| Metric | 12092861:ethusd:triple_med_gx:zlema35_70 | 12092861:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 43.61% | -33.12% |
| Max Drawdown | -9.98% | -63.95% |
| Sharpe | 0.73 | -0.09 |
| Sortino | 1.21 | -0.12 |
| Payoff Ratio | 1.46 | 1.26 |
| Profit Factor | 1.35 | 0.99 |
| Common Sense Ratio | 3.69 | 0.96 |
| CPC Index | 0.88 | 0.62 |
| Tail Ratio | 2.73 | 0.98 |
| Outlier Win Ratio | 33.5 | 2.96 |
| Outlier Loss Ratio | 4.62 | 3.15 |
| Volatility (ann.) | 12.85% | 35.63% |
| R^2 | 0.13 | 0.13 |
| Calmar | 4.13 | -0.5 |
| Skew | 2.88 | -0.26 |
| Kurtosis | 64.17 | 8.16 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 2.82% | -3.05% |
| Expected Yearly % | 19.84% | -18.22% |
| Kelly Criterion | 6.66% | 9.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -3.08% |
| Expected Shortfall (cVaR) | -1.08% | -3.08% |
| Year | 12092861:ETHUSD | 12092861:ethusd:triple_med_gx:zlema35_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 36.94 | -3.07 | + |
| 2025 | -23.95 | 4.87 | -0.20 | + |
| Metric | 12092861:ethusd:triple_med_gx:zlema35_70 | 12092861:ETHUSD |
|---|---|---|
| MTD | 3.29% | 0.13% |
| 3M | 1.12% | 23.14% |
| 6M | 10.55% | -34.95% |
| YTD | 4.87% | -23.95% |
| 1Y | 48.2% | -27.27% |
| 3Y (ann.) | 41.19% | -31.84% |
| 5Y (ann.) | 41.19% | -31.84% |
| Metric | 12092861:ethusd:triple_med_gx:zlema35_70 | 12092861:ETHUSD |
|---|---|---|
| Max Drawdown | -9.98% | -63.95% |
| Longest DD Days | 59.0 | 184.0 |
| Avg. Drawdown | -3.64% | -17.79% |
| Avg. Drawdown Days | 17.0 | 54.0 |
| Recovery Factor | 4.37 | -0.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-23 | 2025-06-19 | -9.98 | 27 |
| 2025-04-01 | 2025-05-22 | -9.42 | 50 |
| 2024-12-24 | 2025-01-31 | -9.18 | 37 |
| 2025-02-06 | 2025-03-02 | -8.63 | 24 |
| 2024-06-06 | 2024-07-08 | -8.39 | 32 |
| 2025-03-03 | 2025-04-01 | -6.84 | 29 |
| 2024-08-09 | 2024-10-07 | -6.10 | 59 |
| 2024-11-22 | 2024-12-23 | -2.66 | 31 |
| 2024-07-08 | 2024-07-09 | -2.27 | 0 |
| 2024-07-29 | 2024-08-08 | -1.97 | 9 |
| Metric | 12092861:ethusd:triple_med_gx:zlema35_70 | 12092861:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.24% |
| Worst Day | -5.29% | -14.0% |
| Best Week | 12.04% | 27.26% |
| Worst Week | -6.1% | -20.52% |
| Best Month | 11.26% | 47.37% |
| Worst Month | -7.09% | -32.24% |
| Best Year | 36.94% | -12.05% |
| Worst Year | 4.87% | -23.95% |
| Avg. Up Day | 1.42% | 1.46% |
| Avg. Down Day | -0.97% | -1.16% |
| Avg. Up Week | 3.61% | 8.03% |
| Avg. Down Week | -2.17% | -8.34% |
| Avg. Up Month | 2.45% | 17.01% |
| Avg. Down Month | -3.4% | -14.38% |
| Win Days % | 44.58% | 49.87% |
| Win Month % | 69.23% | 30.77% |
| Win Week % | 52.78% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |