| Metric | 12062696:ethusd:triple_med_gx:zlema55_110 | 12062696:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 30.12% | -33.74% |
| Max Drawdown | -11.27% | -63.95% |
| Sharpe | 0.67 | -0.1 |
| Sortino | 1.08 | -0.13 |
| Payoff Ratio | 1.26 | 1.19 |
| Profit Factor | 1.29 | 0.98 |
| Common Sense Ratio | 2.48 | 0.96 |
| CPC Index | 0.79 | 0.58 |
| Tail Ratio | 1.92 | 0.98 |
| Outlier Win Ratio | 38.4 | 2.79 |
| Outlier Loss Ratio | 4.78 | 3.03 |
| Volatility (ann.) | 10.04% | 35.62% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.53 | -0.51 |
| Skew | 1.79 | -0.26 |
| Kurtosis | 34.86 | 8.17 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 2.05% | -3.12% |
| Expected Yearly % | 14.07% | -18.6% |
| Kelly Criterion | 8.13% | 7.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -3.08% |
| Expected Shortfall (cVaR) | -0.85% | -3.08% |
| Year | 12062696:ETHUSD | 12062696:ethusd:triple_med_gx:zlema55_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 27.22 | -2.26 | + |
| 2025 | -24.66 | 2.28 | -0.09 | + |
| Metric | 12062696:ethusd:triple_med_gx:zlema55_110 | 12062696:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | -1.07% | 21.99% |
| 6M | 2.08% | -30.79% |
| YTD | 2.28% | -24.66% |
| 1Y | 29.66% | -27.95% |
| 3Y (ann.) | 28.52% | -32.45% |
| 5Y (ann.) | 28.52% | -32.45% |
| Metric | 12062696:ethusd:triple_med_gx:zlema55_110 | 12062696:ETHUSD |
|---|---|---|
| Max Drawdown | -11.27% | -63.95% |
| Longest DD Days | 81.0 | 184.0 |
| Avg. Drawdown | -3.7% | -17.79% |
| Avg. Drawdown Days | 24.0 | 54.0 |
| Recovery Factor | 2.67 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-02-12 | -11.27 | 81 |
| 2024-07-20 | 2024-08-14 | -6.85 | 25 |
| 2024-08-14 | 2024-10-11 | -6.63 | 57 |
| 2025-02-14 | 2025-04-19 | -4.14 | 63 |
| 2025-04-19 | 2025-06-19 | -3.98 | 60 |
| 2025-02-13 | 2025-02-14 | -3.87 | 1 |
| 2024-06-02 | 2024-07-14 | -3.79 | 42 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-22 | 2024-11-23 | -2.34 | 1 |
| 2024-11-19 | 2024-11-21 | -2.12 | 2 |
| Metric | 12062696:ethusd:triple_med_gx:zlema55_110 | 12062696:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 12.24% |
| Worst Day | -4.25% | -14.0% |
| Best Week | 9.9% | 27.26% |
| Worst Week | -6.39% | -20.52% |
| Best Month | 10.54% | 47.37% |
| Worst Month | -3.07% | -32.24% |
| Best Year | 27.22% | -12.05% |
| Worst Year | 2.28% | -24.66% |
| Avg. Up Day | 1.07% | 1.08% |
| Avg. Down Day | -0.85% | -0.91% |
| Avg. Up Week | 3.45% | 5.46% |
| Avg. Down Week | -1.62% | -3.81% |
| Avg. Up Month | 3.15% | 30.63% |
| Avg. Down Month | -1.26% | -8.84% |
| Win Days % | 48.76% | 49.84% |
| Win Month % | 58.33% | 23.08% |
| Win Week % | 57.69% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |