| Metric | 12056786:ethusd:triple_med_gx:zlema55_95 | 12056786:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 21.64% | -33.74% |
| Max Drawdown | -9.1% | -63.95% |
| Sharpe | 0.55 | -0.1 |
| Sortino | 0.9 | -0.13 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.27 | 0.98 |
| Common Sense Ratio | 1.09 | 0.96 |
| CPC Index | 0.75 | 0.58 |
| Tail Ratio | 0.86 | 0.98 |
| Outlier Win Ratio | 47.27 | 2.71 |
| Outlier Loss Ratio | 4.46 | 2.96 |
| Volatility (ann.) | 9.18% | 35.62% |
| R^2 | 0.07 | 0.07 |
| Calmar | 2.26 | -0.51 |
| Skew | 2.4 | -0.26 |
| Kurtosis | 44.2 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.52% | -3.12% |
| Expected Yearly % | 10.29% | -18.6% |
| Kelly Criterion | 6.29% | 7.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -3.08% |
| Expected Shortfall (cVaR) | -0.78% | -3.08% |
| Year | 12056786:ETHUSD | 12056786:ethusd:triple_med_gx:zlema55_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 13.78 | -1.14 | + |
| 2025 | -24.66 | 6.90 | -0.28 | + |
| Metric | 12056786:ethusd:triple_med_gx:zlema55_95 | 12056786:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 1.03% | 21.99% |
| 6M | 6.7% | -30.79% |
| YTD | 6.9% | -24.66% |
| 1Y | 22.23% | -27.95% |
| 3Y (ann.) | 20.52% | -32.45% |
| 5Y (ann.) | 20.52% | -32.45% |
| Metric | 12056786:ethusd:triple_med_gx:zlema55_95 | 12056786:ETHUSD |
|---|---|---|
| Max Drawdown | -9.1% | -63.95% |
| Longest DD Days | 99.0 | 184.0 |
| Avg. Drawdown | -2.84% | -17.79% |
| Avg. Drawdown Days | 18.0 | 54.0 |
| Recovery Factor | 2.38 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-02-10 | -9.10 | 78 |
| 2024-08-14 | 2024-11-21 | -7.19 | 99 |
| 2024-06-02 | 2024-07-15 | -6.40 | 43 |
| 2025-02-11 | 2025-02-12 | -4.26 | 1 |
| 2025-02-13 | 2025-02-14 | -3.87 | 1 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2025-04-16 | 2025-04-17 | -2.61 | 0 |
| 2024-11-22 | 2024-11-23 | -2.34 | 1 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| Metric | 12056786:ethusd:triple_med_gx:zlema55_95 | 12056786:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.24% |
| Worst Day | -3.43% | -14.0% |
| Best Week | 9.66% | 27.26% |
| Worst Week | -5.11% | -20.52% |
| Best Month | 8.21% | 47.37% |
| Worst Month | -0.81% | -32.24% |
| Best Year | 13.78% | -12.05% |
| Worst Year | 6.9% | -24.66% |
| Avg. Up Day | 1.11% | 1.13% |
| Avg. Down Day | -0.91% | -0.96% |
| Avg. Up Week | 2.76% | 6.03% |
| Avg. Down Week | -1.34% | -6.03% |
| Avg. Up Month | 3.57% | 30.63% |
| Avg. Down Month | -0.5% | -7.61% |
| Win Days % | 48.4% | 49.84% |
| Win Month % | 75.0% | 23.08% |
| Win Week % | 59.09% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |