| Metric | 12024304:ethusd:triple_med_gx:zlema210_55 | 12024304:ETHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 75.4% | 29.63% |
| Max Drawdown | -26.86% | -64.23% |
| Sharpe | 0.42 | 0.23 |
| Sortino | 0.67 | 0.33 |
| Payoff Ratio | 1.44 | 1.19 |
| Profit Factor | 1.21 | 1.04 |
| Common Sense Ratio | 1.85 | 1.04 |
| CPC Index | 0.73 | 0.62 |
| Tail Ratio | 1.54 | 1.0 |
| Outlier Win Ratio | 39.01 | 3.19 |
| Outlier Loss Ratio | 4.34 | 3.27 |
| Volatility (ann.) | 12.93% | 33.49% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.74 | 0.14 |
| Skew | 2.43 | 0.25 |
| Kurtosis | 83.17 | 8.93 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.49% | 0.69% |
| Expected Yearly % | 15.08% | 6.7% |
| Kelly Criterion | 1.32% | 8.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.86% |
| Expected Shortfall (cVaR) | -1.1% | -2.86% |
| Year | 12024304:ETHUSD | 12024304:ethusd:triple_med_gx:zlema210_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -38.24 | -6.06 | 0.16 | + |
| 2023 | 91.16 | 3.81 | 0.04 | - |
| 2024 | 45.75 | 57.98 | 1.27 | + |
| 2025 | -24.66 | 13.85 | -0.56 | + |
| Metric | 12024304:ethusd:triple_med_gx:zlema210_55 | 12024304:ETHUSD |
|---|---|---|
| MTD | -0.47% | -0.81% |
| 3M | -1.33% | 21.99% |
| 6M | 15.42% | -30.79% |
| YTD | 13.85% | -24.66% |
| 1Y | 24.31% | -27.95% |
| 3Y (ann.) | 24.27% | 36.13% |
| 5Y (ann.) | 19.98% | 8.78% |
| Metric | 12024304:ethusd:triple_med_gx:zlema210_55 | 12024304:ETHUSD |
|---|---|---|
| Max Drawdown | -26.86% | -64.23% |
| Longest DD Days | 590.0 | 464.0 |
| Avg. Drawdown | -4.49% | -9.04% |
| Avg. Drawdown Days | 41.0 | 44.0 |
| Recovery Factor | 2.81 | 0.46 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-22 | 2024-03-03 | -26.86 | 590 |
| 2025-03-03 | 2025-06-19 | -15.35 | 108 |
| 2022-06-17 | 2022-06-19 | -13.15 | 2 |
| 2024-09-11 | 2024-11-11 | -11.07 | 61 |
| 2024-11-12 | 2024-12-12 | -8.35 | 30 |
| 2025-01-19 | 2025-03-02 | -7.82 | 41 |
| 2024-06-17 | 2024-07-11 | -5.93 | 24 |
| 2025-01-18 | 2025-01-19 | -5.16 | 1 |
| 2022-06-20 | 2022-07-21 | -4.83 | 31 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| Metric | 12024304:ethusd:triple_med_gx:zlema210_55 | 12024304:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -10.7% | -14.0% |
| Best Week | 11.16% | 27.26% |
| Worst Week | -15.73% | -34.61% |
| Best Month | 16.38% | 56.93% |
| Worst Month | -18.38% | -44.86% |
| Best Year | 57.98% | 91.16% |
| Worst Year | -6.06% | -38.24% |
| Avg. Up Day | 1.41% | 1.45% |
| Avg. Down Day | -0.98% | -1.22% |
| Avg. Up Week | 3.97% | 9.97% |
| Avg. Down Week | -2.51% | -9.09% |
| Avg. Up Month | 7.57% | 25.59% |
| Avg. Down Month | -4.77% | -6.69% |
| Win Days % | 41.83% | 50.21% |
| Win Month % | 57.14% | 50.0% |
| Win Week % | 50.62% | 52.12% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |