| Metric | 12018068:ethusd:triple_med_gx:zlema280_45 | 12018068:ETHUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 7.88% | 39.38% |
| Max Drawdown | -35.17% | -64.23% |
| Sharpe | 0.11 | 0.25 |
| Sortino | 0.18 | 0.36 |
| Payoff Ratio | 1.4 | 1.13 |
| Profit Factor | 1.05 | 1.04 |
| Common Sense Ratio | 1.18 | 1.05 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.13 | 1.01 |
| Outlier Win Ratio | 35.04 | 3.26 |
| Outlier Loss Ratio | 4.76 | 3.34 |
| Volatility (ann.) | 13.85% | 33.47% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.07 | 0.18 |
| Skew | 2.21 | 0.27 |
| Kurtosis | 63.46 | 9.02 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.2% | 0.88% |
| Expected Yearly % | 1.91% | 8.66% |
| Kelly Criterion | -5.23% | 6.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.86% |
| Expected Shortfall (cVaR) | -1.19% | -2.86% |
| Year | 12018068:ETHUSD | 12018068:ethusd:triple_med_gx:zlema280_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.60 | -27.42 | 0.82 | + |
| 2023 | 91.16 | 16.45 | 0.18 | - |
| 2024 | 45.75 | 11.94 | 0.26 | - |
| 2025 | -24.66 | 14.03 | -0.57 | + |
| Metric | 12018068:ethusd:triple_med_gx:zlema280_45 | 12018068:ETHUSD |
|---|---|---|
| MTD | 3.86% | -0.81% |
| 3M | 1.21% | 21.99% |
| 6M | 18.98% | -30.79% |
| YTD | 14.03% | -24.66% |
| 1Y | 27.56% | -27.95% |
| 3Y (ann.) | 16.51% | 36.13% |
| 5Y (ann.) | 2.51% | 11.46% |
| Metric | 12018068:ethusd:triple_med_gx:zlema280_45 | 12018068:ETHUSD |
|---|---|---|
| Max Drawdown | -35.17% | -64.23% |
| Longest DD Days | 960.0 | 464.0 |
| Avg. Drawdown | -11.21% | -10.78% |
| Avg. Drawdown Days | 185.0 | 44.0 |
| Recovery Factor | 0.22 | 0.61 |
| 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 | 2025-06-19 | -9.07 | 36 |
| 2025-01-18 | 2025-01-18 | -0.18 | 0 |
| 2025-03-04 | 2025-03-05 | -0.18 | 0 |
| Metric | 12018068:ethusd:triple_med_gx:zlema280_45 | 12018068: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 | 20.07% | 56.93% |
| Worst Month | -21.24% | -44.86% |
| Best Year | 16.45% | 91.16% |
| Worst Year | -27.42% | -33.6% |
| Avg. Up Day | 1.3% | 1.35% |
| Avg. Down Day | -0.93% | -1.2% |
| Avg. Up Week | 3.28% | 8.37% |
| Avg. Down Week | -2.95% | -7.67% |
| Avg. Up Month | 6.55% | 24.88% |
| Avg. Down Month | -5.81% | -15.17% |
| Win Days % | 38.57% | 50.18% |
| Win Month % | 47.37% | 50.0% |
| Win Week % | 46.23% | 51.53% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |