| Metric | 12059517:ethusd:triple_med_gx:zlema245_105 | 12059517:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 14.49% | -33.74% |
| Max Drawdown | -7.39% | -63.95% |
| Sharpe | 0.45 | -0.1 |
| Sortino | 0.78 | -0.13 |
| Payoff Ratio | 1.49 | 1.06 |
| Profit Factor | 1.24 | 0.98 |
| Common Sense Ratio | 0.0 | 0.96 |
| CPC Index | 0.77 | 0.52 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 61.16 | 2.61 |
| Outlier Loss Ratio | 5.13 | 2.9 |
| Volatility (ann.) | 7.89% | 35.62% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.86 | -0.51 |
| Skew | 4.26 | -0.26 |
| Kurtosis | 74.29 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.05% | -3.12% |
| Expected Yearly % | 7.0% | -18.6% |
| Kelly Criterion | 2.3% | 2.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -3.08% |
| Expected Shortfall (cVaR) | -0.67% | -3.08% |
| Year | 12059517:ETHUSD | 12059517:ethusd:triple_med_gx:zlema245_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 5.19 | -0.43 | + |
| 2025 | -24.66 | 8.85 | -0.36 | + |
| Metric | 12059517:ethusd:triple_med_gx:zlema245_105 | 12059517:ETHUSD |
|---|---|---|
| MTD | -1.95% | -0.81% |
| 3M | -0.21% | 21.99% |
| 6M | 8.85% | -30.79% |
| YTD | 8.85% | -24.66% |
| 1Y | 14.49% | -27.95% |
| 3Y (ann.) | 13.77% | -32.45% |
| 5Y (ann.) | 13.77% | -32.45% |
| Metric | 12059517:ethusd:triple_med_gx:zlema245_105 | 12059517:ETHUSD |
|---|---|---|
| Max Drawdown | -7.39% | -63.95% |
| Longest DD Days | 130.0 | 184.0 |
| Avg. Drawdown | -2.77% | -17.79% |
| Avg. Drawdown Days | 26.0 | 54.0 |
| Recovery Factor | 1.96 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-14 | 2025-05-21 | -7.39 | 36 |
| 2025-03-06 | 2025-04-14 | -5.95 | 38 |
| 2025-05-21 | 2025-06-19 | -5.84 | 29 |
| 2024-06-28 | 2024-11-06 | -4.65 | 130 |
| 2024-11-16 | 2025-01-24 | -4.24 | 68 |
| 2024-06-22 | 2024-06-24 | -1.29 | 2 |
| 2025-01-28 | 2025-01-29 | -1.18 | 0 |
| 2025-01-30 | 2025-01-31 | -0.84 | 0 |
| 2024-06-26 | 2024-06-27 | -0.81 | 1 |
| 2025-01-24 | 2025-01-28 | -0.64 | 3 |
| Metric | 12059517:ethusd:triple_med_gx:zlema245_105 | 12059517:ETHUSD |
|---|---|---|
| Best Day | 7.01% | 12.24% |
| Worst Day | -2.72% | -14.0% |
| Best Week | 7.96% | 27.26% |
| Worst Week | -4.07% | -20.52% |
| Best Month | 13.87% | 47.37% |
| Worst Month | -4.21% | -32.24% |
| Best Year | 8.85% | -12.05% |
| Worst Year | 5.19% | -24.66% |
| Avg. Up Day | 1.23% | 1.26% |
| Avg. Down Day | -0.83% | -1.19% |
| Avg. Up Week | 1.49% | 5.69% |
| Avg. Down Week | -1.97% | -7.67% |
| Avg. Up Month | 1.69% | 30.63% |
| Avg. Down Month | -1.97% | -11.86% |
| Win Days % | 41.61% | 49.84% |
| Win Month % | 63.64% | 23.08% |
| Win Week % | 66.67% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |