| Metric | 12007718:ethusd:triple_med_gx:zlema150_25 | 12007718:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -21.55% | -10.58% |
| Max Drawdown | -48.74% | -64.23% |
| Sharpe | -0.15 | 0.14 |
| Sortino | -0.21 | 0.2 |
| Payoff Ratio | 1.13 | 0.88 |
| Profit Factor | 0.94 | 1.02 |
| Common Sense Ratio | 1.0 | 1.01 |
| CPC Index | 0.44 | 0.45 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 47.74 | 2.97 |
| Outlier Loss Ratio | 4.66 | 3.24 |
| Volatility (ann.) | 10.27% | 33.45% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.16 | -0.06 |
| Skew | 0.02 | 0.24 |
| Kurtosis | 54.35 | 9.23 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -0.65% | -0.3% |
| Expected Yearly % | -5.89% | -2.76% |
| Kelly Criterion | -9.87% | -6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.87% |
| Expected Shortfall (cVaR) | -0.89% | -2.87% |
| Year | 12007718:ETHUSD | 12007718:ethusd:triple_med_gx:zlema150_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -41.08 | 7.32 | -0.18 | + |
| 2023 | 91.16 | 11.63 | 0.13 | - |
| 2024 | 45.75 | -17.62 | -0.39 | - |
| 2025 | -45.53 | -20.51 | 0.45 | + |
| Metric | 12007718:ethusd:triple_med_gx:zlema150_25 | 12007718:ETHUSD |
|---|---|---|
| MTD | 0.0% | 1.12% |
| 3M | -20.34% | -41.03% |
| 6M | -23.77% | -31.24% |
| YTD | -20.51% | -45.53% |
| 1Y | -44.45% | -39.75% |
| 3Y (ann.) | -7.88% | -3.71% |
| 5Y (ann.) | -7.88% | -3.71% |
| Metric | 12007718:ethusd:triple_med_gx:zlema150_25 | 12007718:ETHUSD |
|---|---|---|
| Max Drawdown | -48.74% | -64.23% |
| Longest DD Days | 322.0 | 415.0 |
| Avg. Drawdown | -5.57% | -9.09% |
| Avg. Drawdown Days | 45.0 | 42.0 |
| Recovery Factor | -0.44 | -0.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-05-01 | -48.74 | 322 |
| 2023-02-23 | 2023-12-07 | -19.68 | 287 |
| 2024-04-03 | 2024-06-12 | -8.18 | 69 |
| 2022-10-14 | 2023-02-15 | -7.38 | 124 |
| 2024-03-19 | 2024-03-20 | -6.30 | 1 |
| 2022-09-17 | 2022-10-14 | -5.23 | 27 |
| 2022-08-17 | 2022-09-09 | -4.70 | 23 |
| 2024-01-24 | 2024-02-13 | -4.42 | 19 |
| 2023-12-08 | 2024-01-10 | -3.92 | 33 |
| 2024-02-13 | 2024-02-14 | -2.40 | 0 |
| Metric | 12007718:ethusd:triple_med_gx:zlema150_25 | 12007718:ETHUSD |
|---|---|---|
| Best Day | 6.42% | 16.51% |
| Worst Day | -7.52% | -14.0% |
| Best Week | 10.51% | 25.43% |
| Worst Week | -16.69% | -34.61% |
| Best Month | 8.88% | 56.93% |
| Worst Month | -16.69% | -44.86% |
| Best Year | 11.63% | 91.16% |
| Worst Year | -20.51% | -45.53% |
| Avg. Up Day | 1.01% | 1.05% |
| Avg. Down Day | -0.9% | -1.19% |
| Avg. Up Week | 3.6% | 8.23% |
| Avg. Down Week | -3.24% | -6.24% |
| Avg. Up Month | 3.84% | 19.66% |
| Avg. Down Month | -5.54% | -11.86% |
| Win Days % | 41.68% | 50.09% |
| Win Month % | 46.88% | 48.65% |
| Win Week % | 45.78% | 51.27% |
| Win Quarter % | 41.67% | 46.15% |
| Win Year % | 50.0% | 50.0% |