| Metric | 12023927:ethusd:triple_med_gx:zlema195_55 | 12023927:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 13.45% | 31.22% |
| Max Drawdown | -24.64% | -64.23% |
| Sharpe | 0.15 | 0.23 |
| Sortino | 0.22 | 0.34 |
| Payoff Ratio | 1.31 | 1.08 |
| Profit Factor | 1.08 | 1.04 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 50.03 | 3.04 |
| Outlier Loss Ratio | 4.02 | 3.14 |
| Volatility (ann.) | 11.52% | 33.52% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.17 | 0.14 |
| Skew | 2.59 | 0.25 |
| Kurtosis | 103.13 | 8.9 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.33% | 0.72% |
| Expected Yearly % | 3.21% | 7.03% |
| Kelly Criterion | -3.69% | 4.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.86% |
| Expected Shortfall (cVaR) | -0.99% | -2.86% |
| Year | 12023927:ETHUSD | 12023927:ethusd:triple_med_gx:zlema195_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.49 | 3.89 | -0.10 | + |
| 2023 | 91.16 | -15.03 | -0.16 | - |
| 2024 | 45.75 | 43.08 | 0.94 | - |
| 2025 | -24.66 | -10.18 | 0.41 | + |
| Metric | 12023927:ethusd:triple_med_gx:zlema195_55 | 12023927:ETHUSD |
|---|---|---|
| MTD | -3.12% | -0.81% |
| 3M | -5.06% | 21.99% |
| 6M | -10.27% | -30.79% |
| YTD | -10.18% | -24.66% |
| 1Y | 18.6% | -27.95% |
| 3Y (ann.) | 7.95% | 36.13% |
| 5Y (ann.) | 4.17% | 9.2% |
| Metric | 12023927:ethusd:triple_med_gx:zlema195_55 | 12023927:ETHUSD |
|---|---|---|
| Max Drawdown | -24.64% | -64.23% |
| Longest DD Days | 829.0 | 464.0 |
| Avg. Drawdown | -6.23% | -9.62% |
| Avg. Drawdown Days | 84.0 | 46.0 |
| Recovery Factor | 0.55 | 0.49 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-22 | 2024-10-29 | -24.64 | 829 |
| 2025-01-18 | 2025-06-19 | -16.93 | 152 |
| 2022-06-17 | 2022-06-19 | -14.34 | 2 |
| 2024-10-29 | 2024-11-10 | -5.67 | 11 |
| 2022-06-20 | 2022-07-20 | -4.83 | 29 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2024-11-12 | 2024-11-16 | -3.69 | 4 |
| 2024-11-16 | 2025-01-13 | -3.47 | 58 |
| 2024-11-10 | 2024-11-11 | -2.26 | 1 |
| 2022-07-21 | 2022-07-21 | -0.34 | 0 |
| Metric | 12023927:ethusd:triple_med_gx:zlema195_55 | 12023927:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -7.81% | -14.0% |
| Best Week | 10.11% | 27.26% |
| Worst Week | -8.14% | -34.61% |
| Best Month | 10.96% | 56.93% |
| Worst Month | -9.41% | -44.86% |
| Best Year | 43.08% | 91.16% |
| Worst Year | -15.03% | -37.49% |
| Avg. Up Day | 1.34% | 1.38% |
| Avg. Down Day | -1.02% | -1.28% |
| Avg. Up Week | 2.88% | 7.99% |
| Avg. Down Week | -2.17% | -7.58% |
| Avg. Up Month | 5.12% | 35.3% |
| Avg. Down Month | -2.93% | -10.84% |
| Win Days % | 41.21% | 50.27% |
| Win Month % | 47.22% | 50.0% |
| Win Week % | 44.74% | 52.12% |
| Win Quarter % | 46.15% | 53.85% |
| Win Year % | 50.0% | 50.0% |