| Metric | 12035762:ethusd:triple_med_gx:zlema100_70 | 12035762:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 16.55% | 4.32% |
| Max Drawdown | -32.49% | -64.23% |
| Sharpe | 0.17 | 0.18 |
| Sortino | 0.25 | 0.26 |
| Payoff Ratio | 1.25 | 0.92 |
| Profit Factor | 1.09 | 1.03 |
| Common Sense Ratio | 0.0 | 1.03 |
| CPC Index | 0.57 | 0.48 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 53.95 | 3.05 |
| Outlier Loss Ratio | 4.46 | 3.19 |
| Volatility (ann.) | 10.13% | 33.97% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.16 | 0.02 |
| Skew | -0.23 | 0.15 |
| Kurtosis | 67.11 | 9.06 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.4% | 0.11% |
| Expected Yearly % | 3.9% | 1.06% |
| Kelly Criterion | -4.52% | -3.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.91% |
| Expected Shortfall (cVaR) | -0.87% | -2.91% |
| Year | 12035762:ETHUSD | 12035762:ethusd:triple_med_gx:zlema100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.30 | -32.17 | 0.64 | + |
| 2023 | 91.16 | 23.15 | 0.25 | - |
| 2024 | 45.75 | 35.78 | 0.78 | - |
| 2025 | -24.66 | 2.75 | -0.11 | + |
| Metric | 12035762:ethusd:triple_med_gx:zlema100_70 | 12035762:ETHUSD |
|---|---|---|
| MTD | -1.98% | -0.81% |
| 3M | 1.38% | 21.99% |
| 6M | 7.1% | -30.79% |
| YTD | 2.75% | -24.66% |
| 1Y | 16.3% | -27.95% |
| 3Y (ann.) | 11.27% | 36.13% |
| 5Y (ann.) | 5.04% | 1.37% |
| Metric | 12035762:ethusd:triple_med_gx:zlema100_70 | 12035762:ETHUSD |
|---|---|---|
| Max Drawdown | -32.49% | -64.23% |
| Longest DD Days | 665.0 | 609.0 |
| Avg. Drawdown | -7.78% | -10.23% |
| Avg. Drawdown Days | 119.0 | 66.0 |
| Recovery Factor | 0.51 | 0.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-13 | 2024-04-08 | -32.49 | 665 |
| 2024-06-12 | 2024-12-10 | -9.44 | 181 |
| 2024-04-08 | 2024-06-12 | -8.51 | 64 |
| 2025-06-11 | 2025-06-19 | -6.77 | 7 |
| 2024-12-12 | 2025-02-03 | -6.49 | 52 |
| 2025-02-22 | 2025-06-06 | -5.63 | 103 |
| 2024-12-12 | 2024-12-12 | -0.31 | 0 |
| 2025-06-11 | 2025-06-11 | -0.18 | 0 |
| 2025-02-22 | 2025-02-22 | -0.18 | 0 |
| Metric | 12035762:ethusd:triple_med_gx:zlema100_70 | 12035762:ETHUSD |
|---|---|---|
| Best Day | 6.61% | 16.51% |
| Worst Day | -8.68% | -14.0% |
| Best Week | 13.77% | 27.26% |
| Worst Week | -15.43% | -34.61% |
| Best Month | 16.38% | 56.93% |
| Worst Month | -15.43% | -44.86% |
| Best Year | 35.78% | 91.16% |
| Worst Year | -32.17% | -50.3% |
| Avg. Up Day | 1.21% | 1.25% |
| Avg. Down Day | -0.97% | -1.36% |
| Avg. Up Week | 2.92% | 8.39% |
| Avg. Down Week | -3.2% | -9.31% |
| Avg. Up Month | 4.29% | 18.13% |
| Avg. Down Month | -4.43% | -12.5% |
| Win Days % | 41.96% | 50.19% |
| Win Month % | 51.35% | 47.37% |
| Win Week % | 51.19% | 51.2% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |