| Metric | 12018068:ethusd:triple_med_gx:zlema280_45 | 12018068:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 20.4% | -33.74% |
| Max Drawdown | -12.27% | -63.95% |
| Sharpe | 0.42 | -0.1 |
| Sortino | 0.7 | -0.13 |
| Payoff Ratio | 1.57 | 1.18 |
| Profit Factor | 1.18 | 0.98 |
| Common Sense Ratio | 1.81 | 0.96 |
| CPC Index | 0.71 | 0.58 |
| Tail Ratio | 1.53 | 0.98 |
| Outlier Win Ratio | 33.84 | 2.93 |
| Outlier Loss Ratio | 5.47 | 3.01 |
| Volatility (ann.) | 12.47% | 35.62% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.58 | -0.51 |
| Skew | 3.51 | -0.26 |
| Kurtosis | 75.51 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.44% | -3.12% |
| Expected Yearly % | 9.73% | -18.6% |
| Kelly Criterion | -0.65% | 7.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -3.08% |
| Expected Shortfall (cVaR) | -1.06% | -3.08% |
| Year | 12018068:ETHUSD | 12018068:ethusd:triple_med_gx:zlema280_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 5.59 | -0.46 | + |
| 2025 | -24.66 | 14.03 | -0.57 | + |
| Metric | 12018068:ethusd:triple_med_gx:zlema280_45 | 12018068:ETHUSD |
|---|---|---|
| MTD | 3.86% | -0.81% |
| 3M | 1.21% | 21.99% |
| 6M | 18.98% | -30.79% |
| YTD | 14.03% | -24.66% |
| 1Y | 27.56% | -27.95% |
| 3Y (ann.) | 19.36% | -32.45% |
| 5Y (ann.) | 19.36% | -32.45% |
| Metric | 12018068:ethusd:triple_med_gx:zlema280_45 | 12018068:ETHUSD |
|---|---|---|
| Max Drawdown | -12.27% | -63.95% |
| Longest DD Days | 150.0 | 184.0 |
| Avg. Drawdown | -5.18% | -17.79% |
| Avg. Drawdown Days | 33.0 | 54.0 |
| Recovery Factor | 1.66 | -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 | -9.30 | 150 |
| 2025-05-14 | 2025-06-19 | -9.07 | 36 |
| 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 |
| 2025-01-15 | 2025-01-15 | -0.23 | 0 |
| 2025-01-18 | 2025-01-18 | -0.18 | 0 |
| 2025-01-14 | 2025-01-14 | -0.18 | 0 |
| Metric | 12018068:ethusd:triple_med_gx:zlema280_45 | 12018068: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 | -5.33% | -32.24% |
| Best Year | 14.03% | -12.05% |
| Worst Year | 5.59% | -24.66% |
| Avg. Up Day | 1.29% | 1.34% |
| Avg. Down Day | -0.82% | -1.14% |
| Avg. Up Week | 3.34% | 6.61% |
| Avg. Down Week | -2.5% | -9.43% |
| Avg. Up Month | 1.69% | 30.63% |
| Avg. Down Month | -3.95% | -16.35% |
| Win Days % | 38.49% | 49.84% |
| Win Month % | 69.23% | 23.08% |
| Win Week % | 47.5% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |