| Metric | 12024337:ethusd:triple_med_gx:zlema265_55 | 12024337:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 23.48% | -33.74% |
| Max Drawdown | -12.36% | -63.95% |
| Sharpe | 0.43 | -0.1 |
| Sortino | 0.72 | -0.13 |
| Payoff Ratio | 1.41 | 1.09 |
| Profit Factor | 1.2 | 0.98 |
| Common Sense Ratio | 2.06 | 0.96 |
| CPC Index | 0.72 | 0.54 |
| Tail Ratio | 1.72 | 0.98 |
| Outlier Win Ratio | 32.65 | 2.91 |
| Outlier Loss Ratio | 4.4 | 3.15 |
| Volatility (ann.) | 13.72% | 35.62% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.8 | -0.51 |
| Skew | 3.52 | -0.26 |
| Kurtosis | 71.7 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.64% | -3.12% |
| Expected Yearly % | 11.12% | -18.6% |
| Kelly Criterion | 1.77% | 3.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -3.08% |
| Expected Shortfall (cVaR) | -1.16% | -3.08% |
| Year | 12024337:ETHUSD | 12024337:ethusd:triple_med_gx:zlema265_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 3.75 | -0.31 | + |
| 2025 | -24.66 | 19.02 | -0.77 | + |
| Metric | 12024337:ethusd:triple_med_gx:zlema265_55 | 12024337:ETHUSD |
|---|---|---|
| MTD | 3.03% | -0.81% |
| 3M | 5.43% | 21.99% |
| 6M | 20.66% | -30.79% |
| YTD | 19.02% | -24.66% |
| 1Y | 26.22% | -27.95% |
| 3Y (ann.) | 22.26% | -32.45% |
| 5Y (ann.) | 22.26% | -32.45% |
| Metric | 12024337:ethusd:triple_med_gx:zlema265_55 | 12024337:ETHUSD |
|---|---|---|
| Max Drawdown | -12.36% | -63.95% |
| Longest DD Days | 71.0 | 184.0 |
| Avg. Drawdown | -5.54% | -17.79% |
| Avg. Drawdown Days | 25.0 | 54.0 |
| Recovery Factor | 1.9 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-06-19 | -12.36 | 36 |
| 2024-11-12 | 2025-01-15 | -11.57 | 64 |
| 2025-03-03 | 2025-05-13 | -9.58 | 71 |
| 2024-10-30 | 2024-11-11 | -9.26 | 11 |
| 2025-01-19 | 2025-03-02 | -7.82 | 41 |
| 2024-06-17 | 2024-07-11 | -5.93 | 24 |
| 2024-09-11 | 2024-10-29 | -5.78 | 48 |
| 2025-01-18 | 2025-01-19 | -5.16 | 1 |
| 2024-07-11 | 2024-08-10 | -1.89 | 29 |
| 2024-09-08 | 2024-09-09 | -1.33 | 1 |
| Metric | 12024337:ethusd:triple_med_gx:zlema265_55 | 12024337:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 12.24% |
| Worst Day | -6.81% | -14.0% |
| Best Week | 8.55% | 27.26% |
| Worst Week | -5.55% | -20.52% |
| Best Month | 9.61% | 47.37% |
| Worst Month | -3.05% | -32.24% |
| Best Year | 19.02% | -12.05% |
| Worst Year | 3.75% | -24.66% |
| Avg. Up Day | 1.44% | 1.47% |
| Avg. Down Day | -1.02% | -1.35% |
| Avg. Up Week | 2.23% | 8.04% |
| Avg. Down Week | -1.22% | -11.15% |
| Avg. Up Month | 0.18% | 3.52% |
| Avg. Down Month | -1.42% | -14.97% |
| Win Days % | 42.57% | 49.84% |
| Win Month % | 61.54% | 23.08% |
| Win Week % | 63.33% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |