| Metric | 12024312:ethusd:triple_med_gx:zlema225_55 | 12024312:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 35.02% | -33.74% |
| Max Drawdown | -11.51% | -63.95% |
| Sharpe | 0.59 | -0.1 |
| Sortino | 1.01 | -0.13 |
| Payoff Ratio | 1.48 | 1.15 |
| Profit Factor | 1.28 | 0.98 |
| Common Sense Ratio | 2.36 | 0.96 |
| CPC Index | 0.82 | 0.56 |
| Tail Ratio | 1.85 | 0.98 |
| Outlier Win Ratio | 32.17 | 2.91 |
| Outlier Loss Ratio | 4.34 | 3.09 |
| Volatility (ann.) | 13.57% | 35.62% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.88 | -0.51 |
| Skew | 3.85 | -0.26 |
| Kurtosis | 73.55 | 8.17 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 2.34% | -3.12% |
| Expected Yearly % | 16.2% | -18.6% |
| Kelly Criterion | 4.76% | 6.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -3.08% |
| Expected Shortfall (cVaR) | -1.15% | -3.08% |
| Year | 12024312:ETHUSD | 12024312:ethusd:triple_med_gx:zlema225_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 11.45 | -0.95 | + |
| 2025 | -24.66 | 21.15 | -0.86 | + |
| Metric | 12024312:ethusd:triple_med_gx:zlema225_55 | 12024312:ETHUSD |
|---|---|---|
| MTD | -0.47% | -0.81% |
| 3M | 5.51% | 21.99% |
| 6M | 22.82% | -30.79% |
| YTD | 21.15% | -24.66% |
| 1Y | 38.02% | -27.95% |
| 3Y (ann.) | 33.13% | -32.45% |
| 5Y (ann.) | 33.13% | -32.45% |
| Metric | 12024312:ethusd:triple_med_gx:zlema225_55 | 12024312:ETHUSD |
|---|---|---|
| Max Drawdown | -11.51% | -63.95% |
| Longest DD Days | 108.0 | 184.0 |
| Avg. Drawdown | -3.92% | -17.79% |
| Avg. Drawdown Days | 23.0 | 54.0 |
| Recovery Factor | 3.04 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-30 | 2024-11-11 | -11.51 | 12 |
| 2025-03-03 | 2025-06-19 | -10.12 | 108 |
| 2024-11-12 | 2024-12-12 | -8.35 | 30 |
| 2025-01-19 | 2025-03-02 | -7.82 | 41 |
| 2024-06-17 | 2024-07-11 | -5.93 | 24 |
| 2025-01-18 | 2025-01-19 | -5.16 | 1 |
| 2024-09-11 | 2024-10-29 | -3.84 | 48 |
| 2024-07-11 | 2024-09-09 | -2.24 | 60 |
| 2024-12-24 | 2025-01-13 | -1.27 | 20 |
| 2025-01-15 | 2025-01-15 | -0.93 | 0 |
| Metric | 12024312:ethusd:triple_med_gx:zlema225_55 | 12024312:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.24% |
| Worst Day | -6.81% | -14.0% |
| Best Week | 10.9% | 27.26% |
| Worst Week | -2.66% | -20.52% |
| Best Month | 12.43% | 47.37% |
| Worst Month | -2.27% | -32.24% |
| Best Year | 21.15% | -12.05% |
| Worst Year | 11.45% | -24.66% |
| Avg. Up Day | 1.49% | 1.52% |
| Avg. Down Day | -1.01% | -1.32% |
| Avg. Up Week | 2.62% | 7.02% |
| Avg. Down Week | -0.53% | -14.48% |
| Avg. Up Month | 1.41% | 22.26% |
| Avg. Down Month | -0.6% | -11.43% |
| Win Days % | 43.15% | 49.84% |
| Win Month % | 61.54% | 23.08% |
| Win Week % | 60.71% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |