| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 6.33% | -15.9% |
| Max Drawdown | -17.44% | -63.76% |
| Sharpe | 0.31 | 0.2 |
| Sortino | 0.48 | 0.28 |
| Payoff Ratio | 1.09 | 0.88 |
| Profit Factor | 1.13 | 1.03 |
| Common Sense Ratio | 1.72 | 1.13 |
| CPC Index | 0.63 | 0.46 |
| Tail Ratio | 1.51 | 1.1 |
| Outlier Win Ratio | 41.41 | 2.46 |
| Outlier Loss Ratio | 3.71 | 2.7 |
| Volatility (ann.) | 20.17% | 72.0% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.25 | -0.18 |
| Skew | 2.42 | -0.44 |
| Kurtosis | 47.62 | 4.63 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 0.34% | -0.96% |
| Expected Yearly % | 3.12% | -8.29% |
| Kelly Criterion | 6.62% | -5.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -6.16% |
| Expected Shortfall (cVaR) | -1.72% | -6.16% |
| Year | 12052776:ETHUSD | 12052776:ethusd:triple_med_gx:zlema55_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -11.81 | 18.61 | -1.58 | + |
| 2025 | -4.63 | -10.35 | 2.23 | - |
| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| MTD | -9.01% | -17.27% |
| 3M | 5.28% | -28.03% |
| 6M | -11.4% | 28.37% |
| YTD | -10.35% | -4.63% |
| 1Y | -6.03% | 1.69% |
| 3Y (ann.) | 4.29% | -11.16% |
| 5Y (ann.) | 4.29% | -11.16% |
| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| Max Drawdown | -17.44% | -63.76% |
| Longest DD Days | 359.0 | 234.0 |
| Avg. Drawdown | -5.46% | -22.9% |
| Avg. Drawdown Days | 98.0 | 74.0 |
| Recovery Factor | 0.36 | -0.25 |
| Ulcer Index | 1.01 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-17 | -17.44 | 359 |
| 2024-08-15 | 2024-10-13 | -4.88 | 59 |
| 2024-07-18 | 2024-08-13 | -3.11 | 26 |
| 2024-06-03 | 2024-07-15 | -1.32 | 42 |
| 2024-11-20 | 2024-11-22 | -0.52 | 2 |
| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| Best Day | 11.9% | 16.74% |
| Worst Day | -7.51% | -20.65% |
| Best Week | 11.9% | 22.2% |
| Worst Week | -9.01% | -22.77% |
| Best Month | 7.04% | 54.15% |
| Worst Month | -9.01% | -34.4% |
| Best Year | 18.61% | -4.63% |
| Worst Year | -10.35% | -11.81% |
| Avg. Up Day | 2.42% | 2.64% |
| Avg. Down Day | -2.23% | -2.99% |
| Avg. Up Week | 4.15% | 7.11% |
| Avg. Down Week | -2.83% | -6.96% |
| Avg. Up Month | 4.51% | 15.01% |
| Avg. Down Month | -3.61% | -7.63% |
| Win Days % | 51.35% | 50.56% |
| Win Month % | 58.82% | 33.33% |
| Win Week % | 48.39% | 51.28% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 50.0% | 0.0% |