| Metric | 12061395:ethusd:triple_med_gx:zlema215_110 | 12061395:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 1.33% | 27.47% |
| Max Drawdown | -25.78% | -64.23% |
| Sharpe | 0.06 | 0.23 |
| Sortino | 0.09 | 0.33 |
| Payoff Ratio | 1.37 | 1.08 |
| Profit Factor | 1.03 | 1.04 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 57.41 | 2.94 |
| Outlier Loss Ratio | 4.55 | 3.14 |
| Volatility (ann.) | 9.78% | 33.5% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.02 | 0.13 |
| Skew | 2.48 | 0.25 |
| Kurtosis | 70.27 | 8.93 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.03% | 0.64% |
| Expected Yearly % | 0.33% | 6.26% |
| Kelly Criterion | -6.45% | 4.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.86% |
| Expected Shortfall (cVaR) | -0.84% | -2.86% |
| Year | 12061395:ETHUSD | 12061395:ethusd:triple_med_gx:zlema215_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.27 | -14.05 | 0.36 | + |
| 2023 | 91.16 | 1.49 | 0.02 | - |
| 2024 | 45.75 | 16.45 | 0.36 | - |
| 2025 | -24.66 | -0.24 | 0.01 | + |
| Metric | 12061395:ethusd:triple_med_gx:zlema215_110 | 12061395:ETHUSD |
|---|---|---|
| MTD | -5.56% | -0.81% |
| 3M | -3.3% | 21.99% |
| 6M | -0.24% | -30.79% |
| YTD | -0.24% | -24.66% |
| 1Y | 6.41% | -27.95% |
| 3Y (ann.) | 7.02% | 36.13% |
| 5Y (ann.) | 0.43% | 8.19% |
| Metric | 12061395:ethusd:triple_med_gx:zlema215_110 | 12061395:ETHUSD |
|---|---|---|
| Max Drawdown | -25.78% | -64.23% |
| Longest DD Days | 976.0 | 464.0 |
| Avg. Drawdown | -6.19% | -9.04% |
| Avg. Drawdown Days | 186.0 | 44.0 |
| Recovery Factor | 0.05 | 0.43 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-23 | 2025-01-23 | -25.78 | 976 |
| 2025-01-30 | 2025-06-19 | -10.17 | 139 |
| 2022-05-22 | 2022-05-22 | -0.65 | 0 |
| 2025-01-27 | 2025-01-28 | -0.18 | 0 |
| 2025-01-30 | 2025-01-30 | -0.18 | 0 |
| 2022-05-21 | 2022-05-22 | -0.17 | 0 |
| Metric | 12061395:ethusd:triple_med_gx:zlema215_110 | 12061395:ETHUSD |
|---|---|---|
| Best Day | 7.68% | 16.51% |
| Worst Day | -5.63% | -14.0% |
| Best Week | 8.35% | 27.26% |
| Worst Week | -9.18% | -34.61% |
| Best Month | 7.7% | 56.93% |
| Worst Month | -11.96% | -44.86% |
| Best Year | 16.45% | 91.16% |
| Worst Year | -14.05% | -39.27% |
| Avg. Up Day | 1.26% | 1.31% |
| Avg. Down Day | -0.92% | -1.21% |
| Avg. Up Week | 3.18% | 9.03% |
| Avg. Down Week | -2.51% | -6.39% |
| Avg. Up Month | 3.39% | 27.57% |
| Avg. Down Month | -3.61% | -12.6% |
| Win Days % | 38.49% | 50.18% |
| Win Month % | 48.48% | 47.37% |
| Win Week % | 46.88% | 51.83% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |