| Metric | 12059518:ethusd:triple_med_gx:zlema240_105 | 12059518:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 32.4% | 27.73% |
| Max Drawdown | -19.19% | -64.23% |
| Sharpe | 0.28 | 0.23 |
| Sortino | 0.45 | 0.33 |
| Payoff Ratio | 1.35 | 1.08 |
| Profit Factor | 1.14 | 1.04 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 0.64 | 0.56 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 52.1 | 2.95 |
| Outlier Loss Ratio | 4.56 | 3.16 |
| Volatility (ann.) | 9.95% | 33.52% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.5 | 0.13 |
| Skew | 2.72 | 0.26 |
| Kurtosis | 66.5 | 8.94 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.74% | 0.65% |
| Expected Yearly % | 7.27% | 6.31% |
| Kelly Criterion | -1.52% | 4.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.86% |
| Expected Shortfall (cVaR) | -0.85% | -2.86% |
| Year | 12059518:ETHUSD | 12059518:ethusd:triple_med_gx:zlema240_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.15 | -9.30 | 0.24 | + |
| 2023 | 91.16 | 13.03 | 0.14 | - |
| 2024 | 45.75 | 18.64 | 0.41 | - |
| 2025 | -24.66 | 8.85 | -0.36 | + |
| Metric | 12059518:ethusd:triple_med_gx:zlema240_105 | 12059518:ETHUSD |
|---|---|---|
| MTD | -1.95% | -0.81% |
| 3M | -0.21% | 21.99% |
| 6M | 8.85% | -30.79% |
| YTD | 8.85% | -24.66% |
| 1Y | 16.15% | -27.95% |
| 3Y (ann.) | 11.76% | 36.13% |
| 5Y (ann.) | 9.56% | 8.29% |
| Metric | 12059518:ethusd:triple_med_gx:zlema240_105 | 12059518:ETHUSD |
|---|---|---|
| Max Drawdown | -19.19% | -64.23% |
| Longest DD Days | 361.0 | 464.0 |
| Avg. Drawdown | -4.08% | -10.88% |
| Avg. Drawdown Days | 48.0 | 42.0 |
| Recovery Factor | 1.69 | 0.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-20 | 2023-06-17 | -19.19 | 361 |
| 2022-05-25 | 2022-06-19 | -12.83 | 25 |
| 2024-03-05 | 2024-11-06 | -11.02 | 245 |
| 2023-08-23 | 2024-02-18 | -8.67 | 179 |
| 2025-04-14 | 2025-05-21 | -7.39 | 36 |
| 2025-03-06 | 2025-04-14 | -5.95 | 38 |
| 2025-05-21 | 2025-06-19 | -5.84 | 29 |
| 2024-11-16 | 2025-01-24 | -4.24 | 68 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2023-06-17 | 2023-06-21 | -2.14 | 3 |
| Metric | 12059518:ethusd:triple_med_gx:zlema240_105 | 12059518:ETHUSD |
|---|---|---|
| Best Day | 7.68% | 16.51% |
| Worst Day | -5.78% | -14.0% |
| Best Week | 8.99% | 27.26% |
| Worst Week | -7.78% | -34.61% |
| Best Month | 13.87% | 56.93% |
| Worst Month | -11.28% | -44.86% |
| Best Year | 18.64% | 91.16% |
| Worst Year | -9.3% | -39.15% |
| Avg. Up Day | 1.23% | 1.28% |
| Avg. Down Day | -0.91% | -1.18% |
| Avg. Up Week | 2.69% | 8.35% |
| Avg. Down Week | -2.21% | -6.37% |
| Avg. Up Month | 3.38% | 22.26% |
| Avg. Down Month | -4.92% | -11.43% |
| Win Days % | 41.67% | 50.18% |
| Win Month % | 64.71% | 47.37% |
| Win Week % | 54.17% | 51.83% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |