| Metric | 12077499:ethusd:triple_med_gx:zlema60_10 | 12077499:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -35.47% | -52.1% |
| Max Drawdown | -39.25% | -63.95% |
| Sharpe | -0.94 | -0.38 |
| Sortino | -1.2 | -0.52 |
| Payoff Ratio | 0.92 | 0.94 |
| Profit Factor | 0.72 | 0.94 |
| Common Sense Ratio | 0.58 | 0.87 |
| CPC Index | 0.27 | 0.43 |
| Tail Ratio | 0.81 | 0.92 |
| Outlier Win Ratio | 37.75 | 2.76 |
| Outlier Loss Ratio | 4.26 | 3.36 |
| Volatility (ann.) | 11.93% | 35.66% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.97 | -0.86 |
| Skew | -1.44 | -0.34 |
| Kurtosis | 25.42 | 8.95 |
| Expected Daily % | -0.03% | -0.06% |
| Expected Monthly % | -3.58% | -5.95% |
| Expected Yearly % | -19.67% | -30.79% |
| Kelly Criterion | -24.4% | -4.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -3.11% |
| Expected Shortfall (cVaR) | -1.06% | -3.11% |
| Year | 12077499:ETHUSD | 12077499:ethusd:triple_med_gx:zlema60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -14.35 | 1.19 | - |
| 2025 | -45.53 | -24.65 | 0.54 | + |
| Metric | 12077499:ethusd:triple_med_gx:zlema60_10 | 12077499:ETHUSD |
|---|---|---|
| MTD | 0.0% | 1.12% |
| 3M | -29.51% | -41.03% |
| 6M | -14.37% | -31.24% |
| YTD | -24.65% | -45.53% |
| 1Y | -35.47% | -52.1% |
| 3Y (ann.) | -38.04% | -55.26% |
| 5Y (ann.) | -38.04% | -55.26% |
| Metric | 12077499:ethusd:triple_med_gx:zlema60_10 | 12077499:ETHUSD |
|---|---|---|
| Max Drawdown | -39.25% | -63.95% |
| Longest DD Days | 318.0 | 182.0 |
| Avg. Drawdown | -19.91% | -17.79% |
| Avg. Drawdown Days | 159.0 | 47.0 |
| Recovery Factor | -0.9 | -0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-05-01 | -39.25 | 318 |
| 2024-06-15 | 2024-06-16 | -0.58 | 0 |
| Metric | 12077499:ethusd:triple_med_gx:zlema60_10 | 12077499:ETHUSD |
|---|---|---|
| Best Day | 4.28% | 12.24% |
| Worst Day | -5.64% | -14.0% |
| Best Week | 10.86% | 18.08% |
| Worst Week | -13.68% | -20.52% |
| Best Month | 13.82% | 47.37% |
| Worst Month | -15.83% | -32.24% |
| Best Year | -14.35% | -12.05% |
| Worst Year | -24.65% | -45.53% |
| Avg. Up Day | 1.04% | 1.06% |
| Avg. Down Day | -1.13% | -1.13% |
| Avg. Up Week | 3.66% | 7.93% |
| Avg. Down Week | -4.71% | -7.36% |
| Avg. Up Month | 13.82% | 47.37% |
| Avg. Down Month | -6.52% | -12.9% |
| Win Days % | 40.32% | 49.36% |
| Win Month % | 18.18% | 25.0% |
| Win Week % | 36.67% | 46.94% |
| Win Quarter % | 20.0% | 20.0% |
| Win Year % | 0.0% | 0.0% |