| Metric | 12018064:ethusd:triple_med_gx:zlema275_45 | 12018064:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 10.16% | 40.14% |
| Max Drawdown | -35.17% | -64.23% |
| Sharpe | 0.13 | 0.25 |
| Sortino | 0.19 | 0.36 |
| Payoff Ratio | 1.41 | 1.14 |
| Profit Factor | 1.05 | 1.04 |
| Common Sense Ratio | 1.19 | 1.05 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.13 | 1.01 |
| Outlier Win Ratio | 34.82 | 3.26 |
| Outlier Loss Ratio | 4.79 | 3.35 |
| Volatility (ann.) | 13.87% | 33.46% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.09 | 0.18 |
| Skew | 2.2 | 0.27 |
| Kurtosis | 63.13 | 9.02 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.26% | 0.89% |
| Expected Yearly % | 2.45% | 8.8% |
| Kelly Criterion | -5.1% | 6.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.86% |
| Expected Shortfall (cVaR) | -1.19% | -2.86% |
| Year | 12018064:ETHUSD | 12018064:ethusd:triple_med_gx:zlema275_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.23 | -27.42 | 0.83 | + |
| 2023 | 91.16 | 15.69 | 0.17 | - |
| 2024 | 45.75 | 11.20 | 0.24 | - |
| 2025 | -24.66 | 17.99 | -0.73 | + |
| Metric | 12018064:ethusd:triple_med_gx:zlema275_45 | 12018064:ETHUSD |
|---|---|---|
| MTD | 6.3% | -0.81% |
| 3M | 4.72% | 21.99% |
| 6M | 23.11% | -30.79% |
| YTD | 17.99% | -24.66% |
| 1Y | 32.29% | -27.95% |
| 3Y (ann.) | 17.32% | 36.13% |
| 5Y (ann.) | 3.21% | 11.66% |
| Metric | 12018064:ethusd:triple_med_gx:zlema275_45 | 12018064:ETHUSD |
|---|---|---|
| Max Drawdown | -35.17% | -64.23% |
| Longest DD Days | 960.0 | 464.0 |
| Avg. Drawdown | -9.86% | -10.38% |
| Avg. Drawdown Days | 158.0 | 42.0 |
| Recovery Factor | 0.29 | 0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2025-01-15 | -35.17 | 960 |
| 2025-01-18 | 2025-03-02 | -12.27 | 43 |
| 2025-03-05 | 2025-05-13 | -10.38 | 69 |
| 2025-05-14 | 2025-06-17 | -9.07 | 34 |
| 2025-06-18 | 2025-06-19 | -1.77 | 1 |
| 2025-01-18 | 2025-01-18 | -0.18 | 0 |
| 2025-03-04 | 2025-03-05 | -0.18 | 0 |
| Metric | 12018064:ethusd:triple_med_gx:zlema275_45 | 12018064: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 | 18.57% | 56.93% |
| Worst Month | -21.24% | -44.86% |
| Best Year | 17.99% | 91.16% |
| Worst Year | -27.42% | -33.23% |
| Avg. Up Day | 1.31% | 1.36% |
| Avg. Down Day | -0.92% | -1.19% |
| Avg. Up Week | 3.34% | 8.24% |
| Avg. Down Week | -2.98% | -7.65% |
| Avg. Up Month | 7.3% | 27.01% |
| Avg. Down Month | -5.92% | -15.17% |
| Win Days % | 38.43% | 50.18% |
| Win Month % | 44.74% | 50.0% |
| Win Week % | 46.23% | 51.53% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |