| Metric | 16308166:nearusd:triple_med_gx:zlema275_145 | 16308166:NEARUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -37.11% | -56.54% |
| Max Drawdown | -41.48% | -77.66% |
| Sharpe | -0.54 | -0.11 |
| Sortino | -0.76 | -0.15 |
| Payoff Ratio | 0.97 | 0.91 |
| Profit Factor | 0.78 | 0.98 |
| Common Sense Ratio | 0.01 | 0.96 |
| CPC Index | 0.34 | 0.45 |
| Tail Ratio | 0.02 | 0.97 |
| Outlier Win Ratio | 52.93 | 2.7 |
| Outlier Loss Ratio | 2.99 | 2.72 |
| Volatility (ann.) | 17.14% | 52.16% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.84 | -0.69 |
| Skew | 2.05 | 0.05 |
| Kurtosis | 78.66 | 3.93 |
| Expected Daily % | -0.03% | -0.05% |
| Expected Monthly % | -3.5% | -6.21% |
| Expected Yearly % | -20.69% | -34.07% |
| Kelly Criterion | -13.59% | -4.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -4.51% |
| Expected Shortfall (cVaR) | -1.5% | -4.51% |
| Year | 16308166:NEARUSD | 16308166:nearusd:triple_med_gx:zlema275_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -19.51 | -14.52 | 0.74 | + |
| 2025 | -46.00 | -26.42 | 0.57 | + |
| Metric | 16308166:nearusd:triple_med_gx:zlema275_145 | 16308166:NEARUSD |
|---|---|---|
| MTD | -6.92% | 7.45% |
| 3M | -26.42% | -13.37% |
| 6M | -22.84% | -61.19% |
| YTD | -26.42% | -46.0% |
| 1Y | -38.36% | -65.05% |
| 3Y (ann.) | -34.92% | -53.79% |
| 5Y (ann.) | -34.92% | -53.79% |
| Metric | 16308166:nearusd:triple_med_gx:zlema275_145 | 16308166:NEARUSD |
|---|---|---|
| Max Drawdown | -41.48% | -77.66% |
| Longest DD Days | 384.0 | 374.0 |
| Avg. Drawdown | -12.16% | -10.29% |
| Avg. Drawdown Days | 96.0 | 32.0 |
| Recovery Factor | -0.89 | -0.73 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-10 | 2025-05-30 | -41.48 | 384 |
| 2024-05-08 | 2024-05-09 | -4.65 | 1 |
| 2024-05-09 | 2024-05-09 | -1.88 | 0 |
| 2024-05-10 | 2024-05-10 | -0.64 | 0 |
| Metric | 16308166:nearusd:triple_med_gx:zlema275_145 | 16308166:NEARUSD |
|---|---|---|
| Best Day | 15.28% | 15.28% |
| Worst Day | -9.37% | -15.76% |
| Best Week | 16.24% | 28.3% |
| Worst Week | -16.42% | -30.59% |
| Best Month | 8.7% | 73.26% |
| Worst Month | -16.42% | -33.64% |
| Best Year | -14.52% | -19.51% |
| Worst Year | -26.42% | -46.0% |
| Avg. Up Day | 1.8% | 1.82% |
| Avg. Down Day | -1.86% | -1.99% |
| Avg. Up Week | 6.09% | 12.39% |
| Avg. Down Week | -7.18% | -12.58% |
| Avg. Up Month | 8.7% | 31.25% |
| Avg. Down Month | -9.33% | -13.7% |
| Win Days % | 44.02% | 49.94% |
| Win Month % | 22.22% | 30.77% |
| Win Week % | 26.67% | 39.66% |
| Win Quarter % | 0.0% | 20.0% |
| Win Year % | 0.0% | 0.0% |