| Metric | 12018059:ethusd:triple_med_gx:zlema265_45 | 12018059:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 21.72% | -33.74% |
| Max Drawdown | -12.27% | -63.95% |
| Sharpe | 0.43 | -0.1 |
| Sortino | 0.71 | -0.13 |
| Payoff Ratio | 1.53 | 1.13 |
| Profit Factor | 1.17 | 0.98 |
| Common Sense Ratio | 1.64 | 0.96 |
| CPC Index | 0.71 | 0.56 |
| Tail Ratio | 1.4 | 0.98 |
| Outlier Win Ratio | 31.53 | 2.95 |
| Outlier Loss Ratio | 5.21 | 3.02 |
| Volatility (ann.) | 12.9% | 35.62% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.68 | -0.51 |
| Skew | 3.16 | -0.26 |
| Kurtosis | 66.57 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.52% | -3.12% |
| Expected Yearly % | 10.33% | -18.6% |
| Kelly Criterion | 0.23% | 5.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -3.08% |
| Expected Shortfall (cVaR) | -1.1% | -3.08% |
| Year | 12018059:ETHUSD | 12018059:ethusd:triple_med_gx:zlema265_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 5.86 | -0.49 | + |
| 2025 | -24.66 | 14.98 | -0.61 | + |
| Metric | 12018059:ethusd:triple_med_gx:zlema265_45 | 12018059:ETHUSD |
|---|---|---|
| MTD | 3.19% | -0.81% |
| 3M | 0.52% | 21.99% |
| 6M | 19.26% | -30.79% |
| YTD | 14.98% | -24.66% |
| 1Y | 28.95% | -27.95% |
| 3Y (ann.) | 20.6% | -32.45% |
| 5Y (ann.) | 20.6% | -32.45% |
| Metric | 12018059:ethusd:triple_med_gx:zlema265_45 | 12018059:ETHUSD |
|---|---|---|
| Max Drawdown | -12.27% | -63.95% |
| Longest DD Days | 151.0 | 184.0 |
| Avg. Drawdown | -5.24% | -17.79% |
| Avg. Drawdown Days | 30.0 | 54.0 |
| Recovery Factor | 1.77 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-03-02 | -12.27 | 43 |
| 2024-06-12 | 2024-11-11 | -11.30 | 151 |
| 2025-04-04 | 2025-05-13 | -9.30 | 39 |
| 2025-05-14 | 2025-06-19 | -9.07 | 36 |
| 2024-11-16 | 2024-12-24 | -8.75 | 38 |
| 2024-11-12 | 2024-11-16 | -4.59 | 4 |
| 2025-03-05 | 2025-04-03 | -3.99 | 29 |
| 2024-12-24 | 2025-01-13 | -2.78 | 20 |
| 2025-01-15 | 2025-01-15 | -0.23 | 0 |
| 2025-03-04 | 2025-03-05 | -0.18 | 0 |
| Metric | 12018059:ethusd:triple_med_gx:zlema265_45 | 12018059: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 | 16.0% | 47.37% |
| Worst Month | -6.45% | -32.24% |
| Best Year | 14.98% | -12.05% |
| Worst Year | 5.86% | -24.66% |
| Avg. Up Day | 1.29% | 1.34% |
| Avg. Down Day | -0.84% | -1.18% |
| Avg. Up Week | 3.09% | 6.03% |
| Avg. Down Week | -2.7% | -9.43% |
| Avg. Up Month | 3.33% | 44.18% |
| Avg. Down Month | -3.67% | -13.74% |
| Win Days % | 39.67% | 49.84% |
| Win Month % | 53.85% | 23.08% |
| Win Week % | 50.0% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |