| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 6.33% | -15.9% |
| Max Drawdown | -18.54% | -63.95% |
| Sharpe | 0.15 | 0.09 |
| Sortino | 0.23 | 0.13 |
| Payoff Ratio | 1.1 | 1.0 |
| Profit Factor | 1.08 | 1.01 |
| Common Sense Ratio | 0.25 | 0.97 |
| CPC Index | 0.56 | 0.51 |
| Tail Ratio | 0.23 | 0.95 |
| Outlier Win Ratio | 49.4 | 2.66 |
| Outlier Loss Ratio | 3.78 | 3.05 |
| Volatility (ann.) | 10.73% | 34.91% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.23 | -0.17 |
| Skew | 3.97 | -0.08 |
| Kurtosis | 136.57 | 7.74 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.34% | -0.96% |
| Expected Yearly % | 3.12% | -8.29% |
| Kelly Criterion | -1.55% | 1.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -3.0% |
| Expected Shortfall (cVaR) | -0.92% | -3.0% |
| Year | 12052776:ETHUSD | 12052776:ethusd:triple_med_gx:zlema55_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 18.61 | -1.54 | + |
| 2025 | -4.37 | -10.35 | 2.37 | - |
| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| MTD | -9.01% | -17.21% |
| 3M | 5.28% | -28.03% |
| 6M | -11.4% | 28.61% |
| YTD | -10.35% | -4.37% |
| 1Y | -6.03% | 1.62% |
| 3Y (ann.) | 4.29% | -11.16% |
| 5Y (ann.) | 4.29% | -11.16% |
| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| Max Drawdown | -18.54% | -63.95% |
| Longest DD Days | 359.0 | 235.0 |
| Avg. Drawdown | -4.18% | -15.28% |
| Avg. Drawdown Days | 56.0 | 44.0 |
| Recovery Factor | 0.34 | -0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-11-17 | -18.54 | 359 |
| 2024-08-14 | 2024-10-23 | -6.63 | 70 |
| 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 |
| 2024-06-02 | 2024-07-15 | -1.76 | 43 |
| 2024-08-12 | 2024-08-12 | -0.72 | 0 |
| 2024-06-01 | 2024-06-01 | -0.04 | 0 |
| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| Best Day | 12.1% | 12.3% |
| Worst Day | -7.34% | -14.0% |
| Best Week | 13.21% | 27.26% |
| Worst Week | -9.69% | -20.52% |
| Best Month | 8.02% | 48.75% |
| Worst Month | -9.01% | -32.24% |
| Best Year | 18.61% | -4.37% |
| Worst Year | -10.35% | -12.05% |
| Avg. Up Day | 1.21% | 1.24% |
| Avg. Down Day | -1.1% | -1.23% |
| Avg. Up Week | 3.04% | 6.57% |
| Avg. Down Week | -3.64% | -6.27% |
| Avg. Up Month | 6.4% | 23.22% |
| Avg. Down Month | -3.61% | -7.44% |
| Win Days % | 46.78% | 50.44% |
| Win Month % | 56.25% | 27.78% |
| Win Week % | 56.67% | 50.0% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 50.0% | 0.0% |