| Metric | 12052775:ethusd:triple_med_gx:zlema50_90 | 12052775:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 23.45% | -33.74% |
| Max Drawdown | -9.94% | -63.95% |
| Sharpe | 0.59 | -0.1 |
| Sortino | 0.95 | -0.13 |
| Payoff Ratio | 1.21 | 1.1 |
| Profit Factor | 1.29 | 0.98 |
| Common Sense Ratio | 1.75 | 0.96 |
| CPC Index | 0.78 | 0.54 |
| Tail Ratio | 1.36 | 0.98 |
| Outlier Win Ratio | 45.33 | 2.63 |
| Outlier Loss Ratio | 4.38 | 2.96 |
| Volatility (ann.) | 9.17% | 35.62% |
| R^2 | 0.07 | 0.07 |
| Calmar | 2.24 | -0.51 |
| Skew | 2.31 | -0.26 |
| Kurtosis | 45.59 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.63% | -3.12% |
| Expected Yearly % | 11.11% | -18.6% |
| Kelly Criterion | 8.66% | 4.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -3.08% |
| Expected Shortfall (cVaR) | -0.77% | -3.08% |
| Year | 12052775:ETHUSD | 12052775:ethusd:triple_med_gx:zlema50_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 21.50 | -1.78 | + |
| 2025 | -24.66 | 1.60 | -0.06 | + |
| Metric | 12052775:ethusd:triple_med_gx:zlema50_90 | 12052775:ETHUSD |
|---|---|---|
| MTD | -0.18% | -0.81% |
| 3M | -0.38% | 21.99% |
| 6M | 0.65% | -30.79% |
| YTD | 1.6% | -24.66% |
| 1Y | 23.14% | -27.95% |
| 3Y (ann.) | 22.23% | -32.45% |
| 5Y (ann.) | 22.23% | -32.45% |
| Metric | 12052775:ethusd:triple_med_gx:zlema50_90 | 12052775:ETHUSD |
|---|---|---|
| Max Drawdown | -9.94% | -63.95% |
| Longest DD Days | 174.0 | 184.0 |
| Avg. Drawdown | -3.3% | -17.79% |
| Avg. Drawdown Days | 38.0 | 54.0 |
| Recovery Factor | 2.36 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-27 | 2025-06-19 | -9.94 | 174 |
| 2024-07-17 | 2024-08-14 | -6.77 | 28 |
| 2024-08-14 | 2024-11-18 | -6.63 | 96 |
| 2024-11-22 | 2024-12-27 | -2.49 | 35 |
| 2024-11-19 | 2024-11-21 | -2.12 | 2 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-07-02 | 2024-07-14 | -1.54 | 12 |
| 2024-07-01 | 2024-07-02 | -0.90 | 0 |
| 2024-06-02 | 2024-06-30 | -0.63 | 28 |
| 2024-06-01 | 2024-06-01 | -0.04 | 0 |
| Metric | 12052775:ethusd:triple_med_gx:zlema50_90 | 12052775:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.24% |
| Worst Day | -3.43% | -14.0% |
| Best Week | 10.1% | 27.26% |
| Worst Week | -2.5% | -20.52% |
| Best Month | 10.58% | 47.37% |
| Worst Month | -2.5% | -32.24% |
| Best Year | 21.5% | -12.05% |
| Worst Year | 1.6% | -24.66% |
| Avg. Up Day | 1.08% | 1.1% |
| Avg. Down Day | -0.89% | -1.01% |
| Avg. Up Week | 2.54% | 6.31% |
| Avg. Down Week | -1.26% | -1.56% |
| Avg. Up Month | 4.86% | 30.63% |
| Avg. Down Month | -1.38% | -7.13% |
| Win Days % | 50.0% | 49.84% |
| Win Month % | 61.54% | 23.08% |
| Win Week % | 66.67% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |