| Metric | 12024297:ethusd:triple_med_gx:zlema190_55 | 12024297:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 24.7% | -33.74% |
| Max Drawdown | -15.35% | -63.95% |
| Sharpe | 0.44 | -0.1 |
| Sortino | 0.71 | -0.13 |
| Payoff Ratio | 1.39 | 1.09 |
| Profit Factor | 1.2 | 0.98 |
| Common Sense Ratio | 2.27 | 0.96 |
| CPC Index | 0.72 | 0.53 |
| Tail Ratio | 1.89 | 0.98 |
| Outlier Win Ratio | 31.98 | 2.93 |
| Outlier Loss Ratio | 4.13 | 3.17 |
| Volatility (ann.) | 14.16% | 35.62% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.53 | -0.51 |
| Skew | 2.83 | -0.26 |
| Kurtosis | 66.33 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.71% | -3.12% |
| Expected Yearly % | 11.67% | -18.6% |
| Kelly Criterion | 2.15% | 3.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -3.08% |
| Expected Shortfall (cVaR) | -1.2% | -3.08% |
| Year | 12024297:ETHUSD | 12024297:ethusd:triple_med_gx:zlema190_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 13.38 | -1.11 | + |
| 2025 | -24.66 | 9.98 | -0.40 | + |
| Metric | 12024297:ethusd:triple_med_gx:zlema190_55 | 12024297:ETHUSD |
|---|---|---|
| MTD | -0.47% | -0.81% |
| 3M | 1.78% | 21.99% |
| 6M | 12.16% | -30.79% |
| YTD | 9.98% | -24.66% |
| 1Y | 27.47% | -27.95% |
| 3Y (ann.) | 23.42% | -32.45% |
| 5Y (ann.) | 23.42% | -32.45% |
| Metric | 12024297:ethusd:triple_med_gx:zlema190_55 | 12024297:ETHUSD |
|---|---|---|
| Max Drawdown | -15.35% | -63.95% |
| Longest DD Days | 108.0 | 184.0 |
| Avg. Drawdown | -5.67% | -17.79% |
| Avg. Drawdown Days | 29.0 | 54.0 |
| Recovery Factor | 1.61 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-06-19 | -15.35 | 108 |
| 2024-10-30 | 2024-11-11 | -10.20 | 12 |
| 2025-01-19 | 2025-03-02 | -7.82 | 41 |
| 2024-11-12 | 2024-12-11 | -7.45 | 29 |
| 2024-12-24 | 2025-01-15 | -6.98 | 21 |
| 2024-06-17 | 2024-07-11 | -5.93 | 24 |
| 2024-09-03 | 2024-10-29 | -5.92 | 56 |
| 2025-01-18 | 2025-01-19 | -5.16 | 1 |
| 2024-07-11 | 2024-09-02 | -2.24 | 52 |
| 2024-10-29 | 2024-10-30 | -0.67 | 0 |
| Metric | 12024297:ethusd:triple_med_gx:zlema190_55 | 12024297:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.24% |
| Worst Day | -6.81% | -14.0% |
| Best Week | 10.9% | 27.26% |
| Worst Week | -6.85% | -20.52% |
| Best Month | 13.1% | 47.37% |
| Worst Month | -0.97% | -32.24% |
| Best Year | 13.38% | -12.05% |
| Worst Year | 9.98% | -24.66% |
| Avg. Up Day | 1.51% | 1.54% |
| Avg. Down Day | -1.09% | -1.42% |
| Avg. Up Week | 2.2% | 7.02% |
| Avg. Down Week | -2.03% | -12.33% |
| Avg. Up Month | 1.49% | 44.18% |
| Avg. Down Month | -0.63% | -3.76% |
| Win Days % | 43.15% | 49.84% |
| Win Month % | 58.33% | 23.08% |
| Win Week % | 60.0% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |