| Metric | 12066164:ethusd:triple_med_gx:zlema195_120 | 12066164:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -22.31% | 31.22% |
| Max Drawdown | -56.27% | -64.23% |
| Sharpe | -0.09 | 0.23 |
| Sortino | -0.14 | 0.34 |
| Payoff Ratio | 1.37 | 1.11 |
| Profit Factor | 0.96 | 1.04 |
| Common Sense Ratio | 1.0 | 1.04 |
| CPC Index | 0.46 | 0.58 |
| Tail Ratio | 1.04 | 1.0 |
| Outlier Win Ratio | 39.8 | 3.11 |
| Outlier Loss Ratio | 5.09 | 3.35 |
| Volatility (ann.) | 12.93% | 33.52% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.14 | 0.14 |
| Skew | 0.94 | 0.25 |
| Kurtosis | 67.12 | 8.9 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -0.66% | 0.72% |
| Expected Yearly % | -6.12% | 7.03% |
| Kelly Criterion | -12.35% | 5.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.86% |
| Expected Shortfall (cVaR) | -1.12% | -2.86% |
| Year | 12066164:ETHUSD | 12066164:ethusd:triple_med_gx:zlema195_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.49 | -36.97 | 0.99 | + |
| 2023 | 91.16 | -3.56 | -0.04 | - |
| 2024 | 45.75 | 29.11 | 0.64 | - |
| 2025 | -24.66 | -1.01 | 0.04 | + |
| Metric | 12066164:ethusd:triple_med_gx:zlema195_120 | 12066164:ETHUSD |
|---|---|---|
| MTD | -6.58% | -0.81% |
| 3M | -6.97% | 21.99% |
| 6M | 7.36% | -30.79% |
| YTD | -1.01% | -24.66% |
| 1Y | 12.85% | -27.95% |
| 3Y (ann.) | 9.27% | 36.13% |
| 5Y (ann.) | -7.85% | 9.2% |
| Metric | 12066164:ethusd:triple_med_gx:zlema195_120 | 12066164:ETHUSD |
|---|---|---|
| Max Drawdown | -56.27% | -64.23% |
| Longest DD Days | 1123.0 | 464.0 |
| Avg. Drawdown | -30.98% | -9.62% |
| Avg. Drawdown Days | 562.0 | 46.0 |
| Recovery Factor | -0.4 | 0.49 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-23 | 2025-06-19 | -56.27 | 1123 |
| 2022-05-20 | 2022-05-23 | -5.69 | 2 |
| Metric | 12066164:ethusd:triple_med_gx:zlema195_120 | 12066164:ETHUSD |
|---|---|---|
| Best Day | 10.66% | 16.51% |
| Worst Day | -8.68% | -14.0% |
| Best Week | 10.27% | 27.26% |
| Worst Week | -33.12% | -34.61% |
| Best Month | 12.33% | 56.93% |
| Worst Month | -41.24% | -44.86% |
| Best Year | 29.11% | 91.16% |
| Worst Year | -36.97% | -37.49% |
| Avg. Up Day | 1.3% | 1.37% |
| Avg. Down Day | -0.95% | -1.23% |
| Avg. Up Week | 3.12% | 7.79% |
| Avg. Down Week | -3.55% | -6.7% |
| Avg. Up Month | 6.59% | 16.88% |
| Avg. Down Month | -7.2% | -12.82% |
| Win Days % | 35.12% | 50.27% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 44.44% | 52.12% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 25.0% | 50.0% |