| Metric | 12061398:ethusd:triple_med_gx:zlema245_110 | 12061398:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 17.7% | -33.74% |
| Max Drawdown | -6.92% | -63.95% |
| Sharpe | 0.53 | -0.1 |
| Sortino | 0.95 | -0.13 |
| Payoff Ratio | 1.52 | 1.05 |
| Profit Factor | 1.3 | 0.98 |
| Common Sense Ratio | 0.0 | 0.96 |
| CPC Index | 0.83 | 0.52 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 61.95 | 2.62 |
| Outlier Loss Ratio | 5.04 | 2.83 |
| Volatility (ann.) | 7.88% | 35.62% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.43 | -0.51 |
| Skew | 4.56 | -0.26 |
| Kurtosis | 75.5 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.26% | -3.12% |
| Expected Yearly % | 8.49% | -18.6% |
| Kelly Criterion | 3.87% | 2.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -3.08% |
| Expected Shortfall (cVaR) | -0.67% | -3.08% |
| Year | 12061398:ETHUSD | 12061398:ethusd:triple_med_gx:zlema245_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 4.27 | -0.35 | + |
| 2025 | -24.66 | 12.87 | -0.52 | + |
| Metric | 12061398:ethusd:triple_med_gx:zlema245_110 | 12061398:ETHUSD |
|---|---|---|
| MTD | -1.95% | -0.81% |
| 3M | 3.48% | 21.99% |
| 6M | 12.87% | -30.79% |
| YTD | 12.87% | -24.66% |
| 1Y | 17.7% | -27.95% |
| 3Y (ann.) | 16.8% | -32.45% |
| 5Y (ann.) | 16.8% | -32.45% |
| Metric | 12061398:ethusd:triple_med_gx:zlema245_110 | 12061398:ETHUSD |
|---|---|---|
| Max Drawdown | -6.92% | -63.95% |
| Longest DD Days | 89.0 | 184.0 |
| Avg. Drawdown | -2.75% | -17.79% |
| Avg. Drawdown Days | 22.0 | 54.0 |
| Recovery Factor | 2.56 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-14 | 2025-05-20 | -6.92 | 35 |
| 2025-03-06 | 2025-04-14 | -5.95 | 38 |
| 2024-10-11 | 2024-11-06 | -4.96 | 25 |
| 2025-05-21 | 2025-06-19 | -4.65 | 29 |
| 2024-11-16 | 2025-01-24 | -4.24 | 68 |
| 2024-07-12 | 2024-10-10 | -3.58 | 89 |
| 2025-05-20 | 2025-05-21 | -2.42 | 0 |
| 2024-06-26 | 2024-07-12 | -1.49 | 16 |
| 2024-06-22 | 2024-06-24 | -1.29 | 2 |
| 2025-01-28 | 2025-01-29 | -1.18 | 0 |
| Metric | 12061398:ethusd:triple_med_gx:zlema245_110 | 12061398: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 | 12.87% | -12.05% |
| Worst Year | 4.27% | -24.66% |
| Avg. Up Day | 1.26% | 1.3% |
| Avg. Down Day | -0.83% | -1.23% |
| Avg. Up Week | 1.91% | 5.7% |
| Avg. Down Week | -1.97% | -7.67% |
| Avg. Up Month | 2.77% | 30.63% |
| Avg. Down Month | -2.62% | -13.86% |
| Win Days % | 41.96% | 49.84% |
| Win Month % | 72.73% | 23.08% |
| Win Week % | 60.0% | 48.21% |
| Win Quarter % | 100.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |