| Metric | 12061399:ethusd:triple_med_gx:zlema235_110 | 12061399:ETHUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 11.95% | -33.74% |
| Max Drawdown | -10.55% | -63.95% |
| Sharpe | 0.39 | -0.1 |
| Sortino | 0.68 | -0.13 |
| Payoff Ratio | 1.43 | 0.99 |
| Profit Factor | 1.21 | 0.98 |
| Common Sense Ratio | 0.0 | 0.96 |
| CPC Index | 0.71 | 0.49 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 65.29 | 2.59 |
| Outlier Loss Ratio | 5.2 | 2.83 |
| Volatility (ann.) | 7.63% | 35.62% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.08 | -0.51 |
| Skew | 4.56 | -0.26 |
| Kurtosis | 82.87 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 0.87% | -3.12% |
| Expected Yearly % | 5.81% | -18.6% |
| Kelly Criterion | -0.07% | -0.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -3.08% |
| Expected Shortfall (cVaR) | -0.65% | -3.08% |
| Year | 12061399:ETHUSD | 12061399:ethusd:triple_med_gx:zlema235_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 5.51 | -0.46 | + |
| 2025 | -24.66 | 6.11 | -0.25 | + |
| Metric | 12061399:ethusd:triple_med_gx:zlema235_110 | 12061399:ETHUSD |
|---|---|---|
| MTD | -1.95% | -0.81% |
| 3M | -0.04% | 21.99% |
| 6M | 6.11% | -30.79% |
| YTD | 6.11% | -24.66% |
| 1Y | 11.95% | -27.95% |
| 3Y (ann.) | 11.36% | -32.45% |
| 5Y (ann.) | 11.36% | -32.45% |
| Metric | 12061399:ethusd:triple_med_gx:zlema235_110 | 12061399:ETHUSD |
|---|---|---|
| Max Drawdown | -10.55% | -63.95% |
| Longest DD Days | 139.0 | 184.0 |
| Avg. Drawdown | -2.24% | -17.79% |
| Avg. Drawdown Days | 24.0 | 54.0 |
| Recovery Factor | 1.13 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-06-19 | -10.55 | 139 |
| 2024-10-11 | 2024-11-06 | -4.96 | 25 |
| 2024-11-16 | 2025-01-24 | -4.24 | 68 |
| 2024-07-19 | 2024-09-10 | -2.72 | 53 |
| 2024-06-26 | 2024-07-12 | -1.49 | 16 |
| 2024-07-12 | 2024-07-18 | -1.28 | 6 |
| 2025-01-28 | 2025-01-29 | -1.18 | 0 |
| 2024-06-24 | 2024-06-24 | -1.00 | 0 |
| 2025-01-24 | 2025-01-28 | -0.64 | 3 |
| 2024-10-05 | 2024-10-10 | -0.44 | 4 |
| Metric | 12061399:ethusd:triple_med_gx:zlema235_110 | 12061399:ETHUSD |
|---|---|---|
| Best Day | 7.01% | 12.24% |
| Worst Day | -2.72% | -14.0% |
| Best Week | 5.47% | 27.26% |
| Worst Week | -4.07% | -20.52% |
| Best Month | 10.81% | 47.37% |
| Worst Month | -4.21% | -32.24% |
| Best Year | 6.11% | -12.05% |
| Worst Year | 5.51% | -24.66% |
| Avg. Up Day | 1.18% | 1.22% |
| Avg. Down Day | -0.82% | -1.23% |
| Avg. Up Week | 1.67% | 7.18% |
| Avg. Down Week | -1.97% | -7.67% |
| Avg. Up Month | 2.77% | 30.63% |
| Avg. Down Month | -2.44% | -10.78% |
| Win Days % | 41.1% | 49.84% |
| Win Month % | 63.64% | 23.08% |
| Win Week % | 60.0% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |