| Metric | 12048756:ethusd:triple_med_gx:zlema55_85 | 12048756:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 13.01% | -33.74% |
| Max Drawdown | -11.07% | -63.95% |
| Sharpe | 0.38 | -0.1 |
| Sortino | 0.6 | -0.13 |
| Payoff Ratio | 1.11 | 0.96 |
| Profit Factor | 1.2 | 0.98 |
| Common Sense Ratio | 0.0 | 0.96 |
| CPC Index | 0.66 | 0.47 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 54.2 | 2.54 |
| Outlier Loss Ratio | 4.0 | 2.93 |
| Volatility (ann.) | 8.57% | 35.62% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.12 | -0.51 |
| Skew | 2.41 | -0.26 |
| Kurtosis | 54.92 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 0.95% | -3.12% |
| Expected Yearly % | 6.31% | -18.6% |
| Kelly Criterion | 4.25% | -2.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -3.08% |
| Expected Shortfall (cVaR) | -0.73% | -3.08% |
| Year | 12048756:ETHUSD | 12048756:ethusd:triple_med_gx:zlema55_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 16.53 | -1.37 | + |
| 2025 | -24.66 | -3.02 | 0.12 | + |
| Metric | 12048756:ethusd:triple_med_gx:zlema55_85 | 12048756:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 0.26% | 21.99% |
| 6M | -4.89% | -30.79% |
| YTD | -3.02% | -24.66% |
| 1Y | 12.73% | -27.95% |
| 3Y (ann.) | 12.36% | -32.45% |
| 5Y (ann.) | 12.36% | -32.45% |
| Metric | 12048756:ethusd:triple_med_gx:zlema55_85 | 12048756:ETHUSD |
|---|---|---|
| Max Drawdown | -11.07% | -63.95% |
| Longest DD Days | 209.0 | 184.0 |
| Avg. Drawdown | -3.61% | -17.79% |
| Avg. Drawdown Days | 35.0 | 54.0 |
| Recovery Factor | 1.18 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-06-19 | -11.07 | 209 |
| 2024-08-14 | 2024-09-13 | -5.35 | 30 |
| 2024-06-02 | 2024-07-15 | -4.80 | 43 |
| 2024-09-14 | 2024-10-23 | -4.17 | 39 |
| 2024-07-17 | 2024-08-12 | -3.22 | 26 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-11-19 | 2024-11-21 | -1.88 | 1 |
| 2024-08-12 | 2024-08-12 | -0.72 | 0 |
| 2024-06-01 | 2024-06-01 | -0.04 | 0 |
| Metric | 12048756:ethusd:triple_med_gx:zlema55_85 | 12048756:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.24% |
| Worst Day | -3.43% | -14.0% |
| Best Week | 6.39% | 27.26% |
| Worst Week | -4.2% | -20.52% |
| Best Month | 6.39% | 47.37% |
| Worst Month | -3.06% | -32.24% |
| Best Year | 16.53% | -12.05% |
| Worst Year | -3.02% | -24.66% |
| Avg. Up Day | 1.1% | 1.13% |
| Avg. Down Day | -1.0% | -1.17% |
| Avg. Up Week | 2.19% | 6.47% |
| Avg. Down Week | -2.13% | -5.52% |
| Avg. Up Month | 6.03% | 25.44% |
| Avg. Down Month | -1.73% | -14.43% |
| Win Days % | 49.67% | 49.84% |
| Win Month % | 63.64% | 23.08% |
| Win Week % | 60.0% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |