| Metric | 12118690:ethusd:triple_med_gx:zlema190_135 | 12118690:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -22.24% | -45.61% |
| Max Drawdown | -22.24% | -54.74% |
| Sharpe | -0.7 | -0.36 |
| Sortino | -0.97 | -0.48 |
| Payoff Ratio | 0.94 | 0.91 |
| Profit Factor | 0.65 | 0.94 |
| Common Sense Ratio | NaN | 0.91 |
| CPC Index | 0.24 | 0.42 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 71.4 | 2.33 |
| Outlier Loss Ratio | 2.89 | 3.0 |
| Volatility (ann.) | 10.32% | 34.95% |
| R^2 | 0.09 | 0.09 |
| Calmar | -1.19 | -0.96 |
| Skew | 3.88 | -0.55 |
| Kurtosis | 168.27 | 9.11 |
| Expected Daily % | -0.02% | -0.05% |
| Expected Monthly % | -2.48% | -5.91% |
| Expected Yearly % | -11.82% | -26.25% |
| Kelly Criterion | -24.45% | -6.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -3.04% |
| Expected Shortfall (cVaR) | -0.91% | -3.04% |
| Year | 12118690:ETHUSD | 12118690:ethusd:triple_med_gx:zlema190_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -19.95 | 1.66 | - |
| 2025 | -38.16 | -2.87 | 0.08 | + |
| Metric | 12118690:ethusd:triple_med_gx:zlema190_135 | 12118690:ETHUSD |
|---|---|---|
| MTD | -3.66% | -7.9% |
| 3M | -2.87% | -39.74% |
| 6M | -8.93% | -22.19% |
| YTD | -2.87% | -38.16% |
| 1Y | -22.24% | -45.61% |
| 3Y (ann.) | -26.52% | -52.57% |
| 5Y (ann.) | -26.52% | -52.57% |
| Metric | 12118690:ethusd:triple_med_gx:zlema190_135 | 12118690:ETHUSD |
|---|---|---|
| Max Drawdown | -22.24% | -54.74% |
| Longest DD Days | 247.0 | 182.0 |
| Avg. Drawdown | -22.24% | -16.47% |
| Avg. Drawdown Days | 247.0 | 42.0 |
| Recovery Factor | -1.0 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-21 | 2025-03-26 | -22.24 | 247 |
| Metric | 12118690:ethusd:triple_med_gx:zlema190_135 | 12118690:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 10.89% |
| Worst Day | -5.81% | -14.0% |
| Best Week | 0.82% | 18.08% |
| Worst Week | -7.54% | -20.52% |
| Best Month | 0.82% | 47.37% |
| Worst Month | -8.24% | -32.24% |
| Best Year | -2.87% | -12.05% |
| Worst Year | -19.95% | -38.16% |
| Avg. Up Day | 1.25% | 1.27% |
| Avg. Down Day | -1.33% | -1.39% |
| Avg. Up Week | 0.55% | 5.2% |
| Avg. Down Week | -4.72% | -7.22% |
| Avg. Up Month | 0.37% | 3.52% |
| Avg. Down Month | -6.36% | -9.83% |
| Win Days % | 39.77% | 49.37% |
| Win Month % | 33.33% | 20.0% |
| Win Week % | 22.22% | 47.73% |
| Win Quarter % | 0.0% | 25.0% |
| Win Year % | 0.0% | 0.0% |