| Metric | 12077499:ethusd:triple_med_gx:zlema60_10 | 12077499:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 50.93% | -35.79% |
| Max Drawdown | -42.54% | -67.77% |
| Sharpe | 0.32 | 0.06 |
| Sortino | 0.52 | 0.09 |
| Payoff Ratio | 1.25 | 1.23 |
| Profit Factor | 1.13 | 1.01 |
| Common Sense Ratio | 1.24 | 0.98 |
| CPC Index | 0.62 | 0.62 |
| Tail Ratio | 1.1 | 0.97 |
| Outlier Win Ratio | 34.48 | 3.38 |
| Outlier Loss Ratio | 4.53 | 3.39 |
| Volatility (ann.) | 13.41% | 34.05% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.35 | -0.2 |
| Skew | 2.73 | 0.15 |
| Kurtosis | 50.73 | 9.28 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.12% | -1.19% |
| Expected Yearly % | 10.84% | -10.48% |
| Kelly Criterion | -0.78% | 9.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.93% |
| Expected Shortfall (cVaR) | -1.14% | -2.93% |
| Year | 12077499:ETHUSD | 12077499:ethusd:triple_med_gx:zlema60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.69 | -5.55 | 0.10 | + |
| 2023 | 91.16 | 56.93 | 0.62 | - |
| 2024 | 45.75 | 35.13 | 0.77 | - |
| 2025 | -45.53 | -24.65 | 0.54 | + |
| Metric | 12077499:ethusd:triple_med_gx:zlema60_10 | 12077499:ETHUSD |
|---|---|---|
| MTD | 0.0% | 1.12% |
| 3M | -29.51% | -41.03% |
| 6M | -14.37% | -31.24% |
| YTD | -24.65% | -45.53% |
| 1Y | -38.92% | -39.75% |
| 3Y (ann.) | 14.71% | -13.73% |
| 5Y (ann.) | 14.71% | -13.73% |
| Metric | 12077499:ethusd:triple_med_gx:zlema60_10 | 12077499:ETHUSD |
|---|---|---|
| Max Drawdown | -42.54% | -67.77% |
| Longest DD Days | 359.0 | 655.0 |
| Avg. Drawdown | -4.11% | -13.22% |
| Avg. Drawdown Days | 28.0 | 90.0 |
| Recovery Factor | 1.2 | -0.53 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2025-05-01 | -42.54 | 359 |
| 2022-07-28 | 2023-04-14 | -24.39 | 259 |
| 2022-05-05 | 2022-07-04 | -16.32 | 60 |
| 2024-03-22 | 2024-03-25 | -6.63 | 3 |
| 2023-05-06 | 2023-07-13 | -6.48 | 68 |
| 2023-07-14 | 2023-09-28 | -5.43 | 76 |
| 2022-07-05 | 2022-07-15 | -4.78 | 10 |
| 2023-04-14 | 2023-05-05 | -4.75 | 21 |
| 2023-12-22 | 2024-01-10 | -4.71 | 18 |
| 2024-04-09 | 2024-04-21 | -3.80 | 12 |
| Metric | 12077499:ethusd:triple_med_gx:zlema60_10 | 12077499:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -6.24% | -14.0% |
| Best Week | 14.07% | 25.43% |
| Worst Week | -13.68% | -34.61% |
| Best Month | 21.33% | 56.93% |
| Worst Month | -15.83% | -44.86% |
| Best Year | 56.93% | 91.16% |
| Worst Year | -24.65% | -57.69% |
| Avg. Up Day | 1.23% | 1.25% |
| Avg. Down Day | -0.98% | -1.02% |
| Avg. Up Week | 5.15% | 8.66% |
| Avg. Down Week | -3.56% | -5.87% |
| Avg. Up Month | 8.37% | 18.79% |
| Avg. Down Month | -6.24% | -13.75% |
| Win Days % | 43.98% | 50.03% |
| Win Month % | 52.78% | 48.65% |
| Win Week % | 47.12% | 50.62% |
| Win Quarter % | 46.15% | 46.15% |
| Win Year % | 50.0% | 50.0% |