| Metric | 12018029:ethusd:triple_med_gx:zlema190_45 | 12018029:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 13.85% | 22.63% |
| Max Drawdown | -32.01% | -64.23% |
| Sharpe | 0.15 | 0.22 |
| Sortino | 0.23 | 0.31 |
| Payoff Ratio | 1.43 | 1.13 |
| Profit Factor | 1.06 | 1.04 |
| Common Sense Ratio | 1.34 | 1.04 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 37.81 | 3.25 |
| Outlier Loss Ratio | 4.89 | 3.34 |
| Volatility (ann.) | 13.09% | 33.53% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.13 | 0.11 |
| Skew | 2.28 | 0.25 |
| Kurtosis | 69.32 | 8.88 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.34% | 0.54% |
| Expected Yearly % | 3.3% | 5.23% |
| Kelly Criterion | -4.2% | 6.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.87% |
| Expected Shortfall (cVaR) | -1.12% | -2.87% |
| Year | 12018029:ETHUSD | 12018029:ethusd:triple_med_gx:zlema190_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -41.58 | -22.07 | 0.53 | + |
| 2023 | 91.16 | 1.03 | 0.01 | - |
| 2024 | 45.75 | 36.64 | 0.80 | - |
| 2025 | -24.66 | 5.84 | -0.24 | + |
| Metric | 12018029:ethusd:triple_med_gx:zlema190_45 | 12018029:ETHUSD |
|---|---|---|
| MTD | 3.19% | -0.81% |
| 3M | 1.04% | 21.99% |
| 6M | 10.43% | -30.79% |
| YTD | 5.84% | -24.66% |
| 1Y | 26.77% | -27.95% |
| 3Y (ann.) | 13.52% | 36.13% |
| 5Y (ann.) | 4.29% | 6.82% |
| Metric | 12018029:ethusd:triple_med_gx:zlema190_45 | 12018029:ETHUSD |
|---|---|---|
| Max Drawdown | -32.01% | -64.23% |
| Longest DD Days | 852.0 | 464.0 |
| Avg. Drawdown | -8.95% | -9.5% |
| Avg. Drawdown Days | 91.0 | 44.0 |
| Recovery Factor | 0.43 | 0.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2024-12-24 | -32.01 | 852 |
| 2022-06-11 | 2022-07-23 | -26.04 | 41 |
| 2025-03-05 | 2025-06-19 | -17.38 | 106 |
| 2025-01-18 | 2025-03-02 | -12.91 | 43 |
| 2024-12-24 | 2025-01-15 | -7.37 | 21 |
| 2022-07-23 | 2022-07-24 | -5.06 | 0 |
| 2022-08-20 | 2022-08-24 | -3.95 | 4 |
| 2022-07-29 | 2022-08-20 | -1.41 | 21 |
| 2022-08-24 | 2022-08-25 | -0.73 | 0 |
| 2022-07-25 | 2022-07-25 | -0.18 | 0 |
| Metric | 12018029:ethusd:triple_med_gx:zlema190_45 | 12018029:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -7.96% | -14.0% |
| Best Week | 14.7% | 27.26% |
| Worst Week | -14.99% | -34.61% |
| Best Month | 19.22% | 56.93% |
| Worst Month | -14.65% | -44.86% |
| Best Year | 36.64% | 91.16% |
| Worst Year | -22.07% | -41.58% |
| Avg. Up Day | 1.28% | 1.33% |
| Avg. Down Day | -0.9% | -1.18% |
| Avg. Up Week | 3.22% | 8.59% |
| Avg. Down Week | -2.93% | -7.79% |
| Avg. Up Month | 7.65% | 25.41% |
| Avg. Down Month | -5.14% | -14.08% |
| Win Days % | 38.69% | 50.23% |
| Win Month % | 45.95% | 47.37% |
| Win Week % | 46.67% | 51.52% |
| Win Quarter % | 46.15% | 53.85% |
| Win Year % | 75.0% | 50.0% |