| Metric | 12024297:ethusd:triple_med_gx:zlema190_55 | 12024297:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 67.05% | 22.63% |
| Max Drawdown | -28.71% | -64.23% |
| Sharpe | 0.38 | 0.22 |
| Sortino | 0.6 | 0.31 |
| Payoff Ratio | 1.4 | 1.14 |
| Profit Factor | 1.19 | 1.04 |
| Common Sense Ratio | 1.94 | 1.04 |
| CPC Index | 0.7 | 0.59 |
| Tail Ratio | 1.64 | 1.0 |
| Outlier Win Ratio | 38.85 | 3.24 |
| Outlier Loss Ratio | 4.33 | 3.38 |
| Volatility (ann.) | 13.14% | 33.53% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.63 | 0.11 |
| Skew | 2.16 | 0.25 |
| Kurtosis | 78.77 | 8.88 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.36% | 0.54% |
| Expected Yearly % | 13.69% | 5.23% |
| Kelly Criterion | 1.19% | 6.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.87% |
| Expected Shortfall (cVaR) | -1.12% | -2.87% |
| Year | 12024297:ETHUSD | 12024297:ethusd:triple_med_gx:zlema190_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -41.58 | -9.87 | 0.24 | + |
| 2023 | 91.16 | 0.13 | 0.00 | - |
| 2024 | 45.75 | 68.30 | 1.49 | + |
| 2025 | -24.66 | 9.98 | -0.40 | + |
| Metric | 12024297:ethusd:triple_med_gx:zlema190_55 | 12024297:ETHUSD |
|---|---|---|
| MTD | -0.47% | -0.81% |
| 3M | 1.78% | 21.99% |
| 6M | 12.16% | -30.79% |
| YTD | 9.98% | -24.66% |
| 1Y | 27.47% | -27.95% |
| 3Y (ann.) | 21.08% | 36.13% |
| 5Y (ann.) | 18.06% | 6.82% |
| Metric | 12024297:ethusd:triple_med_gx:zlema190_55 | 12024297:ETHUSD |
|---|---|---|
| Max Drawdown | -28.71% | -64.23% |
| Longest DD Days | 549.0 | 464.0 |
| Avg. Drawdown | -4.78% | -9.5% |
| Avg. Drawdown Days | 34.0 | 44.0 |
| Recovery Factor | 2.33 | 0.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-04 | 2024-03-06 | -28.71 | 549 |
| 2025-03-03 | 2025-06-19 | -15.35 | 108 |
| 2022-06-17 | 2022-06-19 | -13.15 | 2 |
| 2024-10-30 | 2024-11-11 | -10.20 | 12 |
| 2022-07-22 | 2022-08-25 | -8.42 | 33 |
| 2025-01-19 | 2025-03-02 | -7.82 | 41 |
| 2024-11-12 | 2024-12-11 | -7.45 | 29 |
| 2022-08-25 | 2022-08-29 | -7.33 | 4 |
| 2024-12-24 | 2025-01-15 | -6.98 | 21 |
| 2024-06-17 | 2024-07-11 | -5.93 | 24 |
| Metric | 12024297:ethusd:triple_med_gx:zlema190_55 | 12024297:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -10.7% | -14.0% |
| Best Week | 11.16% | 27.26% |
| Worst Week | -16.5% | -34.61% |
| Best Month | 18.52% | 56.93% |
| Worst Month | -19.39% | -44.86% |
| Best Year | 68.3% | 91.16% |
| Worst Year | -9.87% | -41.58% |
| Avg. Up Day | 1.41% | 1.45% |
| Avg. Down Day | -1.0% | -1.27% |
| Avg. Up Week | 3.49% | 9.66% |
| Avg. Down Week | -2.36% | -8.78% |
| Avg. Up Month | 6.41% | 27.77% |
| Avg. Down Month | -3.13% | -7.73% |
| Win Days % | 42.3% | 50.23% |
| Win Month % | 55.56% | 47.37% |
| Win Week % | 50.63% | 51.52% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |