| Metric | 12018029:ethusd:triple_med_gx:zlema190_45 | 12018029:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 21.8% | -33.74% |
| Max Drawdown | -17.38% | -63.95% |
| Sharpe | 0.42 | -0.1 |
| Sortino | 0.67 | -0.13 |
| Payoff Ratio | 1.49 | 1.17 |
| Profit Factor | 1.18 | 0.98 |
| Common Sense Ratio | 2.02 | 0.96 |
| CPC Index | 0.7 | 0.57 |
| Tail Ratio | 1.71 | 0.98 |
| Outlier Win Ratio | 32.3 | 2.95 |
| Outlier Loss Ratio | 4.97 | 3.04 |
| Volatility (ann.) | 13.17% | 35.62% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.19 | -0.51 |
| Skew | 2.51 | -0.26 |
| Kurtosis | 65.02 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.53% | -3.12% |
| Expected Yearly % | 10.36% | -18.6% |
| Kelly Criterion | -0.24% | 6.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -3.08% |
| Expected Shortfall (cVaR) | -1.12% | -3.08% |
| Year | 12018029:ETHUSD | 12018029:ethusd:triple_med_gx:zlema190_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 15.08 | -1.25 | + |
| 2025 | -24.66 | 5.84 | -0.24 | + |
| Metric | 12018029:ethusd:triple_med_gx:zlema190_45 | 12018029:ETHUSD |
|---|---|---|
| MTD | 3.19% | -0.81% |
| 3M | 1.04% | 21.99% |
| 6M | 10.43% | -30.79% |
| YTD | 5.84% | -24.66% |
| 1Y | 26.77% | -27.95% |
| 3Y (ann.) | 20.68% | -32.45% |
| 5Y (ann.) | 20.68% | -32.45% |
| Metric | 12018029:ethusd:triple_med_gx:zlema190_45 | 12018029:ETHUSD |
|---|---|---|
| Max Drawdown | -17.38% | -63.95% |
| Longest DD Days | 147.0 | 184.0 |
| Avg. Drawdown | -5.47% | -17.79% |
| Avg. Drawdown Days | 31.0 | 54.0 |
| Recovery Factor | 1.25 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-05 | 2025-06-19 | -17.38 | 106 |
| 2025-01-18 | 2025-03-02 | -12.91 | 43 |
| 2024-06-17 | 2024-11-11 | -11.38 | 147 |
| 2024-12-24 | 2025-01-15 | -7.37 | 21 |
| 2024-11-16 | 2024-12-11 | -5.11 | 24 |
| 2024-11-12 | 2024-11-16 | -4.59 | 4 |
| 2024-06-15 | 2024-06-16 | -0.58 | 0 |
| 2024-12-24 | 2024-12-24 | -0.29 | 0 |
| 2024-12-23 | 2024-12-23 | -0.18 | 0 |
| 2025-01-18 | 2025-01-18 | -0.18 | 0 |
| Metric | 12018029:ethusd:triple_med_gx:zlema190_45 | 12018029:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.24% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 11.99% | 27.26% |
| Worst Week | -13.53% | -20.52% |
| Best Month | 12.98% | 47.37% |
| Worst Month | -8.08% | -32.24% |
| Best Year | 15.08% | -12.05% |
| Worst Year | 5.84% | -24.66% |
| Avg. Up Day | 1.34% | 1.4% |
| Avg. Down Day | -0.9% | -1.19% |
| Avg. Up Week | 2.8% | 5.95% |
| Avg. Down Week | -3.07% | -9.94% |
| Avg. Up Month | 5.15% | 30.63% |
| Avg. Down Month | -4.87% | -13.26% |
| Win Days % | 40.0% | 49.84% |
| Win Month % | 61.54% | 23.08% |
| Win Week % | 52.78% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |