| Metric | 12024317:ethusd:triple_med_gx:zlema220_55 | 12024317:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 27.97% | 27.18% |
| Max Drawdown | -43.94% | -64.23% |
| Sharpe | 0.21 | 0.23 |
| Sortino | 0.32 | 0.32 |
| Payoff Ratio | 1.33 | 1.13 |
| Profit Factor | 1.09 | 1.04 |
| Common Sense Ratio | 1.37 | 1.04 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 35.34 | 3.26 |
| Outlier Loss Ratio | 4.17 | 3.43 |
| Volatility (ann.) | 13.88% | 33.51% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.19 | 0.13 |
| Skew | 1.63 | 0.25 |
| Kurtosis | 65.82 | 8.92 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.65% | 0.63% |
| Expected Yearly % | 6.36% | 6.2% |
| Kelly Criterion | -2.21% | 6.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.86% |
| Expected Shortfall (cVaR) | -1.19% | -2.86% |
| Year | 12024317:ETHUSD | 12024317:ethusd:triple_med_gx:zlema220_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.41 | -34.88 | 0.89 | + |
| 2023 | 91.16 | 10.90 | 0.12 | - |
| 2024 | 45.75 | 56.71 | 1.24 | + |
| 2025 | -24.66 | 13.08 | -0.53 | + |
| Metric | 12024317:ethusd:triple_med_gx:zlema220_55 | 12024317:ETHUSD |
|---|---|---|
| MTD | -0.47% | -0.81% |
| 3M | -1.53% | 21.99% |
| 6M | 14.63% | -30.79% |
| YTD | 13.08% | -24.66% |
| 1Y | 26.88% | -27.95% |
| 3Y (ann.) | 18.64% | 36.13% |
| 5Y (ann.) | 8.34% | 8.12% |
| Metric | 12024317:ethusd:triple_med_gx:zlema220_55 | 12024317:ETHUSD |
|---|---|---|
| Max Drawdown | -43.94% | -64.23% |
| Longest DD Days | 755.0 | 464.0 |
| Avg. Drawdown | -6.43% | -9.04% |
| Avg. Drawdown Days | 65.0 | 44.0 |
| Recovery Factor | 0.64 | 0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-23 | 2024-06-16 | -43.94 | 755 |
| 2025-03-03 | 2025-06-19 | -15.35 | 108 |
| 2024-10-30 | 2024-11-11 | -11.51 | 12 |
| 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 |
| 2024-09-11 | 2024-10-29 | -4.51 | 48 |
| 2024-07-11 | 2024-09-09 | -2.32 | 60 |
| 2024-12-24 | 2025-01-13 | -1.27 | 20 |
| Metric | 12024317:ethusd:triple_med_gx:zlema220_55 | 12024317:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -10.7% | -14.0% |
| Best Week | 10.9% | 27.26% |
| Worst Week | -16.29% | -34.61% |
| Best Month | 16.38% | 56.93% |
| Worst Month | -19.19% | -44.86% |
| Best Year | 56.71% | 91.16% |
| Worst Year | -34.88% | -39.41% |
| Avg. Up Day | 1.4% | 1.43% |
| Avg. Down Day | -1.05% | -1.26% |
| Avg. Up Week | 3.97% | 9.69% |
| Avg. Down Week | -2.71% | -8.83% |
| Avg. Up Month | 7.14% | 19.65% |
| Avg. Down Month | -4.05% | -12.34% |
| Win Days % | 41.71% | 50.18% |
| Win Month % | 44.74% | 47.37% |
| Win Week % | 45.35% | 51.83% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |