| Metric | 12118690:ethusd:triple_med_gx:zlema190_135 | 12118690:ETHUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -3.57% | 2.76% |
| Max Drawdown | -25.07% | -55.09% |
| Sharpe | 0.01 | 0.17 |
| Sortino | 0.02 | 0.25 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.01 | 1.03 |
| Common Sense Ratio | NaN | 1.02 |
| CPC Index | 0.51 | 0.56 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 69.45 | 2.82 |
| Outlier Loss Ratio | 3.14 | 3.01 |
| Volatility (ann.) | 9.52% | 33.14% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.05 | 0.02 |
| Skew | 3.96 | 0.22 |
| Kurtosis | 154.62 | 9.32 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.1% | 0.08% |
| Expected Yearly % | -0.9% | 0.68% |
| Kelly Criterion | -4.06% | 4.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.84% |
| Expected Shortfall (cVaR) | -0.82% | -2.84% |
| Year | 12118690:ETHUSD | 12118690:ethusd:triple_med_gx:zlema190_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.36 | -11.02 | 0.27 | + |
| 2023 | 91.16 | 27.04 | 0.30 | - |
| 2024 | 45.75 | -12.17 | -0.27 | - |
| 2025 | -38.16 | -2.87 | 0.08 | + |
| Metric | 12118690:ethusd:triple_med_gx:zlema190_135 | 12118690:ETHUSD |
|---|---|---|
| MTD | -3.66% | -7.9% |
| 3M | -2.87% | -39.74% |
| 6M | -8.93% | -22.19% |
| YTD | -2.87% | -38.16% |
| 1Y | -22.43% | -42.65% |
| 3Y (ann.) | -1.27% | 0.96% |
| 5Y (ann.) | -1.27% | 0.96% |
| Metric | 12118690:ethusd:triple_med_gx:zlema190_135 | 12118690:ETHUSD |
|---|---|---|
| Max Drawdown | -25.07% | -55.09% |
| Longest DD Days | 448.0 | 379.0 |
| Avg. Drawdown | -6.42% | -9.39% |
| Avg. Drawdown Days | 85.0 | 44.0 |
| Recovery Factor | -0.14 | 0.05 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2025-03-26 | -25.07 | 306 |
| 2022-09-15 | 2023-12-07 | -22.09 | 448 |
| 2022-06-16 | 2022-09-14 | -13.77 | 90 |
| 2022-06-02 | 2022-06-06 | -4.98 | 3 |
| 2024-02-16 | 2024-05-23 | -3.18 | 97 |
| 2022-06-06 | 2022-06-15 | -3.10 | 9 |
| 2024-01-24 | 2024-01-26 | -1.86 | 1 |
| 2023-12-08 | 2024-01-23 | -1.19 | 46 |
| 2024-01-24 | 2024-01-24 | -0.70 | 0 |
| 2024-01-26 | 2024-02-13 | -0.50 | 18 |
| Metric | 12118690:ethusd:triple_med_gx:zlema190_135 | 12118690:ETHUSD |
|---|---|---|
| Best Day | 11.15% | 16.51% |
| Worst Day | -6.09% | -14.0% |
| Best Week | 10.83% | 25.43% |
| Worst Week | -9.96% | -34.61% |
| Best Month | 10.83% | 56.93% |
| Worst Month | -17.19% | -44.86% |
| Best Year | 27.04% | 91.16% |
| Worst Year | -12.17% | -40.36% |
| Avg. Up Day | 1.28% | 1.29% |
| Avg. Down Day | -1.15% | -1.19% |
| Avg. Up Week | 4.7% | 9.03% |
| Avg. Down Week | -3.43% | -9.15% |
| Avg. Up Month | 4.65% | 19.08% |
| Avg. Down Month | -6.5% | -15.19% |
| Win Days % | 45.37% | 50.08% |
| Win Month % | 54.55% | 48.57% |
| Win Week % | 40.54% | 51.97% |
| Win Quarter % | 41.67% | 50.0% |
| Win Year % | 25.0% | 50.0% |