| Metric | 12062711:ethusd:triple_med_gx:zlema70_110 | 12062711:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 26.73% | 31.22% |
| Max Drawdown | -27.44% | -64.23% |
| Sharpe | 0.25 | 0.23 |
| Sortino | 0.38 | 0.34 |
| Payoff Ratio | 1.18 | 1.03 |
| Profit Factor | 1.12 | 1.04 |
| Common Sense Ratio | 1.16 | 1.04 |
| CPC Index | 0.62 | 0.54 |
| Tail Ratio | 1.03 | 1.0 |
| Outlier Win Ratio | 51.55 | 2.9 |
| Outlier Loss Ratio | 4.54 | 3.08 |
| Volatility (ann.) | 9.33% | 33.52% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.29 | 0.14 |
| Skew | 1.52 | 0.25 |
| Kurtosis | 72.4 | 8.9 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.63% | 0.72% |
| Expected Yearly % | 6.1% | 7.03% |
| Kelly Criterion | 2.45% | 2.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.86% |
| Expected Shortfall (cVaR) | -0.8% | -2.86% |
| Year | 12062711:ETHUSD | 12062711:ethusd:triple_med_gx:zlema70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.49 | -2.34 | 0.06 | + |
| 2023 | 91.16 | 0.19 | 0.00 | - |
| 2024 | 45.75 | 24.14 | 0.53 | - |
| 2025 | -24.66 | 4.34 | -0.18 | + |
| Metric | 12062711:ethusd:triple_med_gx:zlema70_110 | 12062711:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | -2.58% | 21.99% |
| 6M | 3.77% | -30.79% |
| YTD | 4.34% | -24.66% |
| 1Y | 27.16% | -27.95% |
| 3Y (ann.) | 13.2% | 36.13% |
| 5Y (ann.) | 7.97% | 9.2% |
| Metric | 12062711:ethusd:triple_med_gx:zlema70_110 | 12062711:ETHUSD |
|---|---|---|
| Max Drawdown | -27.44% | -64.23% |
| Longest DD Days | 721.0 | 464.0 |
| Avg. Drawdown | -5.46% | -9.62% |
| Avg. Drawdown Days | 79.0 | 46.0 |
| Recovery Factor | 0.97 | 0.49 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-24 | 2024-10-14 | -27.44 | 721 |
| 2022-05-23 | 2022-09-10 | -18.23 | 109 |
| 2024-11-23 | 2025-01-31 | -7.49 | 68 |
| 2025-02-14 | 2025-06-19 | -6.44 | 124 |
| 2025-02-13 | 2025-02-14 | -3.87 | 1 |
| 2024-11-22 | 2024-11-23 | -2.34 | 1 |
| 2025-02-11 | 2025-02-12 | -1.64 | 1 |
| 2024-11-20 | 2024-11-21 | -1.59 | 1 |
| 2022-10-23 | 2022-10-23 | -0.74 | 0 |
| 2022-05-22 | 2022-05-22 | -0.65 | 0 |
| Metric | 12062711:ethusd:triple_med_gx:zlema70_110 | 12062711:ETHUSD |
|---|---|---|
| Best Day | 8.96% | 16.51% |
| Worst Day | -5.8% | -14.0% |
| Best Week | 9.52% | 27.26% |
| Worst Week | -10.64% | -34.61% |
| Best Month | 10.11% | 56.93% |
| Worst Month | -10.35% | -44.86% |
| Best Year | 24.14% | 91.16% |
| Worst Year | -2.34% | -37.49% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.8% | -0.94% |
| Avg. Up Week | 3.81% | 7.83% |
| Avg. Down Week | -3.15% | -6.58% |
| Avg. Up Month | 4.61% | 18.92% |
| Avg. Down Month | -3.93% | -15.7% |
| Win Days % | 47.18% | 50.27% |
| Win Month % | 55.56% | 50.0% |
| Win Week % | 50.0% | 52.12% |
| Win Quarter % | 46.15% | 53.85% |
| Win Year % | 75.0% | 50.0% |