| Metric | 12018058:ethusd:triple_med_gx:zlema270_45 | 12018058:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 33.09% | 41.79% |
| Max Drawdown | -32.35% | -64.23% |
| Sharpe | 0.24 | 0.25 |
| Sortino | 0.39 | 0.36 |
| Payoff Ratio | 1.46 | 1.14 |
| Profit Factor | 1.11 | 1.04 |
| Common Sense Ratio | 1.38 | 1.05 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.25 | 1.01 |
| Outlier Win Ratio | 36.67 | 3.21 |
| Outlier Loss Ratio | 4.88 | 3.23 |
| Volatility (ann.) | 12.94% | 33.45% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.3 | 0.19 |
| Skew | 2.61 | 0.27 |
| Kurtosis | 71.03 | 9.03 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.76% | 0.92% |
| Expected Yearly % | 7.41% | 9.12% |
| Kelly Criterion | -2.85% | 6.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.86% |
| Expected Shortfall (cVaR) | -1.11% | -2.86% |
| Year | 12018058:ETHUSD | 12018058:ethusd:triple_med_gx:zlema270_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -32.45 | -9.67 | 0.30 | + |
| 2023 | 91.16 | 14.10 | 0.15 | - |
| 2024 | 45.75 | 15.30 | 0.33 | - |
| 2025 | -24.66 | 11.98 | -0.49 | + |
| Metric | 12018058:ethusd:triple_med_gx:zlema270_45 | 12018058:ETHUSD |
|---|---|---|
| MTD | 3.19% | -0.81% |
| 3M | 0.52% | 21.99% |
| 6M | 16.15% | -30.79% |
| YTD | 11.98% | -24.66% |
| 1Y | 26.27% | -27.95% |
| 3Y (ann.) | 15.58% | 36.13% |
| 5Y (ann.) | 9.78% | 12.08% |
| Metric | 12018058:ethusd:triple_med_gx:zlema270_45 | 12018058:ETHUSD |
|---|---|---|
| Max Drawdown | -32.35% | -64.23% |
| Longest DD Days | 873.0 | 464.0 |
| Avg. Drawdown | -6.53% | -10.38% |
| Avg. Drawdown Days | 83.0 | 42.0 |
| Recovery Factor | 1.02 | 0.65 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-26 | 2025-01-15 | -32.35 | 873 |
| 2022-06-12 | 2022-07-21 | -20.62 | 38 |
| 2025-01-18 | 2025-03-02 | -12.27 | 43 |
| 2025-03-05 | 2025-06-19 | -11.38 | 106 |
| 2022-07-23 | 2022-07-24 | -5.06 | 0 |
| 2022-07-29 | 2022-08-22 | -1.41 | 23 |
| 2022-08-24 | 2022-08-25 | -0.73 | 0 |
| 2022-06-12 | 2022-06-12 | -0.18 | 0 |
| 2022-07-22 | 2022-07-23 | -0.18 | 0 |
| 2025-03-04 | 2025-03-05 | -0.18 | 0 |
| Metric | 12018058:ethusd:triple_med_gx:zlema270_45 | 12018058:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -7.96% | -14.0% |
| Best Week | 14.7% | 27.26% |
| Worst Week | -12.53% | -34.61% |
| Best Month | 19.22% | 56.93% |
| Worst Month | -11.4% | -44.86% |
| Best Year | 15.3% | 91.16% |
| Worst Year | -9.67% | -32.45% |
| Avg. Up Day | 1.27% | 1.32% |
| Avg. Down Day | -0.87% | -1.16% |
| Avg. Up Week | 3.51% | 8.34% |
| Avg. Down Week | -2.48% | -7.84% |
| Avg. Up Month | 7.68% | 27.01% |
| Avg. Down Month | -5.19% | -15.88% |
| Win Days % | 38.93% | 50.21% |
| Win Month % | 48.65% | 50.0% |
| Win Week % | 44.23% | 52.15% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |