| Metric | 12116600:ethusd:triple_med_gx:zlema190_130 | 12116600:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -22.3% | -45.61% |
| Max Drawdown | -28.06% | -54.74% |
| Sharpe | -0.64 | -0.36 |
| Sortino | -0.88 | -0.48 |
| Payoff Ratio | 1.0 | 0.94 |
| Profit Factor | 0.69 | 0.94 |
| Common Sense Ratio | 0.0 | 0.91 |
| CPC Index | 0.28 | 0.44 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 62.13 | 2.42 |
| Outlier Loss Ratio | 2.98 | 3.0 |
| Volatility (ann.) | 11.09% | 34.95% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.95 | -0.96 |
| Skew | 2.36 | -0.55 |
| Kurtosis | 144.47 | 9.11 |
| Expected Daily % | -0.02% | -0.05% |
| Expected Monthly % | -2.49% | -5.91% |
| Expected Yearly % | -11.85% | -26.25% |
| Kelly Criterion | -19.68% | -4.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -3.04% |
| Expected Shortfall (cVaR) | -0.97% | -3.04% |
| Year | 12116600:ETHUSD | 12116600:ethusd:triple_med_gx:zlema190_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -12.05 | -19.12 | 1.59 | - |
| 2025 | -38.16 | -3.94 | 0.10 | + |
| Metric | 12116600:ethusd:triple_med_gx:zlema190_130 | 12116600:ETHUSD |
|---|---|---|
| MTD | 1.75% | -7.9% |
| 3M | -3.94% | -39.74% |
| 6M | -9.98% | -22.19% |
| YTD | -3.94% | -38.16% |
| 1Y | -22.3% | -45.61% |
| 3Y (ann.) | -26.59% | -52.57% |
| 5Y (ann.) | -26.59% | -52.57% |
| Metric | 12116600:ethusd:triple_med_gx:zlema190_130 | 12116600:ETHUSD |
|---|---|---|
| Max Drawdown | -28.06% | -54.74% |
| Longest DD Days | 247.0 | 182.0 |
| Avg. Drawdown | -14.55% | -16.47% |
| Avg. Drawdown Days | 124.0 | 42.0 |
| Recovery Factor | -0.79 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2025-03-26 | -28.06 | 247 |
| 2024-07-21 | 2024-07-21 | -1.03 | 0 |
| Metric | 12116600:ethusd:triple_med_gx:zlema190_130 | 12116600:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 10.89% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 4.11% | 18.08% |
| Worst Week | -8.16% | -20.52% |
| Best Month | 1.75% | 47.37% |
| Worst Month | -8.16% | -32.24% |
| Best Year | -3.94% | -12.05% |
| Worst Year | -19.12% | -38.16% |
| Avg. Up Day | 1.27% | 1.28% |
| Avg. Down Day | -1.27% | -1.37% |
| Avg. Up Week | 0.68% | 5.08% |
| Avg. Down Week | -5.48% | -9.57% |
| Avg. Up Month | 1.37% | 3.52% |
| Avg. Down Month | -6.83% | -15.91% |
| Win Days % | 40.2% | 49.37% |
| Win Month % | 33.33% | 20.0% |
| Win Week % | 33.33% | 47.73% |
| Win Quarter % | 0.0% | 25.0% |
| Win Year % | 0.0% | 0.0% |