| Metric | 12018059:ethusd:triple_med_gx:zlema265_45 | 12018059:ETHUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 41.82% | 45.18% |
| Max Drawdown | -33.39% | -64.23% |
| Sharpe | 0.29 | 0.26 |
| Sortino | 0.47 | 0.37 |
| Payoff Ratio | 1.46 | 1.16 |
| Profit Factor | 1.13 | 1.04 |
| Common Sense Ratio | 1.43 | 1.05 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | 1.27 | 1.01 |
| Outlier Win Ratio | 36.78 | 3.19 |
| Outlier Loss Ratio | 4.89 | 3.22 |
| Volatility (ann.) | 12.69% | 33.45% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.36 | 0.2 |
| Skew | 3.1 | 0.27 |
| Kurtosis | 72.11 | 9.02 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.92% | 0.99% |
| Expected Yearly % | 9.13% | 9.77% |
| Kelly Criterion | -1.7% | 7.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.86% |
| Expected Shortfall (cVaR) | -1.08% | -2.86% |
| Year | 12018059:ETHUSD | 12018059:ethusd:triple_med_gx:zlema265_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -30.84 | -10.25 | 0.33 | + |
| 2023 | 91.16 | 14.85 | 0.16 | - |
| 2024 | 45.75 | 19.66 | 0.43 | - |
| 2025 | -24.66 | 14.98 | -0.61 | + |
| Metric | 12018059:ethusd:triple_med_gx:zlema265_45 | 12018059:ETHUSD |
|---|---|---|
| MTD | 3.19% | -0.81% |
| 3M | 0.52% | 21.99% |
| 6M | 19.26% | -30.79% |
| YTD | 14.98% | -24.66% |
| 1Y | 28.95% | -27.95% |
| 3Y (ann.) | 15.98% | 36.13% |
| 5Y (ann.) | 12.07% | 12.93% |
| Metric | 12018059:ethusd:triple_med_gx:zlema265_45 | 12018059:ETHUSD |
|---|---|---|
| Max Drawdown | -33.39% | -64.23% |
| Longest DD Days | 555.0 | 464.0 |
| Avg. Drawdown | -5.94% | -10.01% |
| Avg. Drawdown Days | 54.0 | 40.0 |
| Recovery Factor | 1.25 | 0.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-26 | 2024-03-03 | -33.39 | 555 |
| 2024-03-05 | 2025-01-13 | -17.59 | 314 |
| 2022-06-17 | 2022-06-19 | -13.60 | 2 |
| 2025-01-18 | 2025-03-02 | -12.27 | 43 |
| 2025-04-04 | 2025-05-13 | -9.30 | 39 |
| 2025-05-14 | 2025-06-19 | -9.07 | 36 |
| 2022-06-20 | 2022-07-18 | -6.13 | 28 |
| 2022-07-23 | 2022-08-22 | -5.06 | 30 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2025-03-05 | 2025-04-03 | -3.99 | 29 |
| Metric | 12018059:ethusd:triple_med_gx:zlema265_45 | 12018059:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -6.78% | -14.0% |
| Best Week | 14.7% | 27.26% |
| Worst Week | -12.53% | -34.61% |
| Best Month | 20.27% | 56.93% |
| Worst Month | -11.44% | -44.86% |
| Best Year | 19.66% | 91.16% |
| Worst Year | -10.25% | -30.84% |
| Avg. Up Day | 1.25% | 1.3% |
| Avg. Down Day | -0.86% | -1.12% |
| Avg. Up Week | 3.37% | 8.21% |
| Avg. Down Week | -2.32% | -7.84% |
| Avg. Up Month | 7.64% | 27.01% |
| Avg. Down Month | -4.47% | -14.83% |
| Win Days % | 39.65% | 50.21% |
| Win Month % | 45.95% | 50.0% |
| Win Week % | 45.19% | 51.83% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |