| Metric | 12061400:ethusd:triple_med_gx:zlema240_110 | 12061400:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 40.29% | 27.73% |
| Max Drawdown | -17.7% | -64.23% |
| Sharpe | 0.33 | 0.23 |
| Sortino | 0.53 | 0.33 |
| Payoff Ratio | 1.43 | 1.13 |
| Profit Factor | 1.17 | 1.04 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 0.68 | 0.59 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 52.55 | 2.98 |
| Outlier Loss Ratio | 4.61 | 3.15 |
| Volatility (ann.) | 9.97% | 33.52% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.66 | 0.13 |
| Skew | 2.96 | 0.26 |
| Kurtosis | 65.2 | 8.94 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.89% | 0.65% |
| Expected Yearly % | 8.83% | 6.31% |
| Kelly Criterion | -0.69% | 6.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.86% |
| Expected Shortfall (cVaR) | -0.85% | -2.86% |
| Year | 12061400:ETHUSD | 12061400:ethusd:triple_med_gx:zlema240_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.15 | -6.99 | 0.18 | + |
| 2023 | 91.16 | 9.98 | 0.11 | - |
| 2024 | 45.75 | 21.50 | 0.47 | - |
| 2025 | -24.66 | 12.87 | -0.52 | + |
| Metric | 12061400:ethusd:triple_med_gx:zlema240_110 | 12061400:ETHUSD |
|---|---|---|
| MTD | -1.95% | -0.81% |
| 3M | 3.48% | 21.99% |
| 6M | 12.87% | -30.79% |
| YTD | 12.87% | -24.66% |
| 1Y | 19.4% | -27.95% |
| 3Y (ann.) | 16.23% | 36.13% |
| 5Y (ann.) | 11.64% | 8.29% |
| Metric | 12061400:ethusd:triple_med_gx:zlema240_110 | 12061400:ETHUSD |
|---|---|---|
| Max Drawdown | -17.7% | -64.23% |
| Longest DD Days | 387.0 | 464.0 |
| Avg. Drawdown | -3.1% | -10.88% |
| Avg. Drawdown Days | 41.0 | 42.0 |
| Recovery Factor | 2.28 | 0.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-25 | 2023-06-16 | -17.70 | 387 |
| 2023-08-24 | 2024-02-18 | -9.67 | 178 |
| 2025-04-14 | 2025-05-20 | -6.92 | 35 |
| 2024-03-03 | 2024-06-25 | -6.40 | 114 |
| 2025-03-06 | 2025-04-14 | -5.95 | 38 |
| 2024-10-11 | 2024-11-06 | -4.96 | 25 |
| 2025-05-21 | 2025-06-19 | -4.65 | 29 |
| 2024-11-16 | 2025-01-24 | -4.24 | 68 |
| 2024-07-19 | 2024-09-10 | -2.72 | 53 |
| 2025-05-20 | 2025-05-21 | -2.42 | 0 |
| Metric | 12061400:ethusd:triple_med_gx:zlema240_110 | 12061400:ETHUSD |
|---|---|---|
| Best Day | 7.68% | 16.51% |
| Worst Day | -5.61% | -14.0% |
| Best Week | 8.99% | 27.26% |
| Worst Week | -9.0% | -34.61% |
| Best Month | 13.87% | 56.93% |
| Worst Month | -11.79% | -44.86% |
| Best Year | 21.5% | 91.16% |
| Worst Year | -6.99% | -39.15% |
| Avg. Up Day | 1.3% | 1.34% |
| Avg. Down Day | -0.91% | -1.18% |
| Avg. Up Week | 2.71% | 8.55% |
| Avg. Down Week | -1.72% | -6.52% |
| Avg. Up Month | 3.94% | 24.22% |
| Avg. Down Month | -4.02% | -11.43% |
| Win Days % | 40.66% | 50.18% |
| Win Month % | 61.76% | 47.37% |
| Win Week % | 52.11% | 51.83% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |