| Metric | 12062673:ethusd:triple_med_gx:zlema70_110 | 12062673:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 17.69% | -33.74% |
| Max Drawdown | -12.7% | -63.95% |
| Sharpe | 0.51 | -0.1 |
| Sortino | 0.81 | -0.13 |
| Payoff Ratio | 1.21 | 1.15 |
| Profit Factor | 1.25 | 0.98 |
| Common Sense Ratio | 0.83 | 0.96 |
| CPC Index | 0.74 | 0.56 |
| Tail Ratio | 0.66 | 0.98 |
| Outlier Win Ratio | 52.2 | 2.6 |
| Outlier Loss Ratio | 4.65 | 2.77 |
| Volatility (ann.) | 8.2% | 35.62% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.32 | -0.51 |
| Skew | 2.11 | -0.26 |
| Kurtosis | 57.03 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.26% | -3.12% |
| Expected Yearly % | 8.48% | -18.6% |
| Kelly Criterion | 6.67% | 6.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -3.08% |
| Expected Shortfall (cVaR) | -0.69% | -3.08% |
| Year | 12062673:ETHUSD | 12062673:ethusd:triple_med_gx:zlema70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 18.50 | -1.53 | + |
| 2025 | -24.66 | -0.68 | 0.03 | + |
| Metric | 12062673:ethusd:triple_med_gx:zlema70_110 | 12062673:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | -4.0% | 21.99% |
| 6M | -1.23% | -30.79% |
| YTD | -0.68% | -24.66% |
| 1Y | 17.27% | -27.95% |
| 3Y (ann.) | 16.79% | -32.45% |
| 5Y (ann.) | 16.79% | -32.45% |
| Metric | 12062673:ethusd:triple_med_gx:zlema70_110 | 12062673:ETHUSD |
|---|---|---|
| Max Drawdown | -12.7% | -63.95% |
| Longest DD Days | 89.0 | 184.0 |
| Avg. Drawdown | -2.89% | -17.79% |
| Avg. Drawdown Days | 22.0 | 54.0 |
| Recovery Factor | 1.39 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-30 | 2025-02-14 | -12.70 | 46 |
| 2024-07-17 | 2024-10-14 | -7.70 | 89 |
| 2025-04-19 | 2025-06-19 | -5.45 | 60 |
| 2025-02-14 | 2025-03-14 | -4.83 | 27 |
| 2024-11-22 | 2024-11-23 | -2.34 | 1 |
| 2025-04-17 | 2025-04-19 | -1.76 | 1 |
| 2024-11-20 | 2024-11-21 | -1.59 | 1 |
| 2024-12-29 | 2024-12-30 | -1.40 | 1 |
| 2024-11-23 | 2024-12-28 | -1.35 | 34 |
| 2025-03-14 | 2025-03-15 | -1.22 | 0 |
| Metric | 12062673:ethusd:triple_med_gx:zlema70_110 | 12062673: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 | -2.51% | -32.24% |
| Best Year | 18.5% | -12.05% |
| Worst Year | -0.68% | -24.66% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 2.8% | 7.46% |
| Avg. Down Week | -2.5% | -0.96% |
| Avg. Up Month | 5.19% | 25.44% |
| Avg. Down Month | -1.79% | -8.71% |
| Win Days % | 48.92% | 49.84% |
| Win Month % | 58.33% | 23.08% |
| Win Week % | 57.14% | 48.21% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |