| Metric | 12060778:ethusd:triple_med_gx:zlema55_105 | 12060778:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 27.47% | -33.74% |
| Max Drawdown | -11.15% | -63.95% |
| Sharpe | 0.64 | -0.1 |
| Sortino | 1.04 | -0.13 |
| Payoff Ratio | 1.29 | 1.17 |
| Profit Factor | 1.29 | 0.98 |
| Common Sense Ratio | 2.02 | 0.96 |
| CPC Index | 0.81 | 0.57 |
| Tail Ratio | 1.56 | 0.98 |
| Outlier Win Ratio | 41.24 | 2.76 |
| Outlier Loss Ratio | 4.63 | 2.96 |
| Volatility (ann.) | 9.72% | 35.62% |
| R^2 | 0.07 | 0.07 |
| Calmar | 2.33 | -0.51 |
| Skew | 1.99 | -0.26 |
| Kurtosis | 38.96 | 8.17 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 1.88% | -3.12% |
| Expected Yearly % | 12.9% | -18.6% |
| Kelly Criterion | 8.71% | 6.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -3.08% |
| Expected Shortfall (cVaR) | -0.82% | -3.08% |
| Year | 12060778:ETHUSD | 12060778:ethusd:triple_med_gx:zlema55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 26.72 | -2.22 | + |
| 2025 | -24.66 | 0.59 | -0.02 | + |
| Metric | 12060778:ethusd:triple_med_gx:zlema55_105 | 12060778:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 0.11% | 21.99% |
| 6M | 0.21% | -30.79% |
| YTD | 0.59% | -24.66% |
| 1Y | 26.86% | -27.95% |
| 3Y (ann.) | 26.02% | -32.45% |
| 5Y (ann.) | 26.02% | -32.45% |
| Metric | 12060778:ethusd:triple_med_gx:zlema55_105 | 12060778:ETHUSD |
|---|---|---|
| Max Drawdown | -11.15% | -63.95% |
| Longest DD Days | 171.0 | 184.0 |
| Avg. Drawdown | -3.81% | -17.79% |
| Avg. Drawdown Days | 31.0 | 54.0 |
| Recovery Factor | 2.46 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-30 | 2025-06-19 | -11.15 | 171 |
| 2024-07-20 | 2024-08-14 | -6.85 | 25 |
| 2024-08-14 | 2024-10-14 | -6.63 | 60 |
| 2024-06-02 | 2024-07-14 | -3.67 | 42 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-12-27 | 2024-12-30 | -2.54 | 2 |
| 2024-11-22 | 2024-11-23 | -2.34 | 1 |
| 2024-11-19 | 2024-11-21 | -2.12 | 2 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-11-23 | 2024-12-27 | -1.35 | 33 |
| Metric | 12060778:ethusd:triple_med_gx:zlema55_105 | 12060778:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.24% |
| Worst Day | -4.25% | -14.0% |
| Best Week | 11.19% | 27.26% |
| Worst Week | -6.39% | -20.52% |
| Best Month | 12.48% | 47.37% |
| Worst Month | -4.99% | -32.24% |
| Best Year | 26.72% | -12.05% |
| Worst Year | 0.59% | -24.66% |
| Avg. Up Day | 1.08% | 1.09% |
| Avg. Down Day | -0.84% | -0.94% |
| Avg. Up Week | 3.87% | 7.23% |
| Avg. Down Week | -2.09% | -3.81% |
| Avg. Up Month | 4.74% | 25.44% |
| Avg. Down Month | -2.39% | -10.66% |
| Win Days % | 48.65% | 49.84% |
| Win Month % | 58.33% | 23.08% |
| Win Week % | 58.33% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |