| Metric | 15173480:dotusd:triple_med_gx:zlema160_75 | 15173480:DOTUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 90.02% | -58.4% |
| Max Drawdown | -27.32% | -71.18% |
| Sharpe | 0.41 | 0.02 |
| Sortino | 0.64 | 0.03 |
| Payoff Ratio | 1.26 | 1.18 |
| Profit Factor | 1.18 | 1.0 |
| Common Sense Ratio | 1.26 | 1.0 |
| CPC Index | 0.7 | 0.59 |
| Tail Ratio | 1.06 | 1.0 |
| Outlier Win Ratio | 36.17 | 3.27 |
| Outlier Loss Ratio | 3.71 | 3.02 |
| Volatility (ann.) | 16.2% | 40.42% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.86 | -0.35 |
| Skew | 2.08 | 0.17 |
| Kurtosis | 66.79 | 7.78 |
| Expected Daily % | 0.01% | -0.02% |
| Expected Monthly % | 1.75% | -2.34% |
| Expected Yearly % | 17.41% | -19.69% |
| Kelly Criterion | 4.25% | 7.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -3.48% |
| Expected Shortfall (cVaR) | -1.38% | -3.48% |
| Year | 15173480:DOTUSD | 15173480:dotusd:triple_med_gx:zlema160_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.54 | 49.35 | -0.86 | + |
| 2023 | 90.52 | 15.76 | 0.17 | - |
| 2024 | -19.21 | 25.37 | -1.32 | + |
| 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.) | 23.84% | -24.93% |
| 5Y (ann.) | 23.6% | -25.13% |
| Metric | 15173480:dotusd:triple_med_gx:zlema160_75 | 15173480:DOTUSD |
|---|---|---|
| Max Drawdown | -27.32% | -71.18% |
| Longest DD Days | 327.0 | 653.0 |
| Avg. Drawdown | -4.49% | -22.15% |
| Avg. Drawdown Days | 35.0 | 157.0 |
| Recovery Factor | 3.29 | -0.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-05-30 | -27.32 | 327 |
| 2024-03-14 | 2024-05-16 | -19.31 | 63 |
| 2023-04-14 | 2023-12-24 | -18.93 | 254 |
| 2022-08-08 | 2023-04-14 | -15.32 | 248 |
| 2024-05-17 | 2024-07-06 | -7.43 | 49 |
| 2022-07-05 | 2022-07-16 | -6.19 | 11 |
| 2023-12-31 | 2024-01-01 | -4.79 | 1 |
| 2024-02-26 | 2024-02-26 | -3.90 | 0 |
| 2022-07-17 | 2022-07-18 | -3.80 | 1 |
| 2022-07-29 | 2022-07-29 | -3.22 | 0 |
| Metric | 15173480:dotusd:triple_med_gx:zlema160_75 | 15173480:DOTUSD |
|---|---|---|
| Best Day | 13.56% | 18.19% |
| Worst Day | -11.92% | -16.38% |
| Best Week | 22.3% | 35.94% |
| Worst Week | -10.34% | -27.32% |
| Best Month | 45.19% | 126.38% |
| Worst Month | -15.32% | -33.41% |
| Best Year | 49.35% | 90.52% |
| Worst Year | -12.34% | -57.54% |
| Avg. Up Day | 1.56% | 1.57% |
| Avg. Down Day | -1.24% | -1.33% |
| Avg. Up Week | 6.84% | 7.51% |
| Avg. Down Week | -3.02% | -8.75% |
| Avg. Up Month | 13.3% | 16.82% |
| Avg. Down Month | -3.31% | -13.13% |
| Win Days % | 46.67% | 50.0% |
| Win Month % | 41.18% | 40.54% |
| Win Week % | 45.83% | 44.1% |
| Win Quarter % | 61.54% | 38.46% |
| Win Year % | 75.0% | 25.0% |