| Metric | 12018064:ethusd:triple_med_gx:zlema275_45 | 12018064:ETHUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 24.87% | -33.74% |
| Max Drawdown | -12.27% | -63.95% |
| Sharpe | 0.48 | -0.1 |
| Sortino | 0.81 | -0.13 |
| Payoff Ratio | 1.59 | 1.19 |
| Profit Factor | 1.21 | 0.98 |
| Common Sense Ratio | 1.87 | 0.96 |
| CPC Index | 0.75 | 0.58 |
| Tail Ratio | 1.55 | 0.98 |
| Outlier Win Ratio | 32.81 | 2.93 |
| Outlier Loss Ratio | 5.5 | 3.01 |
| Volatility (ann.) | 12.56% | 35.62% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.92 | -0.51 |
| Skew | 3.44 | -0.26 |
| Kurtosis | 73.42 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.72% | -3.12% |
| Expected Yearly % | 11.74% | -18.6% |
| Kelly Criterion | 0.4% | 7.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -3.08% |
| Expected Shortfall (cVaR) | -1.06% | -3.08% |
| Year | 12018064:ETHUSD | 12018064:ethusd:triple_med_gx:zlema275_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 5.83 | -0.48 | + |
| 2025 | -24.66 | 17.99 | -0.73 | + |
| Metric | 12018064:ethusd:triple_med_gx:zlema275_45 | 12018064:ETHUSD |
|---|---|---|
| MTD | 6.3% | -0.81% |
| 3M | 4.72% | 21.99% |
| 6M | 23.11% | -30.79% |
| YTD | 17.99% | -24.66% |
| 1Y | 32.29% | -27.95% |
| 3Y (ann.) | 23.57% | -32.45% |
| 5Y (ann.) | 23.57% | -32.45% |
| Metric | 12018064:ethusd:triple_med_gx:zlema275_45 | 12018064:ETHUSD |
|---|---|---|
| Max Drawdown | -12.27% | -63.95% |
| Longest DD Days | 150.0 | 184.0 |
| Avg. Drawdown | -4.97% | -17.79% |
| Avg. Drawdown Days | 30.0 | 54.0 |
| Recovery Factor | 2.03 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-03-02 | -12.27 | 43 |
| 2025-03-05 | 2025-05-13 | -10.38 | 69 |
| 2024-06-12 | 2024-11-09 | -10.22 | 150 |
| 2025-05-14 | 2025-06-17 | -9.07 | 34 |
| 2024-11-16 | 2025-01-13 | -8.75 | 58 |
| 2024-11-12 | 2024-11-16 | -4.59 | 4 |
| 2024-11-10 | 2024-11-11 | -1.85 | 0 |
| 2025-06-18 | 2025-06-19 | -1.77 | 1 |
| 2025-01-15 | 2025-01-15 | -0.23 | 0 |
| 2025-01-18 | 2025-01-18 | -0.18 | 0 |
| Metric | 12018064:ethusd:triple_med_gx:zlema275_45 | 12018064:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.24% |
| Worst Day | -6.37% | -14.0% |
| Best Week | 11.99% | 27.26% |
| Worst Week | -7.16% | -20.52% |
| Best Month | 12.98% | 47.37% |
| Worst Month | -6.45% | -32.24% |
| Best Year | 17.99% | -12.05% |
| Worst Year | 5.83% | -24.66% |
| Avg. Up Day | 1.29% | 1.35% |
| Avg. Down Day | -0.81% | -1.13% |
| Avg. Up Week | 3.3% | 6.03% |
| Avg. Down Week | -2.61% | -9.43% |
| Avg. Up Month | 3.86% | 44.18% |
| Avg. Down Month | -4.23% | -16.35% |
| Win Days % | 38.85% | 49.84% |
| Win Month % | 61.54% | 23.08% |
| Win Week % | 50.0% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |