| Metric | 12007718:ethusd:triple_med_gx:zlema150_25 | 12007718:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -45.47% | -52.1% |
| Max Drawdown | -48.74% | -63.95% |
| Sharpe | -1.26 | -0.38 |
| Sortino | -1.5 | -0.52 |
| Payoff Ratio | 0.91 | 0.76 |
| Profit Factor | 0.59 | 0.94 |
| Common Sense Ratio | 0.1 | 0.87 |
| CPC Index | 0.19 | 0.35 |
| Tail Ratio | 0.17 | 0.92 |
| Outlier Win Ratio | 48.09 | 2.8 |
| Outlier Loss Ratio | 3.83 | 3.35 |
| Volatility (ann.) | 12.53% | 35.66% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.99 | -0.86 |
| Skew | -3.24 | -0.34 |
| Kurtosis | 40.79 | 8.95 |
| Expected Daily % | -0.05% | -0.06% |
| Expected Monthly % | -4.93% | -5.95% |
| Expected Yearly % | -26.16% | -30.79% |
| Kelly Criterion | -34.17% | -16.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -3.11% |
| Expected Shortfall (cVaR) | -1.12% | -3.11% |
| Year | 12007718:ETHUSD | 12007718:ethusd:triple_med_gx:zlema150_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -31.40 | 2.61 | - |
| 2025 | -45.53 | -20.51 | 0.45 | + |
| Metric | 12007718:ethusd:triple_med_gx:zlema150_25 | 12007718:ETHUSD |
|---|---|---|
| MTD | 0.0% | 1.12% |
| 3M | -20.34% | -41.03% |
| 6M | -23.77% | -31.24% |
| YTD | -20.51% | -45.53% |
| 1Y | -45.47% | -52.1% |
| 3Y (ann.) | -48.46% | -55.26% |
| 5Y (ann.) | -48.46% | -55.26% |
| Metric | 12007718:ethusd:triple_med_gx:zlema150_25 | 12007718:ETHUSD |
|---|---|---|
| Max Drawdown | -48.74% | -63.95% |
| Longest DD Days | 322.0 | 182.0 |
| Avg. Drawdown | -24.46% | -17.79% |
| Avg. Drawdown Days | 161.0 | 47.0 |
| Recovery Factor | -0.93 | -0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-05-01 | -48.74 | 322 |
| 2024-06-11 | 2024-06-11 | -0.18 | 0 |
| Metric | 12007718:ethusd:triple_med_gx:zlema150_25 | 12007718:ETHUSD |
|---|---|---|
| Best Day | 4.49% | 12.24% |
| Worst Day | -7.52% | -14.0% |
| Best Week | 5.75% | 18.08% |
| Worst Week | -16.69% | -20.52% |
| Best Month | 1.68% | 47.37% |
| Worst Month | -16.69% | -32.24% |
| Best Year | -20.51% | -12.05% |
| Worst Year | -31.4% | -45.53% |
| Avg. Up Day | 1.16% | 1.18% |
| Avg. Down Day | -1.27% | -1.55% |
| Avg. Up Week | 2.83% | 8.03% |
| Avg. Down Week | -4.65% | -8.01% |
| Avg. Up Month | 1.68% | 47.37% |
| Avg. Down Month | -7.23% | -12.82% |
| Win Days % | 35.96% | 49.36% |
| Win Month % | 18.18% | 25.0% |
| Win Week % | 26.92% | 46.94% |
| Win Quarter % | 20.0% | 20.0% |
| Win Year % | 0.0% | 0.0% |