| Metric | 12018038:ethusd:triple_med_gx:zlema225_45 | 12018038:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 16.72% | 25.18% |
| Max Drawdown | -36.93% | -64.23% |
| Sharpe | 0.16 | 0.22 |
| Sortino | 0.25 | 0.32 |
| Payoff Ratio | 1.43 | 1.1 |
| Profit Factor | 1.07 | 1.04 |
| Common Sense Ratio | 1.26 | 1.04 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 36.83 | 3.25 |
| Outlier Loss Ratio | 4.9 | 3.32 |
| Volatility (ann.) | 13.09% | 33.52% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.14 | 0.12 |
| Skew | 2.47 | 0.26 |
| Kurtosis | 68.38 | 8.93 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.41% | 0.59% |
| Expected Yearly % | 3.94% | 5.77% |
| Kelly Criterion | -3.8% | 4.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.87% |
| Expected Shortfall (cVaR) | -1.12% | -2.87% |
| Year | 12018038:ETHUSD | 12018038:ethusd:triple_med_gx:zlema225_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.36 | -31.39 | 0.78 | + |
| 2023 | 91.16 | 13.34 | 0.15 | - |
| 2024 | 45.75 | 24.99 | 0.55 | - |
| 2025 | -24.66 | 20.10 | -0.81 | + |
| Metric | 12018038:ethusd:triple_med_gx:zlema225_45 | 12018038:ETHUSD |
|---|---|---|
| MTD | 3.19% | -0.81% |
| 3M | 4.74% | 21.99% |
| 6M | 24.57% | -30.79% |
| YTD | 20.1% | -24.66% |
| 1Y | 35.78% | -27.95% |
| 3Y (ann.) | 15.86% | 36.13% |
| 5Y (ann.) | 5.15% | 7.56% |
| Metric | 12018038:ethusd:triple_med_gx:zlema225_45 | 12018038:ETHUSD |
|---|---|---|
| Max Drawdown | -36.93% | -64.23% |
| Longest DD Days | 967.0 | 464.0 |
| Avg. Drawdown | -5.37% | -9.79% |
| Avg. Drawdown Days | 79.0 | 48.0 |
| Recovery Factor | 0.45 | 0.39 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-22 | 2025-01-13 | -36.93 | 967 |
| 2025-01-18 | 2025-03-02 | -13.01 | 43 |
| 2025-03-05 | 2025-05-13 | -9.96 | 69 |
| 2025-05-14 | 2025-05-19 | -4.68 | 5 |
| 2025-06-16 | 2025-06-18 | -3.38 | 1 |
| 2025-05-23 | 2025-06-15 | -2.14 | 22 |
| 2025-06-18 | 2025-06-19 | -1.77 | 1 |
| 2025-06-15 | 2025-06-15 | -1.38 | 0 |
| 2025-05-20 | 2025-05-20 | -0.86 | 0 |
| 2025-06-15 | 2025-06-16 | -0.26 | 0 |
| Metric | 12018038:ethusd:triple_med_gx:zlema225_45 | 12018038: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 | 17.22% | 56.93% |
| Worst Month | -17.08% | -44.86% |
| Best Year | 24.99% | 91.16% |
| Worst Year | -31.39% | -40.36% |
| Avg. Up Day | 1.26% | 1.31% |
| Avg. Down Day | -0.88% | -1.2% |
| Avg. Up Week | 3.66% | 8.15% |
| Avg. Down Week | -2.46% | -8.43% |
| Avg. Up Month | 7.28% | 27.01% |
| Avg. Down Month | -5.37% | -15.43% |
| Win Days % | 38.98% | 50.19% |
| Win Month % | 47.37% | 47.37% |
| Win Week % | 41.51% | 51.83% |
| Win Quarter % | 46.15% | 53.85% |
| Win Year % | 75.0% | 50.0% |