| Metric | 12066164:ethusd:triple_med_gx:zlema195_120 | 12066164:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 11.87% | -33.74% |
| Max Drawdown | -17.13% | -63.95% |
| Sharpe | 0.28 | -0.1 |
| Sortino | 0.49 | -0.13 |
| Payoff Ratio | 1.77 | 1.23 |
| Profit Factor | 1.14 | 0.98 |
| Common Sense Ratio | 0.74 | 0.96 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 0.65 | 0.98 |
| Outlier Win Ratio | 38.64 | 2.73 |
| Outlier Loss Ratio | 6.08 | 2.92 |
| Volatility (ann.) | 11.91% | 35.62% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.66 | -0.51 |
| Skew | 4.49 | -0.26 |
| Kurtosis | 92.44 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 0.87% | -3.12% |
| Expected Yearly % | 5.77% | -18.6% |
| Kelly Criterion | -4.72% | 9.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -3.08% |
| Expected Shortfall (cVaR) | -1.02% | -3.08% |
| Year | 12066164:ETHUSD | 12066164:ethusd:triple_med_gx:zlema195_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 13.00 | -1.08 | + |
| 2025 | -24.66 | -1.01 | 0.04 | + |
| Metric | 12066164:ethusd:triple_med_gx:zlema195_120 | 12066164:ETHUSD |
|---|---|---|
| MTD | -6.58% | -0.81% |
| 3M | -6.97% | 21.99% |
| 6M | 7.36% | -30.79% |
| YTD | -1.01% | -24.66% |
| 1Y | 12.85% | -27.95% |
| 3Y (ann.) | 11.28% | -32.45% |
| 5Y (ann.) | 11.28% | -32.45% |
| Metric | 12066164:ethusd:triple_med_gx:zlema195_120 | 12066164:ETHUSD |
|---|---|---|
| Max Drawdown | -17.13% | -63.95% |
| Longest DD Days | 135.0 | 184.0 |
| Avg. Drawdown | -3.31% | -17.79% |
| Avg. Drawdown Days | 21.0 | 54.0 |
| Recovery Factor | 0.69 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-06-19 | -17.13 | 135 |
| 2024-09-04 | 2024-11-21 | -12.20 | 77 |
| 2024-12-21 | 2025-01-30 | -5.92 | 40 |
| 2024-11-22 | 2024-12-20 | -3.81 | 28 |
| 2024-07-19 | 2024-08-08 | -2.92 | 19 |
| 2024-07-17 | 2024-07-19 | -2.89 | 2 |
| 2024-06-03 | 2024-06-27 | -1.94 | 24 |
| 2024-07-01 | 2024-07-09 | -1.47 | 7 |
| 2025-01-30 | 2025-02-03 | -1.20 | 3 |
| 2024-09-02 | 2024-09-04 | -1.16 | 1 |
| Metric | 12066164:ethusd:triple_med_gx:zlema195_120 | 12066164:ETHUSD |
|---|---|---|
| Best Day | 10.66% | 12.24% |
| Worst Day | -6.73% | -14.0% |
| Best Week | 10.27% | 27.26% |
| Worst Week | -6.58% | -20.52% |
| Best Month | 8.45% | 47.37% |
| Worst Month | -6.58% | -32.24% |
| Best Year | 13.0% | -12.05% |
| Worst Year | -1.01% | -24.66% |
| Avg. Up Day | 1.37% | 1.43% |
| Avg. Down Day | -0.78% | -1.16% |
| Avg. Up Week | 2.37% | 6.67% |
| Avg. Down Week | -2.11% | -6.83% |
| Avg. Up Month | 5.62% | 47.37% |
| Avg. Down Month | -3.42% | -7.55% |
| Win Days % | 33.08% | 49.84% |
| Win Month % | 61.54% | 23.08% |
| Win Week % | 41.03% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |