| Metric | 12073076:ethusd:triple_med_gx:zlema175_135 | 12073076:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 11.52% | -33.74% |
| Max Drawdown | -13.84% | -63.95% |
| Sharpe | 0.29 | -0.1 |
| Sortino | 0.51 | -0.13 |
| Payoff Ratio | 1.3 | 0.98 |
| Profit Factor | 1.19 | 0.98 |
| Common Sense Ratio | 0.0 | 0.96 |
| CPC Index | 0.67 | 0.48 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 55.34 | 2.58 |
| Outlier Loss Ratio | 3.9 | 2.82 |
| Volatility (ann.) | 10.82% | 35.62% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.79 | -0.51 |
| Skew | 6.2 | -0.26 |
| Kurtosis | 142.05 | 8.17 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 0.84% | -3.12% |
| Expected Yearly % | 5.61% | -18.6% |
| Kelly Criterion | -0.69% | -1.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -3.08% |
| Expected Shortfall (cVaR) | -0.92% | -3.08% |
| Year | 12073076:ETHUSD | 12073076:ethusd:triple_med_gx:zlema175_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | 2.05 | -0.17 | + |
| 2025 | -24.66 | 9.28 | -0.38 | + |
| Metric | 12073076:ethusd:triple_med_gx:zlema175_135 | 12073076:ETHUSD |
|---|---|---|
| MTD | -4.33% | -0.81% |
| 3M | 18.83% | 21.99% |
| 6M | 17.04% | -30.79% |
| YTD | 9.28% | -24.66% |
| 1Y | 11.52% | -27.95% |
| 3Y (ann.) | 10.95% | -32.45% |
| 5Y (ann.) | 10.95% | -32.45% |
| Metric | 12073076:ethusd:triple_med_gx:zlema175_135 | 12073076:ETHUSD |
|---|---|---|
| Max Drawdown | -13.84% | -63.95% |
| Longest DD Days | 183.0 | 184.0 |
| Avg. Drawdown | -5.39% | -17.79% |
| Avg. Drawdown Days | 54.0 | 54.0 |
| Recovery Factor | 0.83 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2024-12-20 | -13.84 | 183 |
| 2024-12-21 | 2025-05-09 | -13.50 | 138 |
| 2025-06-17 | 2025-06-19 | -4.56 | 2 |
| 2025-05-09 | 2025-05-10 | -0.22 | 0 |
| 2024-06-19 | 2024-06-19 | -0.18 | 0 |
| 2024-06-19 | 2024-06-20 | -0.02 | 0 |
| Metric | 12073076:ethusd:triple_med_gx:zlema175_135 | 12073076:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 12.24% |
| Worst Day | -5.43% | -14.0% |
| Best Week | 14.4% | 27.26% |
| Worst Week | -7.43% | -20.52% |
| Best Month | 16.11% | 47.37% |
| Worst Month | -7.43% | -32.24% |
| Best Year | 9.28% | -12.05% |
| Worst Year | 2.05% | -24.66% |
| Avg. Up Day | 1.42% | 1.46% |
| Avg. Down Day | -1.09% | -1.5% |
| Avg. Up Week | 3.78% | 8.98% |
| Avg. Down Week | -3.56% | -6.53% |
| Avg. Up Month | 16.11% | 41.0% |
| Avg. Down Month | -3.36% | -9.19% |
| Win Days % | 43.07% | 49.84% |
| Win Month % | 36.36% | 23.08% |
| Win Week % | 45.83% | 48.21% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 100.0% | 0.0% |