| Metric | 12062969:ethusd:triple_med_gx:zlema55_110 | 12062969:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -7.91% | 22.88% |
| Max Drawdown | -39.4% | -64.23% |
| Sharpe | -0.01 | 0.22 |
| Sortino | -0.01 | 0.31 |
| Payoff Ratio | 1.18 | 1.1 |
| Profit Factor | 1.0 | 1.04 |
| Common Sense Ratio | 1.07 | 1.04 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 43.37 | 3.03 |
| Outlier Loss Ratio | 4.62 | 3.3 |
| Volatility (ann.) | 10.86% | 33.52% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.07 | 0.11 |
| Skew | 1.18 | 0.26 |
| Kurtosis | 55.22 | 8.93 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.22% | 0.54% |
| Expected Yearly % | -2.04% | 5.29% |
| Kelly Criterion | -4.52% | 4.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.87% |
| Expected Shortfall (cVaR) | -0.94% | -2.87% |
| Year | 12062969:ETHUSD | 12062969:ethusd:triple_med_gx:zlema55_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -41.46 | -14.53 | 0.35 | + |
| 2023 | 91.16 | -12.82 | -0.14 | - |
| 2024 | 45.75 | 31.87 | 0.70 | - |
| 2025 | -24.66 | -6.29 | 0.26 | + |
| Metric | 12062969:ethusd:triple_med_gx:zlema55_110 | 12062969:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 1.11% | 21.99% |
| 6M | -7.31% | -30.79% |
| YTD | -6.29% | -24.66% |
| 1Y | 17.51% | -27.95% |
| 3Y (ann.) | -2.35% | 36.13% |
| 5Y (ann.) | -2.64% | 6.93% |
| Metric | 12062969:ethusd:triple_med_gx:zlema55_110 | 12062969:ETHUSD |
|---|---|---|
| Max Drawdown | -39.4% | -64.23% |
| Longest DD Days | 1109.0 | 464.0 |
| Avg. Drawdown | -10.38% | -9.79% |
| Avg. Drawdown Days | 277.0 | 48.0 |
| Recovery Factor | -0.2 | 0.36 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2025-06-19 | -39.40 | 1109 |
| 2022-06-05 | 2022-06-06 | -1.03 | 0 |
| 2022-06-05 | 2022-06-05 | -0.90 | 0 |
| 2022-06-04 | 2022-06-04 | -0.18 | 0 |
| Metric | 12062969:ethusd:triple_med_gx:zlema55_110 | 12062969:ETHUSD |
|---|---|---|
| Best Day | 9.82% | 16.51% |
| Worst Day | -5.8% | -14.0% |
| Best Week | 11.9% | 27.26% |
| Worst Week | -10.64% | -34.61% |
| Best Month | 10.37% | 56.93% |
| Worst Month | -12.41% | -44.86% |
| Best Year | 31.87% | 91.16% |
| Worst Year | -14.53% | -41.46% |
| Avg. Up Day | 1.03% | 1.05% |
| Avg. Down Day | -0.87% | -0.95% |
| Avg. Up Week | 3.77% | 6.78% |
| Avg. Down Week | -3.11% | -6.28% |
| Avg. Up Month | 3.7% | 21.01% |
| Avg. Down Month | -3.39% | -15.19% |
| Win Days % | 43.48% | 50.17% |
| Win Month % | 42.86% | 47.37% |
| Win Week % | 44.93% | 51.83% |
| Win Quarter % | 38.46% | 53.85% |
| Win Year % | 25.0% | 50.0% |