| Metric | 12060780:ethusd:triple_med_gx:zlema70_105 | 12060780:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 23.55% | -33.74% |
| Max Drawdown | -7.05% | -63.95% |
| Sharpe | 0.7 | -0.1 |
| Sortino | 1.2 | -0.13 |
| Payoff Ratio | 1.34 | 1.23 |
| Profit Factor | 1.38 | 0.98 |
| Common Sense Ratio | 0.66 | 0.96 |
| CPC Index | 0.9 | 0.61 |
| Tail Ratio | 0.48 | 0.98 |
| Outlier Win Ratio | 55.55 | 2.55 |
| Outlier Loss Ratio | 5.07 | 2.72 |
| Volatility (ann.) | 7.62% | 35.62% |
| R^2 | 0.05 | 0.05 |
| Calmar | 3.17 | -0.51 |
| Skew | 3.36 | -0.26 |
| Kurtosis | 71.0 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.64% | -3.12% |
| Expected Yearly % | 11.16% | -18.6% |
| Kelly Criterion | 10.81% | 9.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -3.08% |
| Expected Shortfall (cVaR) | -0.64% | -3.08% |
| Year | 12060780:ETHUSD | 12060780:ethusd:triple_med_gx:zlema70_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 20.84 | -1.73 | + |
| 2025 | -24.66 | 2.25 | -0.09 | + |
| Metric | 12060780:ethusd:triple_med_gx:zlema70_105 | 12060780:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | -1.77% | 21.99% |
| 6M | 1.5% | -30.79% |
| YTD | 2.25% | -24.66% |
| 1Y | 22.96% | -27.95% |
| 3Y (ann.) | 22.33% | -32.45% |
| 5Y (ann.) | 22.33% | -32.45% |
| Metric | 12060780:ethusd:triple_med_gx:zlema70_105 | 12060780:ETHUSD |
|---|---|---|
| Max Drawdown | -7.05% | -63.95% |
| Longest DD Days | 124.0 | 184.0 |
| Avg. Drawdown | -2.55% | -17.79% |
| Avg. Drawdown Days | 24.0 | 54.0 |
| Recovery Factor | 3.34 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-06-19 | -7.05 | 124 |
| 2024-12-30 | 2025-02-12 | -7.04 | 44 |
| 2024-08-14 | 2024-10-14 | -6.63 | 60 |
| 2025-02-13 | 2025-02-14 | -3.87 | 1 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-22 | 2024-11-23 | -2.34 | 1 |
| 2024-10-19 | 2024-11-21 | -2.15 | 33 |
| 2024-12-29 | 2024-12-30 | -1.40 | 1 |
| 2024-11-23 | 2024-12-28 | -1.35 | 34 |
| 2024-06-02 | 2024-06-29 | -1.00 | 27 |
| Metric | 12060780:ethusd:triple_med_gx:zlema70_105 | 12060780:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.24% |
| Worst Day | -3.89% | -14.0% |
| Best Week | 7.46% | 27.26% |
| Worst Week | -4.62% | -20.52% |
| Best Month | 8.8% | 47.37% |
| Worst Month | -4.44% | -32.24% |
| Best Year | 20.84% | -12.05% |
| Worst Year | 2.25% | -24.66% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.71% | -0.8% |
| Avg. Up Week | 2.97% | 7.23% |
| Avg. Down Week | -1.7% | -4.24% |
| Avg. Up Month | 4.72% | 25.44% |
| Avg. Down Month | -2.58% | -16.2% |
| Win Days % | 48.85% | 49.84% |
| Win Month % | 75.0% | 23.08% |
| Win Week % | 63.64% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |