| Metric | 16308166:nearusd:triple_med_gx:zlema275_145 | 16308166:NEARUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 94.85% | -20.19% |
| Max Drawdown | -43.27% | -83.77% |
| Sharpe | 0.38 | 0.22 |
| Sortino | 0.62 | 0.33 |
| Payoff Ratio | 1.16 | 1.06 |
| Profit Factor | 1.19 | 1.03 |
| Common Sense Ratio | 2.78 | 1.1 |
| CPC Index | 0.68 | 0.54 |
| Tail Ratio | 2.34 | 1.07 |
| Outlier Win Ratio | 43.84 | 3.22 |
| Outlier Loss Ratio | 2.98 | 2.89 |
| Volatility (ann.) | 19.63% | 51.47% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.59 | -0.09 |
| Skew | 3.41 | 0.57 |
| Kurtosis | 70.22 | 5.56 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 1.87% | -0.62% |
| Expected Yearly % | 18.15% | -5.48% |
| Kelly Criterion | 5.95% | 1.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.4% |
| Expected Shortfall (cVaR) | -1.67% | -4.4% |
| Year | 16308166:NEARUSD | 16308166:nearusd:triple_med_gx:zlema275_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.24 | 22.67 | -0.36 | + |
| 2023 | 191.21 | 132.38 | 0.69 | - |
| 2024 | 34.42 | -7.10 | -0.21 | - |
| 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.) | 25.31% | -7.35% |
| 5Y (ann.) | 25.31% | -7.35% |
| Metric | 16308166:nearusd:triple_med_gx:zlema275_145 | 16308166:NEARUSD |
|---|---|---|
| Max Drawdown | -43.27% | -83.77% |
| Longest DD Days | 429.0 | 574.0 |
| Avg. Drawdown | -7.96% | -19.98% |
| Avg. Drawdown Days | 53.0 | 76.0 |
| Recovery Factor | 2.19 | -0.24 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2025-05-30 | -43.27 | 429 |
| 2022-06-16 | 2022-06-24 | -21.30 | 8 |
| 2022-09-23 | 2023-07-30 | -20.76 | 310 |
| 2024-01-06 | 2024-03-25 | -16.25 | 78 |
| 2022-06-26 | 2022-08-05 | -8.60 | 39 |
| 2023-07-30 | 2023-11-19 | -8.16 | 112 |
| 2022-08-06 | 2022-09-23 | -7.37 | 48 |
| 2023-12-20 | 2023-12-21 | -6.26 | 0 |
| 2022-06-25 | 2022-06-26 | -5.38 | 1 |
| 2023-12-05 | 2023-12-06 | -4.33 | 0 |
| Metric | 16308166:nearusd:triple_med_gx:zlema275_145 | 16308166:NEARUSD |
|---|---|---|
| Best Day | 17.11% | 20.84% |
| Worst Day | -9.37% | -15.76% |
| Best Week | 53.99% | 53.56% |
| Worst Week | -16.42% | -35.84% |
| Best Month | 85.37% | 94.04% |
| Worst Month | -16.42% | -44.51% |
| Best Year | 132.38% | 191.21% |
| Worst Year | -26.42% | -62.24% |
| Avg. Up Day | 2.13% | 2.14% |
| Avg. Down Day | -1.84% | -2.02% |
| Avg. Up Week | 11.66% | 13.77% |
| Avg. Down Week | -5.21% | -11.3% |
| Avg. Up Month | 25.77% | 43.12% |
| Avg. Down Month | -5.62% | -17.07% |
| Win Days % | 49.53% | 49.39% |
| Win Month % | 40.0% | 36.11% |
| Win Week % | 53.33% | 43.04% |
| Win Quarter % | 38.46% | 46.15% |
| Win Year % | 50.0% | 50.0% |