| Metric | 12057573:ethusd:triple_med_gx:zlema240_100 | 12057573:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 19.95% | 27.73% |
| Max Drawdown | -24.66% | -64.23% |
| Sharpe | 0.19 | 0.23 |
| Sortino | 0.29 | 0.33 |
| Payoff Ratio | 1.34 | 1.03 |
| Profit Factor | 1.1 | 1.04 |
| Common Sense Ratio | 0.17 | 1.04 |
| CPC Index | 0.6 | 0.53 |
| Tail Ratio | 0.16 | 1.0 |
| Outlier Win Ratio | 50.26 | 3.07 |
| Outlier Loss Ratio | 4.35 | 3.18 |
| Volatility (ann.) | 10.78% | 33.52% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.25 | 0.13 |
| Skew | 0.6 | 0.26 |
| Kurtosis | 78.57 | 8.94 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.48% | 0.65% |
| Expected Yearly % | 4.65% | 6.31% |
| Kelly Criterion | -2.65% | 1.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.86% |
| Expected Shortfall (cVaR) | -0.92% | -2.86% |
| Year | 12057573:ETHUSD | 12057573:ethusd:triple_med_gx:zlema240_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.15 | -17.55 | 0.45 | + |
| 2023 | 91.16 | 13.72 | 0.15 | - |
| 2024 | 45.75 | 11.89 | 0.26 | - |
| 2025 | -24.66 | 14.33 | -0.58 | + |
| Metric | 12057573:ethusd:triple_med_gx:zlema240_100 | 12057573:ETHUSD |
|---|---|---|
| MTD | 1.34% | -0.81% |
| 3M | 4.82% | 21.99% |
| 6M | 13.61% | -30.79% |
| YTD | 14.33% | -24.66% |
| 1Y | 18.55% | -27.95% |
| 3Y (ann.) | 9.35% | 36.13% |
| 5Y (ann.) | 6.1% | 8.29% |
| Metric | 12057573:ethusd:triple_med_gx:zlema240_100 | 12057573:ETHUSD |
|---|---|---|
| Max Drawdown | -24.66% | -64.23% |
| Longest DD Days | 578.0 | 464.0 |
| Avg. Drawdown | -5.28% | -10.88% |
| Avg. Drawdown Days | 63.0 | 42.0 |
| Recovery Factor | 0.81 | 0.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-28 | 2024-02-27 | -24.66 | 578 |
| 2022-05-25 | 2022-07-24 | -12.87 | 60 |
| 2024-03-05 | 2024-11-11 | -11.02 | 251 |
| 2022-07-24 | 2022-07-28 | -10.61 | 4 |
| 2025-04-14 | 2025-05-21 | -7.39 | 36 |
| 2025-03-06 | 2025-04-12 | -5.95 | 37 |
| 2025-05-21 | 2025-06-19 | -4.99 | 29 |
| 2024-11-16 | 2025-01-24 | -4.67 | 68 |
| 2025-04-13 | 2025-04-14 | -2.85 | 1 |
| 2025-01-28 | 2025-01-29 | -1.18 | 0 |
| Metric | 12057573:ethusd:triple_med_gx:zlema240_100 | 12057573:ETHUSD |
|---|---|---|
| Best Day | 7.68% | 16.51% |
| Worst Day | -10.7% | -14.0% |
| Best Week | 8.99% | 27.26% |
| Worst Week | -14.82% | -34.61% |
| Best Month | 13.87% | 56.93% |
| Worst Month | -18.51% | -44.86% |
| Best Year | 14.33% | 91.16% |
| Worst Year | -17.55% | -39.15% |
| Avg. Up Day | 1.27% | 1.31% |
| Avg. Down Day | -0.95% | -1.27% |
| Avg. Up Week | 2.74% | 8.76% |
| Avg. Down Week | -2.26% | -6.07% |
| Avg. Up Month | 3.23% | 25.15% |
| Avg. Down Month | -3.9% | -10.9% |
| Win Days % | 41.26% | 50.18% |
| Win Month % | 59.46% | 47.37% |
| Win Week % | 49.37% | 51.83% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |