| Metric | 12034514:ethusd:triple_med_gx:zlema190_70 | 12034514:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 13.57% | -33.74% |
| Max Drawdown | -18.07% | -63.95% |
| Sharpe | 0.31 | -0.1 |
| Sortino | 0.51 | -0.13 |
| Payoff Ratio | 1.47 | 1.25 |
| Profit Factor | 1.15 | 0.98 |
| Common Sense Ratio | 0.49 | 0.96 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 0.42 | 0.98 |
| Outlier Win Ratio | 40.37 | 2.84 |
| Outlier Loss Ratio | 4.57 | 3.12 |
| Volatility (ann.) | 11.92% | 35.62% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.71 | -0.51 |
| Skew | 3.64 | -0.26 |
| Kurtosis | 82.03 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 0.98% | -3.12% |
| Expected Yearly % | 6.57% | -18.6% |
| Kelly Criterion | -0.5% | 9.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -3.08% |
| Expected Shortfall (cVaR) | -1.02% | -3.08% |
| Year | 12034514:ETHUSD | 12034514:ethusd:triple_med_gx:zlema190_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 5.71 | -0.47 | + |
| 2025 | -24.66 | 7.44 | -0.30 | + |
| Metric | 12034514:ethusd:triple_med_gx:zlema190_70 | 12034514:ETHUSD |
|---|---|---|
| MTD | -2.42% | -0.81% |
| 3M | -7.11% | 21.99% |
| 6M | 9.57% | -30.79% |
| YTD | 7.44% | -24.66% |
| 1Y | 15.65% | -27.95% |
| 3Y (ann.) | 12.89% | -32.45% |
| 5Y (ann.) | 12.89% | -32.45% |
| Metric | 12034514:ethusd:triple_med_gx:zlema190_70 | 12034514:ETHUSD |
|---|---|---|
| Max Drawdown | -18.07% | -63.95% |
| Longest DD Days | 134.0 | 184.0 |
| Avg. Drawdown | -4.25% | -17.79% |
| Avg. Drawdown Days | 36.0 | 54.0 |
| Recovery Factor | 0.75 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-06-19 | -18.07 | 105 |
| 2024-09-03 | 2025-01-15 | -11.54 | 134 |
| 2024-06-17 | 2024-07-10 | -3.77 | 22 |
| 2024-07-11 | 2024-08-10 | -2.43 | 29 |
| 2025-03-05 | 2025-03-05 | -1.23 | 0 |
| 2025-01-24 | 2025-03-02 | -0.66 | 37 |
| 2025-01-23 | 2025-01-23 | -0.21 | 0 |
| 2024-09-01 | 2024-09-02 | -0.18 | 0 |
| 2024-07-10 | 2024-07-11 | -0.18 | 1 |
| Metric | 12034514:ethusd:triple_med_gx:zlema190_70 | 12034514:ETHUSD |
|---|---|---|
| Best Day | 10.69% | 12.24% |
| Worst Day | -5.98% | -14.0% |
| Best Week | 7.1% | 27.26% |
| Worst Week | -8.67% | -20.52% |
| Best Month | 12.91% | 47.37% |
| Worst Month | -2.79% | -32.24% |
| Best Year | 7.44% | -12.05% |
| Worst Year | 5.71% | -24.66% |
| Avg. Up Day | 1.45% | 1.49% |
| Avg. Down Day | -0.99% | -1.19% |
| Avg. Up Week | 3.67% | 7.5% |
| Avg. Down Week | -3.52% | -10.35% |
| Avg. Up Month | 3.77% | 47.37% |
| Avg. Down Month | -1.94% | -3.76% |
| Win Days % | 40.19% | 49.84% |
| Win Month % | 50.0% | 23.08% |
| Win Week % | 58.33% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |