| Metric | 12027228:ethusd:triple_med_gx:zlema195_60 | 12027228:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 17.01% | -33.74% |
| Max Drawdown | -19.12% | -63.95% |
| Sharpe | 0.35 | -0.1 |
| Sortino | 0.57 | -0.13 |
| Payoff Ratio | 1.47 | 1.18 |
| Profit Factor | 1.18 | 0.98 |
| Common Sense Ratio | 0.37 | 0.96 |
| CPC Index | 0.7 | 0.58 |
| Tail Ratio | 0.31 | 0.98 |
| Outlier Win Ratio | 38.77 | 2.79 |
| Outlier Loss Ratio | 4.08 | 3.01 |
| Volatility (ann.) | 12.95% | 35.62% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.84 | -0.51 |
| Skew | 3.26 | -0.26 |
| Kurtosis | 83.15 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.22% | -3.12% |
| Expected Yearly % | 8.17% | -18.6% |
| Kelly Criterion | -0.34% | 7.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -3.08% |
| Expected Shortfall (cVaR) | -1.1% | -3.08% |
| Year | 12027228:ETHUSD | 12027228:ethusd:triple_med_gx:zlema195_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 29.32 | -2.43 | + |
| 2025 | -24.66 | -9.52 | 0.39 | + |
| Metric | 12027228:ethusd:triple_med_gx:zlema195_60 | 12027228:ETHUSD |
|---|---|---|
| MTD | -4.22% | -0.81% |
| 3M | -8.96% | 21.99% |
| 6M | -8.68% | -30.79% |
| YTD | -9.52% | -24.66% |
| 1Y | 21.79% | -27.95% |
| 3Y (ann.) | 16.15% | -32.45% |
| 5Y (ann.) | 16.15% | -32.45% |
| Metric | 12027228:ethusd:triple_med_gx:zlema195_60 | 12027228:ETHUSD |
|---|---|---|
| Max Drawdown | -19.12% | -63.95% |
| Longest DD Days | 108.0 | 184.0 |
| Avg. Drawdown | -3.64% | -17.79% |
| Avg. Drawdown Days | 22.0 | 54.0 |
| Recovery Factor | 0.89 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-06-19 | -19.12 | 108 |
| 2024-06-16 | 2024-07-09 | -6.10 | 22 |
| 2024-10-31 | 2024-11-10 | -5.61 | 10 |
| 2024-11-16 | 2025-01-19 | -5.16 | 64 |
| 2024-09-03 | 2024-10-28 | -4.82 | 55 |
| 2025-01-22 | 2025-03-02 | -4.42 | 39 |
| 2024-11-12 | 2024-11-16 | -3.79 | 4 |
| 2024-11-10 | 2024-11-11 | -2.26 | 1 |
| 2024-07-09 | 2024-07-10 | -0.99 | 0 |
| 2024-10-29 | 2024-10-30 | -0.67 | 0 |
| Metric | 12027228:ethusd:triple_med_gx:zlema195_60 | 12027228:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 12.24% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 10.11% | 27.26% |
| Worst Week | -6.37% | -20.52% |
| Best Month | 10.11% | 47.37% |
| Worst Month | -4.25% | -32.24% |
| Best Year | 29.32% | -12.05% |
| Worst Year | -9.52% | -24.66% |
| Avg. Up Day | 1.61% | 1.65% |
| Avg. Down Day | -1.09% | -1.4% |
| Avg. Up Week | 2.82% | 6.43% |
| Avg. Down Week | -2.51% | -8.52% |
| Avg. Up Month | 5.28% | 25.44% |
| Avg. Down Month | -2.66% | -12.49% |
| Win Days % | 40.21% | 49.84% |
| Win Month % | 53.85% | 23.08% |
| Win Week % | 58.33% | 48.21% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |