| Metric | 12060864:ethusd:triple_med_gx:zlema55_105 | 12060864:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 30.57% | -33.74% |
| Max Drawdown | -11.15% | -63.95% |
| Sharpe | 0.72 | -0.1 |
| Sortino | 1.2 | -0.13 |
| Payoff Ratio | 1.29 | 1.2 |
| Profit Factor | 1.33 | 0.98 |
| Common Sense Ratio | 2.05 | 0.96 |
| CPC Index | 0.85 | 0.59 |
| Tail Ratio | 1.54 | 0.98 |
| Outlier Win Ratio | 41.44 | 2.71 |
| Outlier Loss Ratio | 4.69 | 2.92 |
| Volatility (ann.) | 9.41% | 35.62% |
| R^2 | 0.07 | 0.07 |
| Calmar | 2.6 | -0.51 |
| Skew | 2.47 | -0.26 |
| Kurtosis | 40.52 | 8.17 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 2.07% | -3.12% |
| Expected Yearly % | 14.27% | -18.6% |
| Kelly Criterion | 10.07% | 8.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -3.08% |
| Expected Shortfall (cVaR) | -0.79% | -3.08% |
| Year | 12060864:ETHUSD | 12060864:ethusd:triple_med_gx:zlema55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 28.70 | -2.38 | + |
| 2025 | -24.66 | 1.45 | -0.06 | + |
| Metric | 12060864:ethusd:triple_med_gx:zlema55_105 | 12060864:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 0.39% | 21.99% |
| 6M | 1.07% | -30.79% |
| YTD | 1.45% | -24.66% |
| 1Y | 30.1% | -27.95% |
| 3Y (ann.) | 28.94% | -32.45% |
| 5Y (ann.) | 28.94% | -32.45% |
| Metric | 12060864:ethusd:triple_med_gx:zlema55_105 | 12060864:ETHUSD |
|---|---|---|
| Max Drawdown | -11.15% | -63.95% |
| Longest DD Days | 110.0 | 184.0 |
| Avg. Drawdown | -2.85% | -17.79% |
| Avg. Drawdown Days | 26.0 | 54.0 |
| Recovery Factor | 2.74 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-30 | 2025-04-19 | -11.15 | 110 |
| 2024-08-14 | 2024-10-14 | -7.56 | 61 |
| 2024-07-17 | 2024-08-12 | -3.22 | 26 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-12-27 | 2024-12-30 | -2.54 | 2 |
| 2024-10-19 | 2024-11-21 | -2.50 | 32 |
| 2024-11-22 | 2024-11-23 | -2.34 | 1 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2025-04-19 | 2025-06-19 | -1.57 | 60 |
| 2024-11-23 | 2024-12-27 | -1.35 | 33 |
| Metric | 12060864:ethusd:triple_med_gx:zlema55_105 | 12060864:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.24% |
| Worst Day | -3.43% | -14.0% |
| Best Week | 7.46% | 27.26% |
| Worst Week | -3.22% | -20.52% |
| Best Month | 8.76% | 47.37% |
| Worst Month | -3.22% | -32.24% |
| Best Year | 28.7% | -12.05% |
| Worst Year | 1.45% | -24.66% |
| Avg. Up Day | 1.06% | 1.07% |
| Avg. Down Day | -0.82% | -0.89% |
| Avg. Up Week | 3.2% | 7.27% |
| Avg. Down Week | -1.04% | -2.99% |
| Avg. Up Month | 4.51% | 25.44% |
| Avg. Down Month | -1.8% | -5.52% |
| Win Days % | 49.32% | 49.84% |
| Win Month % | 75.0% | 23.08% |
| Win Week % | 65.22% | 48.21% |
| Win Quarter % | 100.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |