| Metric | 11976919:ethusd:triple_med_gx:zlema115_145 | 11976919:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | -26.23% | -30.98% |
| Max Drawdown | -47.6% | -63.26% |
| Sharpe | -0.61 | -0.15 |
| Sortino | -0.97 | -0.22 |
| Payoff Ratio | 1.19 | 1.06 |
| Profit Factor | 0.81 | 0.98 |
| Common Sense Ratio | 0.45 | 1.0 |
| CPC Index | 0.37 | 0.51 |
| Tail Ratio | 0.55 | 1.02 |
| Outlier Win Ratio | 28.61 | 3.64 |
| Outlier Loss Ratio | 3.7 | 2.77 |
| Volatility (ann.) | 38.57% | 73.0% |
| R^2 | 0.28 | 0.28 |
| Calmar | -0.55 | -0.49 |
| Skew | 3.5 | 0.69 |
| Kurtosis | 48.53 | 4.88 |
| Expected Daily % | -0.08% | -0.1% |
| Expected Monthly % | -2.5% | -3.04% |
| Expected Yearly % | -14.11% | -16.92% |
| Kelly Criterion | -14.27% | 2.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.38% | -6.32% |
| Expected Shortfall (cVaR) | -3.38% | -6.32% |
| Year | 11976919:ETHUSD | 11976919:ethusd:triple_med_gx:zlema115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.66 | -16.54 | 1.31 | - |
| 2025 | -20.98 | -11.62 | 0.55 | + |
| Metric | 11976919:ethusd:triple_med_gx:zlema115_145 | 11976919:ETHUSD |
|---|---|---|
| MTD | 38.86% | 46.71% |
| 3M | 18.94% | 5.57% |
| 6M | -11.62% | -20.81% |
| YTD | -11.62% | -20.98% |
| 1Y | -26.23% | -30.98% |
| 3Y (ann.) | -26.42% | -31.2% |
| 5Y (ann.) | -26.42% | -31.2% |
| Metric | 11976919:ethusd:triple_med_gx:zlema115_145 | 11976919:ETHUSD |
|---|---|---|
| Max Drawdown | -47.6% | -63.26% |
| Longest DD Days | 357.0 | 183.0 |
| Avg. Drawdown | -23.89% | -26.77% |
| Avg. Drawdown Days | 179.0 | 90.0 |
| Recovery Factor | -0.55 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-05-29 | -47.60 | 357 |
| 2024-06-04 | 2024-06-05 | -0.18 | 1 |
| Metric | 11976919:ethusd:triple_med_gx:zlema115_145 | 11976919:ETHUSD |
|---|---|---|
| Best Day | 21.85% | 21.85% |
| Worst Day | -12.48% | -14.77% |
| Best Week | 27.26% | 27.26% |
| Worst Week | -14.29% | -20.52% |
| Best Month | 38.86% | 47.37% |
| Worst Month | -20.42% | -32.24% |
| Best Year | -11.62% | -12.66% |
| Worst Year | -16.54% | -20.98% |
| Avg. Up Day | 2.63% | 2.65% |
| Avg. Down Day | -2.22% | -2.5% |
| Avg. Up Week | 7.73% | 9.59% |
| Avg. Down Week | -6.45% | -8.0% |
| Avg. Up Month | 26.93% | 47.04% |
| Avg. Down Month | -11.87% | -8.97% |
| Win Days % | 38.0% | 49.72% |
| Win Month % | 25.0% | 25.0% |
| Win Week % | 40.91% | 49.06% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 0.0% | 0.0% |