:triple_med_gx:zlema50_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.38 | -15.06 | -10.94 | - |
| 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.) | -12.34% | -33.35% |
| 5Y (ann.) | -12.34% | -33.35% |
| Metric | 15162914:dotusd:triple_med_gx:zlema50_60 | 15162914:DOTUSD |
|---|---|---|
| Max Drawdown | -16.78% | -69.65% |
| Longest DD Days | 362.0 | 179.0 |
| Avg. Drawdown | -16.78% | -12.71% |
| Avg. Drawdown Days | 362.0 | 25.0 |
| Recovery Factor | -0.79 | -0.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2025-05-30 | -16.78 | 362 |
| Metric | 15162914:dotusd:triple_med_gx:zlema50_60 | 15162914:DOTUSD |
|---|---|---|
| Best Day | 1.83% | 17.18% |
| Worst Day | -12.07% | -16.38% |
| Best Week | 2.75% | 35.94% |
| Worst Week | -12.23% | -27.32% |
| Best Month | 2.86% | 126.38% |
| Worst Month | -12.23% | -25.97% |
| Best Year | 2.13% | 1.38% |
| Worst Year | -15.06% | -36.34% |
| Avg. Up Day | 1.0% | 1.06% |
| Avg. Down Day | -1.32% | -1.65% |
| Avg. Up Week | 0.47% | 13.43% |
| Avg. Down Week | -3.38% | -9.25% |
| Avg. Up Month | 2.06% | 2.42% |
| Avg. Down Month | -3.79% | -13.91% |
| Win Days % | 36.96% | 50.13% |
| Win Month % | 33.33% | 38.46% |
| Win Week % | 50.0% | 38.6% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |