| Metric | 12060969:ethusd:triple_med_gx:zlema55_105 | 12060969:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 28.89% | -33.74% |
| Max Drawdown | -10.36% | -63.95% |
| Sharpe | 0.67 | -0.1 |
| Sortino | 1.1 | -0.13 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.3 | 0.98 |
| Common Sense Ratio | 1.94 | 0.96 |
| CPC Index | 0.81 | 0.6 |
| Tail Ratio | 1.49 | 0.98 |
| Outlier Win Ratio | 40.95 | 2.79 |
| Outlier Loss Ratio | 4.65 | 2.98 |
| Volatility (ann.) | 9.76% | 35.62% |
| R^2 | 0.07 | 0.07 |
| Calmar | 2.64 | -0.51 |
| Skew | 2.29 | -0.26 |
| Kurtosis | 36.68 | 8.17 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 1.97% | -3.12% |
| Expected Yearly % | 13.53% | -18.6% |
| Kelly Criterion | 8.68% | 8.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -3.08% |
| Expected Shortfall (cVaR) | -0.82% | -3.08% |
| Year | 12060969:ETHUSD | 12060969:ethusd:triple_med_gx:zlema55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 29.54 | -2.45 | + |
| 2025 | -24.66 | -0.50 | 0.02 | + |
| Metric | 12060969:ethusd:triple_med_gx:zlema55_105 | 12060969:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | -0.2% | 21.99% |
| 6M | -2.31% | -30.79% |
| YTD | -0.5% | -24.66% |
| 1Y | 28.43% | -27.95% |
| 3Y (ann.) | 27.36% | -32.45% |
| 5Y (ann.) | 27.36% | -32.45% |
| Metric | 12060969:ethusd:triple_med_gx:zlema55_105 | 12060969:ETHUSD |
|---|---|---|
| Max Drawdown | -10.36% | -63.95% |
| Longest DD Days | 124.0 | 184.0 |
| Avg. Drawdown | -2.94% | -17.79% |
| Avg. Drawdown Days | 25.0 | 54.0 |
| Recovery Factor | 2.79 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-30 | 2025-02-14 | -10.36 | 46 |
| 2024-08-14 | 2024-10-14 | -7.78 | 61 |
| 2025-02-14 | 2025-06-19 | -5.80 | 124 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-12-27 | 2024-12-30 | -2.54 | 2 |
| 2024-11-22 | 2024-11-23 | -2.34 | 1 |
| 2024-10-14 | 2024-11-21 | -2.19 | 37 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-07-01 | 2024-07-14 | -1.39 | 13 |
| Metric | 12060969:ethusd:triple_med_gx:zlema55_105 | 12060969:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.24% |
| Worst Day | -3.43% | -14.0% |
| Best Week | 9.66% | 27.26% |
| Worst Week | -2.53% | -20.52% |
| Best Month | 9.37% | 47.37% |
| Worst Month | -1.82% | -32.24% |
| Best Year | 29.54% | -12.05% |
| Worst Year | -0.5% | -24.66% |
| Avg. Up Day | 1.09% | 1.1% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 3.52% | 6.05% |
| Avg. Down Week | -1.2% | -5.71% |
| Avg. Up Month | 3.53% | 30.63% |
| Avg. Down Month | -1.14% | -4.2% |
| Win Days % | 48.66% | 49.84% |
| Win Month % | 75.0% | 23.08% |
| Win Week % | 56.52% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |