| Metric | 12028567:ethusd:triple_med_gx:zlema95_60 | 12028567:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 16.84% | -33.74% |
| Max Drawdown | -15.89% | -63.95% |
| Sharpe | 0.4 | -0.1 |
| Sortino | 0.51 | -0.13 |
| Payoff Ratio | 1.31 | 1.0 |
| Profit Factor | 1.23 | 0.98 |
| Common Sense Ratio | 0.0 | 0.96 |
| CPC Index | 0.71 | 0.49 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 49.81 | 2.74 |
| Outlier Loss Ratio | 4.23 | 2.84 |
| Volatility (ann.) | 10.68% | 35.62% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.01 | -0.51 |
| Skew | -7.4 | -0.26 |
| Kurtosis | 180.68 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.2% | -3.12% |
| Expected Yearly % | 8.09% | -18.6% |
| Kelly Criterion | 1.42% | -0.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -3.08% |
| Expected Shortfall (cVaR) | -0.91% | -3.08% |
| Year | 12028567:ETHUSD | 12028567:ethusd:triple_med_gx:zlema95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 26.31 | -2.18 | + |
| 2025 | -24.66 | -7.50 | 0.30 | + |
| Metric | 12028567:ethusd:triple_med_gx:zlema95_60 | 12028567:ETHUSD |
|---|---|---|
| MTD | -1.17% | -0.81% |
| 3M | 7.31% | 21.99% |
| 6M | -2.59% | -30.79% |
| YTD | -7.5% | -24.66% |
| 1Y | 16.35% | -27.95% |
| 3Y (ann.) | 15.99% | -32.45% |
| 5Y (ann.) | 15.99% | -32.45% |
| Metric | 12028567:ethusd:triple_med_gx:zlema95_60 | 12028567:ETHUSD |
|---|---|---|
| Max Drawdown | -15.89% | -63.95% |
| Longest DD Days | 162.0 | 184.0 |
| Avg. Drawdown | -4.15% | -17.79% |
| Avg. Drawdown Days | 29.0 | 54.0 |
| Recovery Factor | 1.06 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-08 | 2025-06-19 | -15.89 | 162 |
| 2024-07-29 | 2024-09-23 | -9.34 | 56 |
| 2024-11-28 | 2024-12-11 | -7.77 | 13 |
| 2024-09-23 | 2024-10-29 | -4.89 | 35 |
| 2024-06-12 | 2024-07-29 | -3.86 | 46 |
| 2024-12-16 | 2024-12-23 | -2.71 | 7 |
| 2024-12-12 | 2024-12-12 | -0.31 | 0 |
| 2024-12-24 | 2024-12-24 | -0.29 | 0 |
| 2024-06-11 | 2024-06-11 | -0.18 | 0 |
| 2024-11-06 | 2024-11-06 | -0.18 | 0 |
| Metric | 12028567:ethusd:triple_med_gx:zlema95_60 | 12028567:ETHUSD |
|---|---|---|
| Best Day | 4.09% | 12.24% |
| Worst Day | -12.45% | -14.0% |
| Best Week | 6.66% | 27.26% |
| Worst Week | -12.6% | -20.52% |
| Best Month | 10.56% | 47.37% |
| Worst Month | -11.13% | -32.24% |
| Best Year | 26.31% | -12.05% |
| Worst Year | -7.5% | -24.66% |
| Avg. Up Day | 1.3% | 1.34% |
| Avg. Down Day | -0.99% | -1.35% |
| Avg. Up Week | 3.09% | 8.96% |
| Avg. Down Week | -3.07% | -9.9% |
| Avg. Up Month | 5.84% | 30.63% |
| Avg. Down Month | -3.84% | -12.41% |
| Win Days % | 44.12% | 49.84% |
| Win Month % | 58.33% | 23.08% |
| Win Week % | 53.57% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |