| Metric | 12062711:ethusd:triple_med_gx:zlema70_110 | 12062711:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 27.61% | -33.74% |
| Max Drawdown | -7.49% | -63.95% |
| Sharpe | 0.76 | -0.1 |
| Sortino | 1.29 | -0.13 |
| Payoff Ratio | 1.32 | 1.27 |
| Profit Factor | 1.4 | 0.98 |
| Common Sense Ratio | 1.42 | 0.96 |
| CPC Index | 0.92 | 0.62 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 50.73 | 2.6 |
| Outlier Loss Ratio | 4.98 | 2.74 |
| Volatility (ann.) | 8.02% | 35.62% |
| R^2 | 0.05 | 0.05 |
| Calmar | 3.49 | -0.51 |
| Skew | 2.85 | -0.26 |
| Kurtosis | 59.77 | 8.17 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 1.89% | -3.12% |
| Expected Yearly % | 12.97% | -18.6% |
| Kelly Criterion | 11.64% | 10.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -3.08% |
| Expected Shortfall (cVaR) | -0.67% | -3.08% |
| Year | 12062711:ETHUSD | 12062711:ethusd:triple_med_gx:zlema70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 22.30 | -1.85 | + |
| 2025 | -24.66 | 4.34 | -0.18 | + |
| Metric | 12062711:ethusd:triple_med_gx:zlema70_110 | 12062711:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | -2.58% | 21.99% |
| 6M | 3.77% | -30.79% |
| YTD | 4.34% | -24.66% |
| 1Y | 27.16% | -27.95% |
| 3Y (ann.) | 26.16% | -32.45% |
| 5Y (ann.) | 26.16% | -32.45% |
| Metric | 12062711:ethusd:triple_med_gx:zlema70_110 | 12062711:ETHUSD |
|---|---|---|
| Max Drawdown | -7.49% | -63.95% |
| Longest DD Days | 124.0 | 184.0 |
| Avg. Drawdown | -2.68% | -17.79% |
| Avg. Drawdown Days | 23.0 | 54.0 |
| Recovery Factor | 3.69 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-01-31 | -7.49 | 68 |
| 2024-08-14 | 2024-10-12 | -6.63 | 59 |
| 2025-02-14 | 2025-06-19 | -6.44 | 124 |
| 2025-02-13 | 2025-02-14 | -3.87 | 1 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-22 | 2024-11-23 | -2.34 | 1 |
| 2025-02-11 | 2025-02-12 | -1.64 | 1 |
| 2024-11-20 | 2024-11-21 | -1.59 | 1 |
| 2024-10-13 | 2024-10-14 | -1.22 | 1 |
| 2024-06-02 | 2024-06-30 | -1.07 | 28 |
| Metric | 12062711:ethusd:triple_med_gx:zlema70_110 | 12062711:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.24% |
| Worst Day | -3.89% | -14.0% |
| Best Week | 7.46% | 27.26% |
| Worst Week | -4.62% | -20.52% |
| Best Month | 8.82% | 47.37% |
| Worst Month | -2.51% | -32.24% |
| Best Year | 22.3% | -12.05% |
| Worst Year | 4.34% | -24.66% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.06% | 6.65% |
| Avg. Down Week | -1.86% | -3.05% |
| Avg. Up Month | 4.55% | 25.44% |
| Avg. Down Month | -1.68% | -11.31% |
| Win Days % | 49.74% | 49.84% |
| Win Month % | 66.67% | 23.08% |
| Win Week % | 59.09% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |