| Metric | 12061395:ethusd:triple_med_gx:zlema215_110 | 12061395:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 6.41% | -33.74% |
| Max Drawdown | -10.17% | -63.95% |
| Sharpe | 0.23 | -0.1 |
| Sortino | 0.39 | -0.13 |
| Payoff Ratio | 1.45 | 0.98 |
| Profit Factor | 1.13 | 0.98 |
| Common Sense Ratio | 0.0 | 0.96 |
| CPC Index | 0.64 | 0.48 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 72.2 | 2.53 |
| Outlier Loss Ratio | 5.13 | 2.78 |
| Volatility (ann.) | 7.47% | 35.62% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.6 | -0.51 |
| Skew | 4.24 | -0.26 |
| Kurtosis | 92.54 | 8.17 |
| Expected Daily % | 0.0% | -0.03% |
| Expected Monthly % | 0.48% | -3.12% |
| Expected Yearly % | 3.15% | -18.6% |
| Kelly Criterion | -3.31% | -1.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -3.08% |
| Expected Shortfall (cVaR) | -0.64% | -3.08% |
| Year | 12061395:ETHUSD | 12061395:ethusd:triple_med_gx:zlema215_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 6.66 | -0.55 | + |
| 2025 | -24.66 | -0.24 | 0.01 | + |
| Metric | 12061395:ethusd:triple_med_gx:zlema215_110 | 12061395:ETHUSD |
|---|---|---|
| MTD | -5.56% | -0.81% |
| 3M | -3.3% | 21.99% |
| 6M | -0.24% | -30.79% |
| YTD | -0.24% | -24.66% |
| 1Y | 6.41% | -27.95% |
| 3Y (ann.) | 6.1% | -32.45% |
| 5Y (ann.) | 6.1% | -32.45% |
| Metric | 12061395:ethusd:triple_med_gx:zlema215_110 | 12061395:ETHUSD |
|---|---|---|
| Max Drawdown | -10.17% | -63.95% |
| Longest DD Days | 139.0 | 184.0 |
| Avg. Drawdown | -2.41% | -17.79% |
| Avg. Drawdown Days | 34.0 | 54.0 |
| Recovery Factor | 0.63 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-06-19 | -10.17 | 139 |
| 2024-10-11 | 2024-11-06 | -4.07 | 25 |
| 2024-07-12 | 2024-10-10 | -3.36 | 89 |
| 2024-11-16 | 2025-01-23 | -3.30 | 68 |
| 2024-06-26 | 2024-07-12 | -1.49 | 16 |
| 2024-06-24 | 2024-06-24 | -1.00 | 0 |
| 2024-11-11 | 2024-11-11 | -0.18 | 0 |
| 2024-06-22 | 2024-06-23 | -0.18 | 0 |
| 2025-01-27 | 2025-01-28 | -0.18 | 0 |
| 2025-01-30 | 2025-01-30 | -0.18 | 0 |
| Metric | 12061395:ethusd:triple_med_gx:zlema215_110 | 12061395:ETHUSD |
|---|---|---|
| Best Day | 7.01% | 12.24% |
| Worst Day | -3.5% | -14.0% |
| Best Week | 5.77% | 27.26% |
| Worst Week | -5.56% | -20.52% |
| Best Month | 7.7% | 47.37% |
| Worst Month | -5.56% | -32.24% |
| Best Year | 6.66% | -12.05% |
| Worst Year | -0.24% | -24.66% |
| Avg. Up Day | 1.21% | 1.26% |
| Avg. Down Day | -0.83% | -1.29% |
| Avg. Up Week | 2.54% | 7.48% |
| Avg. Down Week | -2.88% | -7.67% |
| Avg. Up Month | 3.69% | 30.63% |
| Avg. Down Month | -2.73% | -9.29% |
| Win Days % | 38.81% | 49.84% |
| Win Month % | 54.55% | 23.08% |
| Win Week % | 50.0% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |