| Metric | 12027228:ethusd:triple_med_gx:zlema195_60 | 12027228:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 14.06% | 31.22% |
| Max Drawdown | -26.12% | -64.23% |
| Sharpe | 0.15 | 0.23 |
| Sortino | 0.24 | 0.34 |
| Payoff Ratio | 1.38 | 1.14 |
| Profit Factor | 1.08 | 1.04 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 52.63 | 3.0 |
| Outlier Loss Ratio | 4.24 | 3.09 |
| Volatility (ann.) | 11.01% | 33.52% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.17 | 0.14 |
| Skew | 3.73 | 0.25 |
| Kurtosis | 113.59 | 8.9 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.35% | 0.72% |
| Expected Yearly % | 3.34% | 7.03% |
| Kelly Criterion | -5.22% | 6.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.86% |
| Expected Shortfall (cVaR) | -0.94% | -2.86% |
| Year | 12027228:ETHUSD | 12027228:ethusd:triple_med_gx:zlema195_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.49 | 1.56 | -0.04 | + |
| 2023 | 91.16 | -16.06 | -0.18 | - |
| 2024 | 45.75 | 47.87 | 1.05 | + |
| 2025 | -24.66 | -9.52 | 0.39 | + |
| Metric | 12027228:ethusd:triple_med_gx:zlema195_60 | 12027228:ETHUSD |
|---|---|---|
| MTD | -4.22% | -0.81% |
| 3M | -8.96% | 21.99% |
| 6M | -8.68% | -30.79% |
| YTD | -9.52% | -24.66% |
| 1Y | 21.79% | -27.95% |
| 3Y (ann.) | 8.14% | 36.13% |
| 5Y (ann.) | 4.35% | 9.2% |
| Metric | 12027228:ethusd:triple_med_gx:zlema195_60 | 12027228:ETHUSD |
|---|---|---|
| Max Drawdown | -26.12% | -64.23% |
| Longest DD Days | 773.0 | 464.0 |
| Avg. Drawdown | -7.35% | -9.62% |
| Avg. Drawdown Days | 84.0 | 46.0 |
| Recovery Factor | 0.54 | 0.49 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-22 | 2024-09-02 | -26.12 | 773 |
| 2025-03-03 | 2025-06-19 | -19.12 | 108 |
| 2022-06-17 | 2022-06-19 | -14.34 | 2 |
| 2024-10-31 | 2024-11-10 | -5.61 | 10 |
| 2024-11-16 | 2025-01-19 | -5.16 | 64 |
| 2022-06-20 | 2022-07-21 | -4.83 | 31 |
| 2024-09-03 | 2024-10-28 | -4.82 | 55 |
| 2025-01-22 | 2025-03-02 | -4.42 | 39 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2024-11-12 | 2024-11-16 | -3.79 | 4 |
| Metric | 12027228:ethusd:triple_med_gx:zlema195_60 | 12027228:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -6.78% | -14.0% |
| Best Week | 10.11% | 27.26% |
| Worst Week | -6.37% | -34.61% |
| Best Month | 11.91% | 56.93% |
| Worst Month | -4.62% | -44.86% |
| Best Year | 47.87% | 91.16% |
| Worst Year | -16.06% | -37.49% |
| Avg. Up Day | 1.37% | 1.42% |
| Avg. Down Day | -0.99% | -1.24% |
| Avg. Up Week | 2.58% | 7.97% |
| Avg. Down Week | -2.42% | -7.72% |
| Avg. Up Month | 4.07% | 30.44% |
| Avg. Down Month | -1.87% | -11.42% |
| Win Days % | 38.94% | 50.27% |
| Win Month % | 45.95% | 50.0% |
| Win Week % | 49.32% | 52.12% |
| Win Quarter % | 46.15% | 53.85% |
| Win Year % | 50.0% | 50.0% |