| Metric | 12060864:ethusd:triple_med_gx:zlema55_105 | 12060864:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 26.75% | 23.88% |
| Max Drawdown | -40.61% | -64.23% |
| Sharpe | 0.23 | 0.22 |
| Sortino | 0.35 | 0.32 |
| Payoff Ratio | 1.17 | 1.11 |
| Profit Factor | 1.1 | 1.04 |
| Common Sense Ratio | 1.39 | 1.04 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 42.24 | 2.97 |
| Outlier Loss Ratio | 4.35 | 3.19 |
| Volatility (ann.) | 10.65% | 33.53% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.2 | 0.11 |
| Skew | 1.27 | 0.25 |
| Kurtosis | 54.37 | 8.91 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.63% | 0.57% |
| Expected Yearly % | 6.11% | 5.5% |
| Kelly Criterion | 1.59% | 5.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.87% |
| Expected Shortfall (cVaR) | -0.91% | -2.87% |
| Year | 12060864:ETHUSD | 12060864:ethusd:triple_med_gx:zlema55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.98 | 10.89 | -0.27 | + |
| 2023 | 91.16 | -19.27 | -0.21 | - |
| 2024 | 45.75 | 39.57 | 0.86 | - |
| 2025 | -24.66 | 1.45 | -0.06 | + |
| Metric | 12060864:ethusd:triple_med_gx:zlema55_105 | 12060864:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 0.39% | 21.99% |
| 6M | 1.07% | -30.79% |
| YTD | 1.45% | -24.66% |
| 1Y | 30.1% | -27.95% |
| 3Y (ann.) | 7.37% | 36.13% |
| 5Y (ann.) | 7.99% | 7.19% |
| Metric | 12060864:ethusd:triple_med_gx:zlema55_105 | 12060864:ETHUSD |
|---|---|---|
| Max Drawdown | -40.61% | -64.23% |
| Longest DD Days | 1012.0 | 464.0 |
| Avg. Drawdown | -5.89% | -9.62% |
| Avg. Drawdown Days | 93.0 | 46.0 |
| Recovery Factor | 0.66 | 0.37 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-11 | 2025-06-19 | -40.61 | 1012 |
| 2022-09-06 | 2022-09-09 | -9.27 | 2 |
| 2022-05-23 | 2022-06-23 | -7.33 | 31 |
| 2022-06-26 | 2022-07-27 | -7.04 | 31 |
| 2022-07-31 | 2022-09-06 | -2.40 | 36 |
| 2022-06-25 | 2022-06-25 | -2.35 | 0 |
| 2022-09-10 | 2022-09-10 | -0.50 | 0 |
| 2022-09-09 | 2022-09-09 | -0.42 | 0 |
| 2022-06-24 | 2022-06-24 | -0.26 | 0 |
| 2022-05-22 | 2022-05-22 | -0.18 | 0 |
| Metric | 12060864:ethusd:triple_med_gx:zlema55_105 | 12060864:ETHUSD |
|---|---|---|
| Best Day | 8.96% | 16.51% |
| Worst Day | -6.4% | -14.0% |
| Best Week | 12.33% | 27.26% |
| Worst Week | -8.79% | -34.61% |
| Best Month | 15.67% | 56.93% |
| Worst Month | -16.21% | -44.86% |
| Best Year | 39.57% | 91.16% |
| Worst Year | -19.27% | -40.98% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -0.87% | -0.93% |
| Avg. Up Week | 4.25% | 8.29% |
| Avg. Down Week | -3.07% | -5.47% |
| Avg. Up Month | 3.48% | 20.64% |
| Avg. Down Month | -3.55% | -9.17% |
| Win Days % | 46.98% | 50.21% |
| Win Month % | 55.56% | 47.37% |
| Win Week % | 48.48% | 51.52% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |