| Metric | 12035762:ethusd:triple_med_gx:zlema100_70 | 12035762:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 15.88% | -33.74% |
| Max Drawdown | -9.44% | -63.95% |
| Sharpe | 0.48 | -0.1 |
| Sortino | 0.76 | -0.13 |
| Payoff Ratio | 1.47 | 0.83 |
| Profit Factor | 1.25 | 0.98 |
| Common Sense Ratio | 0.0 | 0.96 |
| CPC Index | 0.77 | 0.41 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 58.72 | 2.69 |
| Outlier Loss Ratio | 5.28 | 2.87 |
| Volatility (ann.) | 7.95% | 35.62% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.6 | -0.51 |
| Skew | 1.22 | -0.26 |
| Kurtosis | 42.41 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.14% | -3.12% |
| Expected Yearly % | 7.65% | -18.6% |
| Kelly Criterion | 2.87% | -10.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -3.08% |
| Expected Shortfall (cVaR) | -0.67% | -3.08% |
| Year | 12035762:ETHUSD | 12035762:ethusd:triple_med_gx:zlema100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 12.77 | -1.06 | + |
| 2025 | -24.66 | 2.75 | -0.11 | + |
| Metric | 12035762:ethusd:triple_med_gx:zlema100_70 | 12035762:ETHUSD |
|---|---|---|
| MTD | -1.98% | -0.81% |
| 3M | 1.38% | 21.99% |
| 6M | 7.1% | -30.79% |
| YTD | 2.75% | -24.66% |
| 1Y | 16.3% | -27.95% |
| 3Y (ann.) | 15.08% | -32.45% |
| 5Y (ann.) | 15.08% | -32.45% |
| Metric | 12035762:ethusd:triple_med_gx:zlema100_70 | 12035762:ETHUSD |
|---|---|---|
| Max Drawdown | -9.44% | -63.95% |
| Longest DD Days | 181.0 | 184.0 |
| Avg. Drawdown | -3.65% | -17.79% |
| Avg. Drawdown Days | 43.0 | 54.0 |
| Recovery Factor | 1.68 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-10 | -9.44 | 181 |
| 2025-06-11 | 2025-06-19 | -6.77 | 7 |
| 2024-12-12 | 2025-02-03 | -6.49 | 52 |
| 2025-02-22 | 2025-06-06 | -5.63 | 103 |
| 2024-12-12 | 2024-12-12 | -0.31 | 0 |
| 2025-06-11 | 2025-06-11 | -0.18 | 0 |
| 2024-06-11 | 2024-06-11 | -0.18 | 0 |
| 2025-02-22 | 2025-02-22 | -0.18 | 0 |
| Metric | 12035762:ethusd:triple_med_gx:zlema100_70 | 12035762:ETHUSD |
|---|---|---|
| Best Day | 4.82% | 12.24% |
| Worst Day | -4.49% | -14.0% |
| Best Week | 10.19% | 27.26% |
| Worst Week | -5.0% | -20.52% |
| Best Month | 10.79% | 47.37% |
| Worst Month | -3.36% | -32.24% |
| Best Year | 12.77% | -12.05% |
| Worst Year | 2.75% | -24.66% |
| Avg. Up Day | 1.16% | 1.2% |
| Avg. Down Day | -0.79% | -1.44% |
| Avg. Up Week | 2.06% | 9.15% |
| Avg. Down Week | -2.54% | -9.11% |
| Avg. Up Month | 1.66% | 44.18% |
| Avg. Down Month | -1.67% | -9.61% |
| Win Days % | 42.17% | 49.84% |
| Win Month % | 46.15% | 23.08% |
| Win Week % | 60.0% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |