| Metric | 12057573:ethusd:triple_med_gx:zlema240_100 | 12057573:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 18.55% | -33.74% |
| Max Drawdown | -7.39% | -63.95% |
| Sharpe | 0.54 | -0.1 |
| Sortino | 0.96 | -0.13 |
| Payoff Ratio | 1.53 | 1.04 |
| Profit Factor | 1.3 | 0.98 |
| Common Sense Ratio | 0.0 | 0.96 |
| CPC Index | 0.82 | 0.51 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 57.88 | 2.62 |
| Outlier Loss Ratio | 5.29 | 2.9 |
| Volatility (ann.) | 8.01% | 35.62% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.38 | -0.51 |
| Skew | 4.18 | -0.26 |
| Kurtosis | 70.25 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.32% | -3.12% |
| Expected Yearly % | 8.88% | -18.6% |
| Kelly Criterion | 3.46% | 1.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -3.08% |
| Expected Shortfall (cVaR) | -0.68% | -3.08% |
| Year | 12057573:ETHUSD | 12057573:ethusd:triple_med_gx:zlema240_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 3.70 | -0.31 | + |
| 2025 | -24.66 | 14.33 | -0.58 | + |
| Metric | 12057573:ethusd:triple_med_gx:zlema240_100 | 12057573:ETHUSD |
|---|---|---|
| MTD | 1.34% | -0.81% |
| 3M | 4.82% | 21.99% |
| 6M | 13.61% | -30.79% |
| YTD | 14.33% | -24.66% |
| 1Y | 18.55% | -27.95% |
| 3Y (ann.) | 17.61% | -32.45% |
| 5Y (ann.) | 17.61% | -32.45% |
| Metric | 12057573:ethusd:triple_med_gx:zlema240_100 | 12057573:ETHUSD |
|---|---|---|
| Max Drawdown | -7.39% | -63.95% |
| Longest DD Days | 133.0 | 184.0 |
| Avg. Drawdown | -2.59% | -17.79% |
| Avg. Drawdown Days | 22.0 | 54.0 |
| Recovery Factor | 2.51 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-14 | 2025-05-21 | -7.39 | 36 |
| 2024-06-26 | 2024-11-06 | -6.06 | 133 |
| 2025-03-06 | 2025-04-12 | -5.95 | 37 |
| 2025-05-21 | 2025-06-19 | -4.99 | 29 |
| 2024-11-16 | 2025-01-24 | -4.67 | 68 |
| 2025-04-13 | 2025-04-14 | -2.85 | 1 |
| 2025-01-28 | 2025-01-29 | -1.18 | 0 |
| 2024-06-24 | 2024-06-24 | -1.00 | 0 |
| 2025-01-30 | 2025-01-31 | -0.84 | 0 |
| 2025-01-24 | 2025-01-28 | -0.64 | 3 |
| Metric | 12057573:ethusd:triple_med_gx:zlema240_100 | 12057573:ETHUSD |
|---|---|---|
| Best Day | 7.01% | 12.24% |
| Worst Day | -2.72% | -14.0% |
| Best Week | 7.96% | 27.26% |
| Worst Week | -2.98% | -20.52% |
| Best Month | 13.87% | 47.37% |
| Worst Month | -4.21% | -32.24% |
| Best Year | 14.33% | -12.05% |
| Worst Year | 3.7% | -24.66% |
| Avg. Up Day | 1.24% | 1.27% |
| Avg. Down Day | -0.81% | -1.22% |
| Avg. Up Week | 1.51% | 6.44% |
| Avg. Down Week | -1.54% | -7.21% |
| Avg. Up Month | 1.6% | 30.63% |
| Avg. Down Month | -1.91% | -15.07% |
| Win Days % | 41.67% | 49.84% |
| Win Month % | 66.67% | 23.08% |
| Win Week % | 63.64% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |