| Metric | 12008477:ethusd:triple_med_gx:zlema200_25 | 12008477:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 13.48% | -33.74% |
| Max Drawdown | -27.81% | -63.95% |
| Sharpe | 0.25 | -0.1 |
| Sortino | 0.38 | -0.13 |
| Payoff Ratio | 1.15 | 0.93 |
| Profit Factor | 1.1 | 0.98 |
| Common Sense Ratio | 1.65 | 0.96 |
| CPC Index | 0.58 | 0.46 |
| Tail Ratio | 1.5 | 0.98 |
| Outlier Win Ratio | 25.09 | 3.22 |
| Outlier Loss Ratio | 3.77 | 3.68 |
| Volatility (ann.) | 18.73% | 35.62% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.46 | -0.51 |
| Skew | 1.42 | -0.26 |
| Kurtosis | 41.61 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 0.98% | -3.12% |
| Expected Yearly % | 6.53% | -18.6% |
| Kelly Criterion | -1.67% | -3.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -3.08% |
| Expected Shortfall (cVaR) | -1.6% | -3.08% |
| Year | 12008477:ETHUSD | 12008477:ethusd:triple_med_gx:zlema200_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 0.49 | -0.04 | + |
| 2025 | -24.66 | 12.93 | -0.52 | + |
| Metric | 12008477:ethusd:triple_med_gx:zlema200_25 | 12008477:ETHUSD |
|---|---|---|
| MTD | -6.41% | -0.81% |
| 3M | 17.18% | 21.99% |
| 6M | 19.18% | -30.79% |
| YTD | 12.93% | -24.66% |
| 1Y | 8.02% | -27.95% |
| 3Y (ann.) | 12.81% | -32.45% |
| 5Y (ann.) | 12.81% | -32.45% |
| Metric | 12008477:ethusd:triple_med_gx:zlema200_25 | 12008477:ETHUSD |
|---|---|---|
| Max Drawdown | -27.81% | -63.95% |
| Longest DD Days | 191.0 | 184.0 |
| Avg. Drawdown | -5.5% | -17.79% |
| Avg. Drawdown Days | 22.0 | 54.0 |
| Recovery Factor | 0.48 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-05-10 | -27.81 | 112 |
| 2024-07-07 | 2025-01-15 | -26.57 | 191 |
| 2025-06-12 | 2025-06-19 | -12.07 | 7 |
| 2025-01-16 | 2025-01-17 | -4.17 | 1 |
| 2025-05-11 | 2025-05-19 | -3.34 | 8 |
| 2024-06-17 | 2024-06-19 | -2.57 | 1 |
| 2025-06-06 | 2025-06-10 | -1.75 | 4 |
| 2025-06-11 | 2025-06-11 | -1.53 | 0 |
| 2024-06-22 | 2024-06-24 | -1.22 | 2 |
| 2024-06-15 | 2024-06-17 | -0.50 | 1 |
| Metric | 12008477:ethusd:triple_med_gx:zlema200_25 | 12008477:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.24% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 28.84% | 27.26% |
| Worst Week | -13.59% | -20.52% |
| Best Month | 44.22% | 47.37% |
| Worst Month | -15.74% | -32.24% |
| Best Year | 12.93% | -12.05% |
| Worst Year | 0.49% | -24.66% |
| Avg. Up Day | 1.59% | 1.62% |
| Avg. Down Day | -1.39% | -1.74% |
| Avg. Up Week | 8.98% | 8.92% |
| Avg. Down Week | -6.49% | -10.02% |
| Avg. Up Month | 24.68% | 44.18% |
| Avg. Down Month | -7.77% | -12.07% |
| Win Days % | 45.64% | 49.84% |
| Win Month % | 38.46% | 23.08% |
| Win Week % | 51.61% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |