| Metric | 12034514:ethusd:triple_med_gx:zlema190_70 | 12034514:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 49.13% | 22.63% |
| Max Drawdown | -26.62% | -64.23% |
| Sharpe | 0.32 | 0.22 |
| Sortino | 0.51 | 0.31 |
| Payoff Ratio | 1.39 | 1.17 |
| Profit Factor | 1.17 | 1.04 |
| Common Sense Ratio | 0.52 | 1.04 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 0.45 | 1.0 |
| Outlier Win Ratio | 44.71 | 3.17 |
| Outlier Loss Ratio | 4.38 | 3.35 |
| Volatility (ann.) | 12.27% | 33.53% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.52 | 0.11 |
| Skew | 2.35 | 0.25 |
| Kurtosis | 89.44 | 8.88 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.06% | 0.54% |
| Expected Yearly % | 10.51% | 5.23% |
| Kelly Criterion | -0.14% | 7.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.87% |
| Expected Shortfall (cVaR) | -1.05% | -2.87% |
| Year | 12034514:ETHUSD | 12034514:ethusd:triple_med_gx:zlema190_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -41.58 | -0.80 | 0.02 | + |
| 2023 | 91.16 | 4.16 | 0.05 | - |
| 2024 | 45.75 | 34.35 | 0.75 | - |
| 2025 | -24.66 | 7.44 | -0.30 | + |
| Metric | 12034514:ethusd:triple_med_gx:zlema190_70 | 12034514:ETHUSD |
|---|---|---|
| MTD | -2.42% | -0.81% |
| 3M | -7.11% | 21.99% |
| 6M | 9.57% | -30.79% |
| YTD | 7.44% | -24.66% |
| 1Y | 15.65% | -27.95% |
| 3Y (ann.) | 16.89% | 36.13% |
| 5Y (ann.) | 13.81% | 6.82% |
| Metric | 12034514:ethusd:triple_med_gx:zlema190_70 | 12034514:ETHUSD |
|---|---|---|
| Max Drawdown | -26.62% | -64.23% |
| Longest DD Days | 576.0 | 464.0 |
| Avg. Drawdown | -4.9% | -9.5% |
| Avg. Drawdown Days | 48.0 | 44.0 |
| Recovery Factor | 1.85 | 0.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2024-03-23 | -26.62 | 576 |
| 2025-03-06 | 2025-06-19 | -18.07 | 105 |
| 2022-06-18 | 2022-06-19 | -12.37 | 1 |
| 2024-09-03 | 2025-01-15 | -11.54 | 134 |
| 2022-07-22 | 2022-07-28 | -8.42 | 6 |
| 2022-06-20 | 2022-07-21 | -8.02 | 31 |
| 2024-05-27 | 2024-07-11 | -4.77 | 44 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2024-07-11 | 2024-08-10 | -2.43 | 29 |
| 2025-03-05 | 2025-03-05 | -1.23 | 0 |
| Metric | 12034514:ethusd:triple_med_gx:zlema190_70 | 12034514:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -10.7% | -14.0% |
| Best Week | 11.93% | 27.26% |
| Worst Week | -18.1% | -34.61% |
| Best Month | 15.2% | 56.93% |
| Worst Month | -19.37% | -44.86% |
| Best Year | 34.35% | 91.16% |
| Worst Year | -0.8% | -41.58% |
| Avg. Up Day | 1.39% | 1.44% |
| Avg. Down Day | -1.0% | -1.23% |
| Avg. Up Week | 4.08% | 10.15% |
| Avg. Down Week | -3.0% | -6.45% |
| Avg. Up Month | 6.61% | 26.08% |
| Avg. Down Month | -4.23% | -5.76% |
| Win Days % | 41.68% | 50.23% |
| Win Month % | 55.56% | 47.37% |
| Win Week % | 54.67% | 51.52% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |