| Metric | 11976919:ethusd:triple_med_gx:zlema115_145 | 11976919:ETHUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 4.07% | -35.61% |
| Max Drawdown | -47.6% | -75.96% |
| Sharpe | 0.2 | 0.17 |
| Sortino | 0.3 | 0.25 |
| Payoff Ratio | 1.22 | 1.1 |
| Profit Factor | 1.07 | 1.03 |
| Common Sense Ratio | 1.3 | 0.97 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.22 | 0.95 |
| Outlier Win Ratio | 27.65 | 3.34 |
| Outlier Loss Ratio | 4.29 | 3.1 |
| Volatility (ann.) | 32.94% | 70.6% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.02 | -0.16 |
| Skew | 1.83 | 0.24 |
| Kurtosis | 48.73 | 4.63 |
| Expected Daily % | 0.0% | -0.03% |
| Expected Monthly % | 0.1% | -1.04% |
| Expected Yearly % | 0.8% | -8.43% |
| Kelly Criterion | -2.72% | 5.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.82% | -6.05% |
| Expected Shortfall (cVaR) | -2.82% | -6.05% |
| Year | 11976919:ETHUSD | 11976919:ethusd:triple_med_gx:zlema115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -10.06 | 0.00 | -0.00 | + |
| 2022 | -67.48 | -33.40 | 0.49 | + |
| 2023 | 91.16 | 27.66 | 0.30 | - |
| 2024 | 45.75 | 38.50 | 0.84 | - |
| 2025 | -20.98 | -11.62 | 0.55 | + |
| Metric | 11976919:ethusd:triple_med_gx:zlema115_145 | 11976919:ETHUSD |
|---|---|---|
| MTD | 38.86% | 46.71% |
| 3M | 18.94% | 5.57% |
| 6M | -11.62% | -20.81% |
| YTD | -11.62% | -20.98% |
| 1Y | -26.57% | -31.47% |
| 3Y (ann.) | 1.34% | 13.69% |
| 5Y (ann.) | 1.16% | -11.93% |
| Metric | 11976919:ethusd:triple_med_gx:zlema115_145 | 11976919:ETHUSD |
|---|---|---|
| Max Drawdown | -47.6% | -75.96% |
| Longest DD Days | 560.0 | 1263.0 |
| Avg. Drawdown | -11.67% | -75.96% |
| Avg. Drawdown Days | 112.0 | 1263.0 |
| Recovery Factor | 0.09 | -0.47 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-05-29 | -47.60 | 357 |
| 2022-08-14 | 2024-02-25 | -39.59 | 560 |
| 2024-03-12 | 2024-05-20 | -12.97 | 69 |
| 2024-03-05 | 2024-03-11 | -2.45 | 6 |
| 2024-05-22 | 2024-06-05 | -1.41 | 14 |
| 2024-03-02 | 2024-03-03 | -0.46 | 1 |
| 2024-02-29 | 2024-03-01 | -0.18 | 1 |
| 2024-02-26 | 2024-02-27 | -0.18 | 1 |
| 2022-07-12 | 2022-07-13 | -0.18 | 1 |
| Metric | 11976919:ethusd:triple_med_gx:zlema115_145 | 11976919:ETHUSD |
|---|---|---|
| Best Day | 21.85% | 21.85% |
| Worst Day | -15.06% | -17.59% |
| Best Week | 27.26% | 27.26% |
| Worst Week | -18.56% | -34.61% |
| Best Month | 38.86% | 56.93% |
| Worst Month | -24.06% | -44.86% |
| Best Year | 38.5% | 91.16% |
| Worst Year | -33.4% | -67.48% |
| Avg. Up Day | 2.51% | 2.54% |
| Avg. Down Day | -2.06% | -2.3% |
| Avg. Up Week | 7.32% | 8.96% |
| Avg. Down Week | -6.69% | -7.35% |
| Avg. Up Month | 18.83% | 29.01% |
| Avg. Down Month | -13.09% | -9.77% |
| Win Days % | 43.61% | 50.32% |
| Win Month % | 45.83% | 47.62% |
| Win Week % | 49.25% | 48.91% |
| Win Quarter % | 58.33% | 46.67% |
| Win Year % | 50.0% | 40.0% |