| Metric | 12008477:ethusd:triple_med_gx:zlema200_25 | 12008477:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 43.61% | 27.18% |
| Max Drawdown | -27.81% | -64.23% |
| Sharpe | 0.27 | 0.23 |
| Sortino | 0.43 | 0.32 |
| Payoff Ratio | 1.2 | 0.97 |
| Profit Factor | 1.13 | 1.04 |
| Common Sense Ratio | 1.9 | 1.04 |
| CPC Index | 0.61 | 0.51 |
| Tail Ratio | 1.68 | 1.0 |
| Outlier Win Ratio | 35.0 | 3.17 |
| Outlier Loss Ratio | 4.02 | 3.44 |
| Volatility (ann.) | 14.46% | 33.51% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.45 | 0.13 |
| Skew | 2.59 | 0.25 |
| Kurtosis | 72.5 | 8.92 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.96% | 0.63% |
| Expected Yearly % | 9.47% | 6.2% |
| Kelly Criterion | -1.62% | -0.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.86% |
| Expected Shortfall (cVaR) | -1.23% | -2.86% |
| Year | 12008477:ETHUSD | 12008477:ethusd:triple_med_gx:zlema200_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.41 | -1.26 | 0.03 | + |
| 2023 | 91.16 | 23.48 | 0.26 | - |
| 2024 | 45.75 | 4.31 | 0.09 | - |
| 2025 | -24.66 | 12.93 | -0.52 | + |
| Metric | 12008477:ethusd:triple_med_gx:zlema200_25 | 12008477:ETHUSD |
|---|---|---|
| MTD | -6.41% | -0.81% |
| 3M | 17.18% | 21.99% |
| 6M | 19.18% | -30.79% |
| YTD | 12.93% | -24.66% |
| 1Y | 8.02% | -27.95% |
| 3Y (ann.) | 12.81% | 36.13% |
| 5Y (ann.) | 12.47% | 8.12% |
| Metric | 12008477:ethusd:triple_med_gx:zlema200_25 | 12008477:ETHUSD |
|---|---|---|
| Max Drawdown | -27.81% | -64.23% |
| Longest DD Days | 341.0 | 464.0 |
| Avg. Drawdown | -6.34% | -9.04% |
| Avg. Drawdown Days | 48.0 | 44.0 |
| Recovery Factor | 1.57 | 0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-05-10 | -27.81 | 112 |
| 2024-07-07 | 2025-01-15 | -26.57 | 191 |
| 2022-08-11 | 2023-03-14 | -20.90 | 215 |
| 2023-03-14 | 2024-02-18 | -14.94 | 341 |
| 2025-06-12 | 2025-06-19 | -12.07 | 7 |
| 2024-04-13 | 2024-06-17 | -7.88 | 65 |
| 2025-01-16 | 2025-01-17 | -4.17 | 1 |
| 2025-05-11 | 2025-05-19 | -3.34 | 8 |
| 2022-07-16 | 2022-07-16 | -2.71 | 0 |
| 2024-06-17 | 2024-06-19 | -2.57 | 1 |
| Metric | 12008477:ethusd:triple_med_gx:zlema200_25 | 12008477:ETHUSD |
|---|---|---|
| Best Day | 10.89% | 16.51% |
| Worst Day | -7.8% | -14.0% |
| Best Week | 28.84% | 27.26% |
| Worst Week | -13.59% | -34.61% |
| Best Month | 44.22% | 56.93% |
| Worst Month | -15.74% | -44.86% |
| Best Year | 23.48% | 91.16% |
| Worst Year | -1.26% | -39.41% |
| Avg. Up Day | 1.34% | 1.37% |
| Avg. Down Day | -1.11% | -1.41% |
| Avg. Up Week | 5.16% | 10.23% |
| Avg. Down Week | -4.47% | -8.37% |
| Avg. Up Month | 9.29% | 23.76% |
| Avg. Down Month | -6.12% | -11.76% |
| Win Days % | 44.52% | 50.18% |
| Win Month % | 48.57% | 47.37% |
| Win Week % | 54.55% | 51.83% |
| Win Quarter % | 58.33% | 53.85% |
| Win Year % | 75.0% | 50.0% |