| Metric | 12056892:ethusd:triple_med_gx:zlema55_95 | 12056892:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 27.86% | -33.74% |
| Max Drawdown | -8.86% | -63.95% |
| Sharpe | 0.69 | -0.1 |
| Sortino | 1.14 | -0.13 |
| Payoff Ratio | 1.24 | 1.23 |
| Profit Factor | 1.35 | 0.98 |
| Common Sense Ratio | 1.37 | 0.96 |
| CPC Index | 0.84 | 0.61 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 47.01 | 2.71 |
| Outlier Loss Ratio | 4.27 | 2.87 |
| Volatility (ann.) | 9.07% | 35.62% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.98 | -0.51 |
| Skew | 2.56 | -0.26 |
| Kurtosis | 45.78 | 8.17 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 1.91% | -3.12% |
| Expected Yearly % | 13.07% | -18.6% |
| Kelly Criterion | 10.09% | 9.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -3.08% |
| Expected Shortfall (cVaR) | -0.76% | -3.08% |
| Year | 12056892:ETHUSD | 12056892:ethusd:triple_med_gx:zlema55_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 19.68 | -1.63 | + |
| 2025 | -24.66 | 6.83 | -0.28 | + |
| Metric | 12056892:ethusd:triple_med_gx:zlema55_95 | 12056892:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 0.96% | 21.99% |
| 6M | 8.2% | -30.79% |
| YTD | 6.83% | -24.66% |
| 1Y | 28.48% | -27.95% |
| 3Y (ann.) | 26.39% | -32.45% |
| 5Y (ann.) | 26.39% | -32.45% |
| Metric | 12056892:ethusd:triple_med_gx:zlema55_95 | 12056892:ETHUSD |
|---|---|---|
| Max Drawdown | -8.86% | -63.95% |
| Longest DD Days | 99.0 | 184.0 |
| Avg. Drawdown | -2.51% | -17.79% |
| Avg. Drawdown Days | 14.0 | 54.0 |
| Recovery Factor | 3.14 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-30 | 2025-02-10 | -8.86 | 41 |
| 2024-08-14 | 2024-11-21 | -8.09 | 99 |
| 2025-02-11 | 2025-02-12 | -4.26 | 1 |
| 2025-02-13 | 2025-02-14 | -3.87 | 1 |
| 2024-06-02 | 2024-07-15 | -3.24 | 43 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2025-04-16 | 2025-04-17 | -2.61 | 0 |
| 2024-12-27 | 2024-12-30 | -2.54 | 2 |
| 2024-11-22 | 2024-11-23 | -2.34 | 1 |
| Metric | 12056892:ethusd:triple_med_gx:zlema55_95 | 12056892:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.24% |
| Worst Day | -3.43% | -14.0% |
| Best Week | 7.8% | 27.26% |
| Worst Week | -2.51% | -20.52% |
| Best Month | 8.49% | 47.37% |
| Worst Month | -0.83% | -32.24% |
| Best Year | 19.68% | -12.05% |
| Worst Year | 6.83% | -24.66% |
| Avg. Up Day | 1.11% | 1.12% |
| Avg. Down Day | -0.9% | -0.91% |
| Avg. Up Week | 2.94% | 6.62% |
| Avg. Down Week | -0.74% | -5.12% |
| Avg. Up Month | 4.69% | 25.44% |
| Avg. Down Month | -0.49% | -9.36% |
| Win Days % | 50.27% | 49.84% |
| Win Month % | 83.33% | 23.08% |
| Win Week % | 65.0% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |