| Metric | 12023927:ethusd:triple_med_gx:zlema195_55 | 12023927:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 13.91% | -33.74% |
| Max Drawdown | -16.93% | -63.95% |
| Sharpe | 0.29 | -0.1 |
| Sortino | 0.43 | -0.13 |
| Payoff Ratio | 1.35 | 1.09 |
| Profit Factor | 1.14 | 0.98 |
| Common Sense Ratio | 2.54 | 0.96 |
| CPC Index | 0.66 | 0.53 |
| Tail Ratio | 2.23 | 0.98 |
| Outlier Win Ratio | 35.42 | 2.83 |
| Outlier Loss Ratio | 3.77 | 3.11 |
| Volatility (ann.) | 14.03% | 35.62% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.78 | -0.51 |
| Skew | 1.61 | -0.26 |
| Kurtosis | 70.25 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.01% | -3.12% |
| Expected Yearly % | 6.73% | -18.6% |
| Kelly Criterion | 0.4% | 3.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -3.08% |
| Expected Shortfall (cVaR) | -1.2% | -3.08% |
| Year | 12023927:ETHUSD | 12023927:ethusd:triple_med_gx:zlema195_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 26.82 | -2.23 | + |
| 2025 | -24.66 | -10.18 | 0.41 | + |
| Metric | 12023927:ethusd:triple_med_gx:zlema195_55 | 12023927:ETHUSD |
|---|---|---|
| MTD | -3.12% | -0.81% |
| 3M | -5.06% | 21.99% |
| 6M | -10.27% | -30.79% |
| YTD | -10.18% | -24.66% |
| 1Y | 18.6% | -27.95% |
| 3Y (ann.) | 13.21% | -32.45% |
| 5Y (ann.) | 13.21% | -32.45% |
| Metric | 12023927:ethusd:triple_med_gx:zlema195_55 | 12023927:ETHUSD |
|---|---|---|
| Max Drawdown | -16.93% | -63.95% |
| Longest DD Days | 152.0 | 184.0 |
| Avg. Drawdown | -4.09% | -17.79% |
| Avg. Drawdown Days | 32.0 | 54.0 |
| Recovery Factor | 0.82 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-06-19 | -16.93 | 152 |
| 2024-06-16 | 2024-08-08 | -7.19 | 52 |
| 2024-10-29 | 2024-11-10 | -5.67 | 11 |
| 2024-09-03 | 2024-10-28 | -4.15 | 55 |
| 2024-11-12 | 2024-11-16 | -3.69 | 4 |
| 2024-11-16 | 2025-01-13 | -3.47 | 58 |
| 2024-11-10 | 2024-11-11 | -2.26 | 1 |
| 2024-08-09 | 2024-09-02 | -0.65 | 24 |
| 2024-06-15 | 2024-06-16 | -0.58 | 0 |
| 2025-01-17 | 2025-01-17 | -0.22 | 0 |
| Metric | 12023927:ethusd:triple_med_gx:zlema195_55 | 12023927:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 12.24% |
| Worst Day | -7.81% | -14.0% |
| Best Week | 10.11% | 27.26% |
| Worst Week | -8.14% | -20.52% |
| Best Month | 10.35% | 47.37% |
| Worst Month | -9.41% | -32.24% |
| Best Year | 26.82% | -12.05% |
| Worst Year | -10.18% | -24.66% |
| Avg. Up Day | 1.56% | 1.6% |
| Avg. Down Day | -1.16% | -1.47% |
| Avg. Up Week | 3.34% | 6.43% |
| Avg. Down Week | -2.62% | -8.11% |
| Avg. Up Month | 6.23% | 25.44% |
| Avg. Down Month | -3.55% | -10.82% |
| Win Days % | 42.79% | 49.84% |
| Win Month % | 53.85% | 23.08% |
| Win Week % | 52.0% | 48.21% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |