| Metric | 12018038:ethusd:triple_med_gx:zlema225_45 | 12018038:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 30.46% | -33.74% |
| Max Drawdown | -15.56% | -63.95% |
| Sharpe | 0.56 | -0.1 |
| Sortino | 0.96 | -0.13 |
| Payoff Ratio | 1.58 | 1.23 |
| Profit Factor | 1.24 | 0.98 |
| Common Sense Ratio | 2.02 | 0.96 |
| CPC Index | 0.79 | 0.6 |
| Tail Ratio | 1.62 | 0.98 |
| Outlier Win Ratio | 32.19 | 2.95 |
| Outlier Loss Ratio | 5.17 | 3.01 |
| Volatility (ann.) | 12.66% | 35.62% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.85 | -0.51 |
| Skew | 3.55 | -0.26 |
| Kurtosis | 70.08 | 8.17 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 2.07% | -3.12% |
| Expected Yearly % | 14.22% | -18.6% |
| Kelly Criterion | 2.31% | 9.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -3.08% |
| Expected Shortfall (cVaR) | -1.07% | -3.08% |
| Year | 12018038:ETHUSD | 12018038:ethusd:triple_med_gx:zlema225_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 8.63 | -0.72 | + |
| 2025 | -24.66 | 20.10 | -0.81 | + |
| Metric | 12018038:ethusd:triple_med_gx:zlema225_45 | 12018038:ETHUSD |
|---|---|---|
| MTD | 3.19% | -0.81% |
| 3M | 4.74% | 21.99% |
| 6M | 24.57% | -30.79% |
| YTD | 20.1% | -24.66% |
| 1Y | 35.78% | -27.95% |
| 3Y (ann.) | 28.84% | -32.45% |
| 5Y (ann.) | 28.84% | -32.45% |
| Metric | 12018038:ethusd:triple_med_gx:zlema225_45 | 12018038:ETHUSD |
|---|---|---|
| Max Drawdown | -15.56% | -63.95% |
| Longest DD Days | 147.0 | 184.0 |
| Avg. Drawdown | -3.33% | -17.79% |
| Avg. Drawdown Days | 17.0 | 54.0 |
| Recovery Factor | 1.96 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2024-11-11 | -15.56 | 147 |
| 2025-01-18 | 2025-03-02 | -13.01 | 43 |
| 2025-03-05 | 2025-05-13 | -9.96 | 69 |
| 2024-11-16 | 2024-12-11 | -5.44 | 25 |
| 2025-05-14 | 2025-05-19 | -4.68 | 5 |
| 2024-11-12 | 2024-11-16 | -4.59 | 4 |
| 2025-06-16 | 2025-06-18 | -3.38 | 1 |
| 2025-05-23 | 2025-06-15 | -2.14 | 22 |
| 2025-06-18 | 2025-06-19 | -1.77 | 1 |
| 2024-12-24 | 2025-01-13 | -1.68 | 20 |
| Metric | 12018038:ethusd:triple_med_gx:zlema225_45 | 12018038:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.24% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 11.99% | 27.26% |
| Worst Week | -8.19% | -20.52% |
| Best Month | 15.96% | 47.37% |
| Worst Month | -4.71% | -32.24% |
| Best Year | 20.1% | -12.05% |
| Worst Year | 8.63% | -24.66% |
| Avg. Up Day | 1.34% | 1.39% |
| Avg. Down Day | -0.85% | -1.13% |
| Avg. Up Week | 3.12% | 5.45% |
| Avg. Down Week | -2.48% | -10.37% |
| Avg. Up Month | 6.19% | 44.18% |
| Avg. Down Month | -4.09% | -16.35% |
| Win Days % | 40.21% | 49.84% |
| Win Month % | 61.54% | 23.08% |
| Win Week % | 47.37% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |