| Metric | 12062892:ethusd:triple_med_gx:zlema65_110 | 12062892:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 27.79% | -33.74% |
| Max Drawdown | -7.83% | -63.95% |
| Sharpe | 0.76 | -0.1 |
| Sortino | 1.32 | -0.13 |
| Payoff Ratio | 1.37 | 1.35 |
| Profit Factor | 1.39 | 0.98 |
| Common Sense Ratio | 1.43 | 0.96 |
| CPC Index | 0.92 | 0.66 |
| Tail Ratio | 1.03 | 0.98 |
| Outlier Win Ratio | 49.2 | 2.58 |
| Outlier Loss Ratio | 5.19 | 2.82 |
| Volatility (ann.) | 8.16% | 35.62% |
| R^2 | 0.05 | 0.05 |
| Calmar | 3.36 | -0.51 |
| Skew | 3.4 | -0.26 |
| Kurtosis | 56.1 | 8.17 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 1.9% | -3.12% |
| Expected Yearly % | 13.05% | -18.6% |
| Kelly Criterion | 10.93% | 12.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -3.08% |
| Expected Shortfall (cVaR) | -0.69% | -3.08% |
| Year | 12062892:ETHUSD | 12062892:ethusd:triple_med_gx:zlema65_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 23.19 | -1.92 | + |
| 2025 | -24.66 | 3.74 | -0.15 | + |
| Metric | 12062892:ethusd:triple_med_gx:zlema65_110 | 12062892:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | -1.12% | 21.99% |
| 6M | 3.76% | -30.79% |
| YTD | 3.74% | -24.66% |
| 1Y | 28.72% | -27.95% |
| 3Y (ann.) | 26.33% | -32.45% |
| 5Y (ann.) | 26.33% | -32.45% |
| Metric | 12062892:ethusd:triple_med_gx:zlema65_110 | 12062892:ETHUSD |
|---|---|---|
| Max Drawdown | -7.83% | -63.95% |
| Longest DD Days | 138.0 | 184.0 |
| Avg. Drawdown | -2.22% | -17.79% |
| Avg. Drawdown Days | 21.0 | 54.0 |
| Recovery Factor | 3.55 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-06-19 | -7.83 | 138 |
| 2024-08-14 | 2024-10-12 | -6.63 | 59 |
| 2025-01-28 | 2025-01-30 | -4.26 | 2 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-23 | 2025-01-27 | -2.82 | 65 |
| 2024-11-22 | 2024-11-23 | -2.34 | 1 |
| 2024-06-02 | 2024-07-01 | -2.23 | 29 |
| 2024-11-20 | 2024-11-21 | -1.59 | 1 |
| 2024-10-13 | 2024-10-14 | -1.22 | 1 |
| 2024-07-02 | 2024-07-14 | -1.15 | 12 |
| Metric | 12062892:ethusd:triple_med_gx:zlema65_110 | 12062892:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.24% |
| Worst Day | -3.43% | -14.0% |
| Best Week | 7.46% | 27.26% |
| Worst Week | -2.13% | -20.52% |
| Best Month | 8.84% | 47.37% |
| Worst Month | -1.94% | -32.24% |
| Best Year | 23.19% | -12.05% |
| Worst Year | 3.74% | -24.66% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 2.56% | 5.82% |
| Avg. Down Week | -1.03% | -6.52% |
| Avg. Up Month | 4.14% | 25.44% |
| Avg. Down Month | -0.94% | -17.44% |
| Win Days % | 48.44% | 49.84% |
| Win Month % | 66.67% | 23.08% |
| Win Week % | 52.38% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |