| Metric | 12092861:ethusd:triple_med_gx:zlema35_70 | 12092861:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 75.29% | -9.37% |
| Max Drawdown | -19.71% | -67.77% |
| Sharpe | 0.42 | 0.15 |
| Sortino | 0.66 | 0.21 |
| Payoff Ratio | 1.36 | 1.2 |
| Profit Factor | 1.21 | 1.02 |
| Common Sense Ratio | 1.94 | 1.01 |
| CPC Index | 0.72 | 0.62 |
| Tail Ratio | 1.61 | 0.99 |
| Outlier Win Ratio | 42.47 | 3.31 |
| Outlier Loss Ratio | 4.53 | 3.22 |
| Volatility (ann.) | 12.35% | 34.1% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.0 | -0.05 |
| Skew | 1.79 | 0.16 |
| Kurtosis | 83.08 | 8.95 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 1.49% | -0.26% |
| Expected Yearly % | 15.06% | -2.43% |
| Kelly Criterion | 2.69% | 8.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.92% |
| Expected Shortfall (cVaR) | -1.05% | -2.92% |
| Year | 12092861:ETHUSD | 12092861:ethusd:triple_med_gx:zlema35_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.23 | 30.47 | -0.53 | + |
| 2023 | 91.16 | -6.01 | -0.07 | - |
| 2024 | 45.75 | 36.31 | 0.79 | - |
| 2025 | -23.95 | 4.87 | -0.20 | + |
| Metric | 12092861:ethusd:triple_med_gx:zlema35_70 | 12092861:ETHUSD |
|---|---|---|
| MTD | 3.29% | 0.13% |
| 3M | 1.12% | 23.14% |
| 6M | 10.55% | -34.95% |
| YTD | 4.87% | -23.95% |
| 1Y | 48.2% | -27.27% |
| 3Y (ann.) | 21.78% | 36.56% |
| 5Y (ann.) | 19.61% | -3.09% |
| Metric | 12092861:ethusd:triple_med_gx:zlema35_70 | 12092861:ETHUSD |
|---|---|---|
| Max Drawdown | -19.71% | -67.77% |
| Longest DD Days | 469.0 | 655.0 |
| Avg. Drawdown | -4.41% | -13.18% |
| Avg. Drawdown Days | 33.0 | 94.0 |
| Recovery Factor | 3.82 | -0.14 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2024-08-08 | -19.71 | 469 |
| 2022-09-21 | 2023-04-26 | -18.37 | 216 |
| 2022-06-16 | 2022-06-19 | -15.01 | 3 |
| 2025-05-23 | 2025-06-19 | -9.98 | 27 |
| 2025-04-01 | 2025-05-22 | -9.42 | 50 |
| 2024-12-24 | 2025-01-31 | -9.18 | 37 |
| 2025-02-06 | 2025-03-02 | -8.63 | 24 |
| 2025-03-03 | 2025-04-01 | -6.84 | 29 |
| 2024-08-09 | 2024-10-07 | -6.10 | 59 |
| 2022-08-30 | 2022-08-31 | -6.07 | 1 |
| Metric | 12092861:ethusd:triple_med_gx:zlema35_70 | 12092861:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 13.23% | 27.26% |
| Worst Week | -6.66% | -34.61% |
| Best Month | 17.5% | 56.93% |
| Worst Month | -7.87% | -44.86% |
| Best Year | 36.31% | 91.16% |
| Worst Year | -6.01% | -57.23% |
| Avg. Up Day | 1.25% | 1.28% |
| Avg. Down Day | -0.92% | -1.06% |
| Avg. Up Week | 2.53% | 6.53% |
| Avg. Down Week | -2.26% | -7.3% |
| Avg. Up Month | 2.3% | 14.69% |
| Avg. Down Month | -1.92% | -11.26% |
| Win Days % | 43.9% | 50.18% |
| Win Month % | 60.53% | 50.0% |
| Win Week % | 56.07% | 50.9% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |