| Metric | 12024317:ethusd:triple_med_gx:zlema220_55 | 12024317:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 24.13% | -33.74% |
| Max Drawdown | -15.35% | -63.95% |
| Sharpe | 0.44 | -0.1 |
| Sortino | 0.72 | -0.13 |
| Payoff Ratio | 1.44 | 1.13 |
| Profit Factor | 1.2 | 0.98 |
| Common Sense Ratio | 1.98 | 0.96 |
| CPC Index | 0.73 | 0.55 |
| Tail Ratio | 1.65 | 0.98 |
| Outlier Win Ratio | 32.48 | 2.91 |
| Outlier Loss Ratio | 4.22 | 3.12 |
| Volatility (ann.) | 13.87% | 35.62% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.49 | -0.51 |
| Skew | 3.26 | -0.26 |
| Kurtosis | 70.24 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.68% | -3.12% |
| Expected Yearly % | 11.41% | -18.6% |
| Kelly Criterion | 2.25% | 5.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -3.08% |
| Expected Shortfall (cVaR) | -1.18% | -3.08% |
| Year | 12024317:ETHUSD | 12024317:ethusd:triple_med_gx:zlema220_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 9.77 | -0.81 | + |
| 2025 | -24.66 | 13.08 | -0.53 | + |
| Metric | 12024317:ethusd:triple_med_gx:zlema220_55 | 12024317:ETHUSD |
|---|---|---|
| MTD | -0.47% | -0.81% |
| 3M | -1.53% | 21.99% |
| 6M | 14.63% | -30.79% |
| YTD | 13.08% | -24.66% |
| 1Y | 26.88% | -27.95% |
| 3Y (ann.) | 22.87% | -32.45% |
| 5Y (ann.) | 22.87% | -32.45% |
| Metric | 12024317:ethusd:triple_med_gx:zlema220_55 | 12024317:ETHUSD |
|---|---|---|
| Max Drawdown | -15.35% | -63.95% |
| Longest DD Days | 108.0 | 184.0 |
| Avg. Drawdown | -4.32% | -17.79% |
| Avg. Drawdown Days | 23.0 | 54.0 |
| Recovery Factor | 1.57 | -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 | -11.51 | 12 |
| 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 | -4.51 | 48 |
| 2024-07-11 | 2024-09-09 | -2.32 | 60 |
| 2024-12-24 | 2025-01-13 | -1.27 | 20 |
| 2025-01-15 | 2025-01-15 | -0.93 | 0 |
| Metric | 12024317:ethusd:triple_med_gx:zlema220_55 | 12024317: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 | 12.43% | 47.37% |
| Worst Month | -3.59% | -32.24% |
| Best Year | 13.08% | -12.05% |
| Worst Year | 9.77% | -24.66% |
| Avg. Up Day | 1.51% | 1.53% |
| Avg. Down Day | -1.05% | -1.36% |
| Avg. Up Week | 2.49% | 7.02% |
| Avg. Down Week | -1.96% | -14.48% |
| Avg. Up Month | 1.41% | 22.26% |
| Avg. Down Month | -1.34% | -9.45% |
| Win Days % | 42.32% | 49.84% |
| Win Month % | 53.85% | 23.08% |
| Win Week % | 57.14% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |