| Metric | 12059169:ethusd:triple_med_gx:zlema55_100 | 12059169:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 19.62% | -33.74% |
| Max Drawdown | -11.06% | -63.95% |
| Sharpe | 0.5 | -0.1 |
| Sortino | 0.79 | -0.13 |
| Payoff Ratio | 1.24 | 1.19 |
| Profit Factor | 1.22 | 0.98 |
| Common Sense Ratio | 1.81 | 0.96 |
| CPC Index | 0.73 | 0.58 |
| Tail Ratio | 1.48 | 0.98 |
| Outlier Win Ratio | 43.87 | 2.71 |
| Outlier Loss Ratio | 4.54 | 2.99 |
| Volatility (ann.) | 9.47% | 35.62% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.68 | -0.51 |
| Skew | 2.12 | -0.26 |
| Kurtosis | 40.07 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.39% | -3.12% |
| Expected Yearly % | 9.37% | -18.6% |
| Kelly Criterion | 5.92% | 7.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -3.08% |
| Expected Shortfall (cVaR) | -0.8% | -3.08% |
| Year | 12059169:ETHUSD | 12059169:ethusd:triple_med_gx:zlema55_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 13.49 | -1.12 | + |
| 2025 | -24.66 | 5.40 | -0.22 | + |
| Metric | 12059169:ethusd:triple_med_gx:zlema55_100 | 12059169:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 2.77% | 21.99% |
| 6M | 4.35% | -30.79% |
| YTD | 5.4% | -24.66% |
| 1Y | 20.11% | -27.95% |
| 3Y (ann.) | 18.62% | -32.45% |
| 5Y (ann.) | 18.62% | -32.45% |
| Metric | 12059169:ethusd:triple_med_gx:zlema55_100 | 12059169:ETHUSD |
|---|---|---|
| Max Drawdown | -11.06% | -63.95% |
| Longest DD Days | 180.0 | 184.0 |
| Avg. Drawdown | -3.08% | -17.79% |
| Avg. Drawdown Days | 29.0 | 54.0 |
| Recovery Factor | 1.77 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-14 | 2025-02-11 | -11.06 | 180 |
| 2025-02-14 | 2025-05-25 | -4.56 | 100 |
| 2025-02-11 | 2025-02-12 | -4.26 | 1 |
| 2025-02-13 | 2025-02-14 | -3.87 | 1 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-07-01 | 2024-07-15 | -2.15 | 13 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-06-02 | 2024-07-01 | -1.27 | 29 |
| 2024-07-20 | 2024-08-12 | -0.97 | 23 |
| Metric | 12059169:ethusd:triple_med_gx:zlema55_100 | 12059169:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.24% |
| Worst Day | -3.43% | -14.0% |
| Best Week | 9.66% | 27.26% |
| Worst Week | -5.63% | -20.52% |
| Best Month | 8.84% | 47.37% |
| Worst Month | -2.33% | -32.24% |
| Best Year | 13.49% | -12.05% |
| Worst Year | 5.4% | -24.66% |
| Avg. Up Day | 1.1% | 1.11% |
| Avg. Down Day | -0.88% | -0.93% |
| Avg. Up Week | 2.54% | 6.08% |
| Avg. Down Week | -0.87% | -4.51% |
| Avg. Up Month | 5.08% | 44.18% |
| Avg. Down Month | -0.9% | -5.93% |
| Win Days % | 47.83% | 49.84% |
| Win Month % | 58.33% | 23.08% |
| Win Week % | 56.52% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |