| Metric | 12060969:ethusd:triple_med_gx:zlema55_105 | 12060969:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -4.75% | 27.18% |
| Max Drawdown | -37.17% | -64.23% |
| Sharpe | 0.01 | 0.23 |
| Sortino | 0.01 | 0.32 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.0 | 1.04 |
| Common Sense Ratio | 1.07 | 1.04 |
| CPC Index | 0.51 | 0.55 |
| Tail Ratio | 1.06 | 1.0 |
| Outlier Win Ratio | 46.29 | 2.93 |
| Outlier Loss Ratio | 4.39 | 3.2 |
| Volatility (ann.) | 9.94% | 33.51% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.04 | 0.13 |
| Skew | 0.64 | 0.25 |
| Kurtosis | 43.17 | 8.92 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.13% | 0.63% |
| Expected Yearly % | -1.21% | 6.2% |
| Kelly Criterion | -3.48% | 2.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.86% |
| Expected Shortfall (cVaR) | -0.86% | -2.86% |
| Year | 12060969:ETHUSD | 12060969:ethusd:triple_med_gx:zlema55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.41 | -10.11 | 0.26 | + |
| 2023 | 91.16 | -20.73 | -0.23 | - |
| 2024 | 45.75 | 34.35 | 0.75 | - |
| 2025 | -24.66 | -0.50 | 0.02 | + |
| Metric | 12060969:ethusd:triple_med_gx:zlema55_105 | 12060969:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | -0.2% | 21.99% |
| 6M | -2.31% | -30.79% |
| YTD | -0.5% | -24.66% |
| 1Y | 28.43% | -27.95% |
| 3Y (ann.) | -1.61% | 36.13% |
| 5Y (ann.) | -1.57% | 8.12% |
| Metric | 12060969:ethusd:triple_med_gx:zlema55_105 | 12060969:ETHUSD |
|---|---|---|
| Max Drawdown | -37.17% | -64.23% |
| Longest DD Days | 969.0 | 464.0 |
| Avg. Drawdown | -14.73% | -9.04% |
| Avg. Drawdown Days | 272.0 | 44.0 |
| Recovery Factor | -0.13 | 0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-24 | 2025-06-19 | -37.17 | 969 |
| 2022-06-26 | 2022-10-23 | -19.77 | 119 |
| 2022-06-25 | 2022-06-25 | -1.87 | 0 |
| 2022-06-26 | 2022-06-26 | -0.12 | 0 |
| Metric | 12060969:ethusd:triple_med_gx:zlema55_105 | 12060969:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 16.51% |
| Worst Day | -5.55% | -14.0% |
| Best Week | 9.66% | 27.26% |
| Worst Week | -8.79% | -34.61% |
| Best Month | 14.32% | 56.93% |
| Worst Month | -10.21% | -44.86% |
| Best Year | 34.35% | 91.16% |
| Worst Year | -20.73% | -39.41% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.88% | -0.94% |
| Avg. Up Week | 3.35% | 6.96% |
| Avg. Down Week | -2.88% | -5.78% |
| Avg. Up Month | 1.89% | 24.01% |
| Avg. Down Month | -2.95% | -12.41% |
| Win Days % | 45.48% | 50.18% |
| Win Month % | 48.57% | 47.37% |
| Win Week % | 42.42% | 51.83% |
| Win Quarter % | 46.15% | 53.85% |
| Win Year % | 25.0% | 50.0% |