| Metric | 12062663:ethusd:triple_med_gx:zlema55_110 | 12062663:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 22.45% | -33.74% |
| Max Drawdown | -10.96% | -63.95% |
| Sharpe | 0.51 | -0.1 |
| Sortino | 0.78 | -0.13 |
| Payoff Ratio | 1.18 | 1.07 |
| Profit Factor | 1.22 | 0.98 |
| Common Sense Ratio | 2.13 | 0.96 |
| CPC Index | 0.72 | 0.53 |
| Tail Ratio | 1.74 | 0.98 |
| Outlier Win Ratio | 38.9 | 2.79 |
| Outlier Loss Ratio | 4.4 | 3.07 |
| Volatility (ann.) | 10.46% | 35.62% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.94 | -0.51 |
| Skew | 0.76 | -0.26 |
| Kurtosis | 38.16 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.57% | -3.12% |
| Expected Yearly % | 10.66% | -18.6% |
| Kelly Criterion | 7.22% | 3.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -3.08% |
| Expected Shortfall (cVaR) | -0.89% | -3.08% |
| Year | 12062663:ETHUSD | 12062663:ethusd:triple_med_gx:zlema55_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 26.73 | -2.22 | + |
| 2025 | -24.66 | -3.37 | 0.14 | + |
| Metric | 12062663:ethusd:triple_med_gx:zlema55_110 | 12062663:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | -1.84% | 21.99% |
| 6M | -3.39% | -30.79% |
| YTD | -3.37% | -24.66% |
| 1Y | 22.01% | -27.95% |
| 3Y (ann.) | 21.29% | -32.45% |
| 5Y (ann.) | 21.29% | -32.45% |
| Metric | 12062663:ethusd:triple_med_gx:zlema55_110 | 12062663:ETHUSD |
|---|---|---|
| Max Drawdown | -10.96% | -63.95% |
| Longest DD Days | 124.0 | 184.0 |
| Avg. Drawdown | -4.0% | -17.79% |
| Avg. Drawdown Days | 22.0 | 54.0 |
| Recovery Factor | 2.05 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-30 | 2025-02-11 | -10.96 | 42 |
| 2025-02-14 | 2025-06-19 | -9.68 | 124 |
| 2024-08-14 | 2024-10-14 | -6.63 | 60 |
| 2024-08-02 | 2024-08-14 | -6.45 | 12 |
| 2025-02-11 | 2025-02-12 | -4.26 | 1 |
| 2025-02-13 | 2025-02-14 | -3.87 | 1 |
| 2024-06-02 | 2024-07-01 | -3.39 | 29 |
| 2024-07-17 | 2024-08-01 | -3.22 | 15 |
| 2024-12-27 | 2024-12-30 | -2.54 | 2 |
| 2024-11-19 | 2024-11-21 | -2.39 | 2 |
| Metric | 12062663:ethusd:triple_med_gx:zlema55_110 | 12062663:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.24% |
| Worst Day | -5.87% | -14.0% |
| Best Week | 7.46% | 27.26% |
| Worst Week | -5.73% | -20.52% |
| Best Month | 8.38% | 47.37% |
| Worst Month | -4.64% | -32.24% |
| Best Year | 26.73% | -12.05% |
| Worst Year | -3.37% | -24.66% |
| Avg. Up Day | 1.07% | 1.08% |
| Avg. Down Day | -0.91% | -1.01% |
| Avg. Up Week | 3.29% | 6.72% |
| Avg. Down Week | -2.21% | -5.08% |
| Avg. Up Month | 5.06% | 25.44% |
| Avg. Down Month | -1.42% | -12.36% |
| Win Days % | 49.79% | 49.84% |
| Win Month % | 50.0% | 23.08% |
| Win Week % | 58.33% | 48.21% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |