| Metric | 12061011:ethusd:triple_med_gx:zlema55_105 | 12061011:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 25.06% | -33.74% |
| Max Drawdown | -12.86% | -63.95% |
| Sharpe | 0.59 | -0.1 |
| Sortino | 0.96 | -0.13 |
| Payoff Ratio | 1.32 | 1.24 |
| Profit Factor | 1.26 | 0.98 |
| Common Sense Ratio | 1.86 | 0.96 |
| CPC Index | 0.79 | 0.61 |
| Tail Ratio | 1.48 | 0.98 |
| Outlier Win Ratio | 40.59 | 2.79 |
| Outlier Loss Ratio | 4.69 | 2.99 |
| Volatility (ann.) | 9.84% | 35.62% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.85 | -0.51 |
| Skew | 2.2 | -0.26 |
| Kurtosis | 35.63 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.73% | -3.12% |
| Expected Yearly % | 11.83% | -18.6% |
| Kelly Criterion | 7.52% | 9.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -3.08% |
| Expected Shortfall (cVaR) | -0.83% | -3.08% |
| Year | 12061011:ETHUSD | 12061011:ethusd:triple_med_gx:zlema55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 25.57 | -2.12 | + |
| 2025 | -24.66 | -0.41 | 0.02 | + |
| Metric | 12061011:ethusd:triple_med_gx:zlema55_105 | 12061011:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 0.19% | 21.99% |
| 6M | -2.22% | -30.79% |
| YTD | -0.41% | -24.66% |
| 1Y | 24.61% | -27.95% |
| 3Y (ann.) | 23.75% | -32.45% |
| 5Y (ann.) | 23.75% | -32.45% |
| Metric | 12061011:ethusd:triple_med_gx:zlema55_105 | 12061011:ETHUSD |
|---|---|---|
| Max Drawdown | -12.86% | -63.95% |
| Longest DD Days | 207.0 | 184.0 |
| Avg. Drawdown | -2.88% | -17.79% |
| Avg. Drawdown Days | 27.0 | 54.0 |
| Recovery Factor | 1.95 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-06-19 | -12.86 | 207 |
| 2024-08-14 | 2024-10-14 | -7.78 | 61 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 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 | 2024-07-15 | -1.72 | 13 |
| 2024-06-02 | 2024-07-01 | -1.00 | 29 |
| 2024-08-12 | 2024-08-12 | -0.72 | 0 |
| Metric | 12061011:ethusd:triple_med_gx:zlema55_105 | 12061011: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 | 10.2% | 47.37% |
| Worst Month | -1.82% | -32.24% |
| Best Year | 25.57% | -12.05% |
| Worst Year | -0.41% | -24.66% |
| Avg. Up Day | 1.11% | 1.11% |
| Avg. Down Day | -0.84% | -0.9% |
| Avg. Up Week | 4.08% | 6.23% |
| Avg. Down Week | -1.03% | -6.55% |
| Avg. Up Month | 2.54% | 30.63% |
| Avg. Down Month | -0.9% | -7.78% |
| Win Days % | 47.37% | 49.84% |
| Win Month % | 66.67% | 23.08% |
| Win Week % | 47.83% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |