| Metric | 12062969:ethusd:triple_med_gx:zlema55_110 | 12062969:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 16.67% | -33.74% |
| Max Drawdown | -12.61% | -63.95% |
| Sharpe | 0.4 | -0.1 |
| Sortino | 0.62 | -0.13 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.16 | 0.98 |
| Common Sense Ratio | 1.5 | 0.96 |
| CPC Index | 0.67 | 0.58 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 38.72 | 2.86 |
| Outlier Loss Ratio | 4.74 | 3.16 |
| Volatility (ann.) | 10.48% | 35.62% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.26 | -0.51 |
| Skew | 1.33 | -0.26 |
| Kurtosis | 31.67 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.19% | -3.12% |
| Expected Yearly % | 8.01% | -18.6% |
| Kelly Criterion | 4.16% | 7.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -3.08% |
| Expected Shortfall (cVaR) | -0.89% | -3.08% |
| Year | 12062969:ETHUSD | 12062969:ethusd:triple_med_gx:zlema55_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 24.50 | -2.03 | + |
| 2025 | -24.66 | -6.29 | 0.26 | + |
| Metric | 12062969:ethusd:triple_med_gx:zlema55_110 | 12062969:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 1.11% | 21.99% |
| 6M | -7.31% | -30.79% |
| YTD | -6.29% | -24.66% |
| 1Y | 17.51% | -27.95% |
| 3Y (ann.) | 15.83% | -32.45% |
| 5Y (ann.) | 15.83% | -32.45% |
| Metric | 12062969:ethusd:triple_med_gx:zlema55_110 | 12062969:ETHUSD |
|---|---|---|
| Max Drawdown | -12.61% | -63.95% |
| Longest DD Days | 207.0 | 184.0 |
| Avg. Drawdown | -3.22% | -17.79% |
| Avg. Drawdown Days | 31.0 | 54.0 |
| Recovery Factor | 1.32 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-06-19 | -12.61 | 207 |
| 2024-08-14 | 2024-10-14 | -6.63 | 60 |
| 2024-06-02 | 2024-07-15 | -4.83 | 43 |
| 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 |
| 2024-08-12 | 2024-08-12 | -0.72 | 0 |
| 2024-07-20 | 2024-08-12 | -0.70 | 22 |
| Metric | 12062969:ethusd:triple_med_gx:zlema55_110 | 12062969:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.24% |
| Worst Day | -4.45% | -14.0% |
| Best Week | 9.66% | 27.26% |
| Worst Week | -5.66% | -20.52% |
| Best Month | 7.29% | 47.37% |
| Worst Month | -3.65% | -32.24% |
| Best Year | 24.5% | -12.05% |
| Worst Year | -6.29% | -24.66% |
| Avg. Up Day | 1.08% | 1.09% |
| Avg. Down Day | -0.88% | -0.93% |
| Avg. Up Week | 3.61% | 5.77% |
| Avg. Down Week | -1.97% | -6.03% |
| Avg. Up Month | 2.89% | 30.63% |
| Avg. Down Month | -1.6% | -12.12% |
| Win Days % | 47.2% | 49.84% |
| Win Month % | 50.0% | 23.08% |
| Win Week % | 50.0% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |