| Metric | 12052775:ethusd:triple_med_gx:zlema50_90 | 12052775:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 71.56% | 27.29% |
| Max Drawdown | -12.93% | -64.23% |
| Sharpe | 0.48 | 0.23 |
| Sortino | 0.77 | 0.33 |
| Payoff Ratio | 1.31 | 1.22 |
| Profit Factor | 1.24 | 1.04 |
| Common Sense Ratio | 1.6 | 1.04 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 45.02 | 2.98 |
| Outlier Loss Ratio | 4.4 | 3.15 |
| Volatility (ann.) | 10.3% | 33.51% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.48 | 0.13 |
| Skew | 2.64 | 0.26 |
| Kurtosis | 61.79 | 8.94 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.43% | 0.64% |
| Expected Yearly % | 14.45% | 6.22% |
| Kelly Criterion | 5.0% | 9.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.86% |
| Expected Shortfall (cVaR) | -0.87% | -2.86% |
| Year | 12052775:ETHUSD | 12052775:ethusd:triple_med_gx:zlema50_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.36 | 21.24 | -0.54 | + |
| 2023 | 91.16 | 4.73 | 0.05 | - |
| 2024 | 45.75 | 32.99 | 0.72 | - |
| 2025 | -24.66 | 1.60 | -0.06 | + |
| Metric | 12052775:ethusd:triple_med_gx:zlema50_90 | 12052775:ETHUSD |
|---|---|---|
| MTD | -0.18% | -0.81% |
| 3M | -0.38% | 21.99% |
| 6M | 0.65% | -30.79% |
| YTD | 1.6% | -24.66% |
| 1Y | 23.14% | -27.95% |
| 3Y (ann.) | 19.69% | 36.13% |
| 5Y (ann.) | 19.19% | 8.17% |
| Metric | 12052775:ethusd:triple_med_gx:zlema50_90 | 12052775:ETHUSD |
|---|---|---|
| Max Drawdown | -12.93% | -64.23% |
| Longest DD Days | 469.0 | 464.0 |
| Avg. Drawdown | -5.17% | -10.91% |
| Avg. Drawdown Days | 58.0 | 42.0 |
| Recovery Factor | 5.53 | 0.42 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2024-01-09 | -12.93 | 469 |
| 2024-03-11 | 2024-04-24 | -11.46 | 43 |
| 2022-06-26 | 2022-07-27 | -10.26 | 31 |
| 2024-12-27 | 2025-06-19 | -9.94 | 174 |
| 2022-08-25 | 2022-09-27 | -9.48 | 32 |
| 2024-07-17 | 2024-08-14 | -6.77 | 28 |
| 2024-08-14 | 2024-11-18 | -6.63 | 96 |
| 2024-04-24 | 2024-07-15 | -5.42 | 81 |
| 2022-06-22 | 2022-06-23 | -4.35 | 0 |
| 2024-11-22 | 2024-12-27 | -2.49 | 35 |
| Metric | 12052775:ethusd:triple_med_gx:zlema50_90 | 12052775:ETHUSD |
|---|---|---|
| Best Day | 9.16% | 16.51% |
| Worst Day | -5.56% | -14.0% |
| Best Week | 14.19% | 27.26% |
| Worst Week | -10.02% | -34.61% |
| Best Month | 14.19% | 56.93% |
| Worst Month | -7.85% | -44.86% |
| Best Year | 32.99% | 91.16% |
| Worst Year | 1.6% | -39.36% |
| Avg. Up Day | 1.15% | 1.17% |
| Avg. Down Day | -0.88% | -0.96% |
| Avg. Up Week | 3.79% | 6.95% |
| Avg. Down Week | -2.39% | -3.48% |
| Avg. Up Month | 3.65% | 19.91% |
| Avg. Down Month | -2.52% | -8.05% |
| Win Days % | 46.13% | 50.18% |
| Win Month % | 61.11% | 47.37% |
| Win Week % | 56.25% | 51.83% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |