| Metric | 12061011:ethusd:triple_med_gx:zlema55_105 | 12061011:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 6.83% | 25.18% |
| Max Drawdown | -32.4% | -64.23% |
| Sharpe | 0.1 | 0.22 |
| Sortino | 0.16 | 0.32 |
| Payoff Ratio | 1.19 | 1.1 |
| Profit Factor | 1.05 | 1.04 |
| Common Sense Ratio | 1.1 | 1.04 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.05 | 1.0 |
| Outlier Win Ratio | 44.18 | 2.96 |
| Outlier Loss Ratio | 4.48 | 3.2 |
| Volatility (ann.) | 10.85% | 33.52% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.07 | 0.12 |
| Skew | 1.92 | 0.26 |
| Kurtosis | 69.26 | 8.93 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.17% | 0.59% |
| Expected Yearly % | 1.67% | 5.77% |
| Kelly Criterion | -1.81% | 5.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.87% |
| Expected Shortfall (cVaR) | -0.93% | -2.87% |
| Year | 12061011:ETHUSD | 12061011:ethusd:triple_med_gx:zlema55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.36 | -6.34 | 0.16 | + |
| 2023 | 91.16 | -15.68 | -0.17 | - |
| 2024 | 45.75 | 35.83 | 0.78 | - |
| 2025 | -24.66 | -0.41 | 0.02 | + |
| Metric | 12061011:ethusd:triple_med_gx:zlema55_105 | 12061011:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 0.19% | 21.99% |
| 6M | -2.22% | -30.79% |
| YTD | -0.41% | -24.66% |
| 1Y | 24.61% | -27.95% |
| 3Y (ann.) | 7.4% | 36.13% |
| 5Y (ann.) | 2.17% | 7.56% |
| Metric | 12061011:ethusd:triple_med_gx:zlema55_105 | 12061011:ETHUSD |
|---|---|---|
| Max Drawdown | -32.4% | -64.23% |
| Longest DD Days | 744.0 | 464.0 |
| Avg. Drawdown | -9.04% | -9.79% |
| Avg. Drawdown Days | 138.0 | 48.0 |
| Recovery Factor | 0.21 | 0.39 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-07 | 2024-11-21 | -32.40 | 744 |
| 2022-05-25 | 2022-09-27 | -17.03 | 124 |
| 2024-11-23 | 2025-06-19 | -12.86 | 207 |
| 2022-09-27 | 2022-10-25 | -7.12 | 28 |
| 2024-11-22 | 2024-11-23 | -2.34 | 1 |
| 2022-05-24 | 2022-05-25 | -0.18 | 0 |
| 2022-11-07 | 2022-11-07 | -0.18 | 0 |
| 2022-05-25 | 2022-05-25 | -0.18 | 0 |
| Metric | 12061011:ethusd:triple_med_gx:zlema55_105 | 12061011:ETHUSD |
|---|---|---|
| Best Day | 9.82% | 16.51% |
| Worst Day | -5.8% | -14.0% |
| Best Week | 12.35% | 27.26% |
| Worst Week | -8.79% | -34.61% |
| Best Month | 10.6% | 56.93% |
| Worst Month | -10.21% | -44.86% |
| Best Year | 35.83% | 91.16% |
| Worst Year | -15.68% | -40.36% |
| Avg. Up Day | 1.03% | 1.05% |
| Avg. Down Day | -0.87% | -0.95% |
| Avg. Up Week | 4.27% | 7.49% |
| Avg. Down Week | -2.94% | -6.44% |
| Avg. Up Month | 2.91% | 23.17% |
| Avg. Down Month | -3.1% | -12.6% |
| Win Days % | 44.75% | 50.19% |
| Win Month % | 55.56% | 47.37% |
| Win Week % | 40.0% | 51.83% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 25.0% | 50.0% |