| Metric | 12024312:ethusd:triple_med_gx:zlema225_55 | 12024312:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 63.63% | 25.18% |
| Max Drawdown | -38.16% | -64.23% |
| Sharpe | 0.37 | 0.22 |
| Sortino | 0.58 | 0.32 |
| Payoff Ratio | 1.4 | 1.13 |
| Profit Factor | 1.17 | 1.04 |
| Common Sense Ratio | 1.76 | 1.04 |
| CPC Index | 0.69 | 0.59 |
| Tail Ratio | 1.5 | 1.0 |
| Outlier Win Ratio | 36.72 | 3.25 |
| Outlier Loss Ratio | 4.42 | 3.37 |
| Volatility (ann.) | 13.26% | 33.52% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.45 | 0.12 |
| Skew | 2.26 | 0.26 |
| Kurtosis | 74.98 | 8.93 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.3% | 0.59% |
| Expected Yearly % | 13.1% | 5.77% |
| Kelly Criterion | 0.66% | 6.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.87% |
| Expected Shortfall (cVaR) | -1.13% | -2.87% |
| Year | 12024312:ETHUSD | 12024312:ethusd:triple_med_gx:zlema225_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.36 | -23.35 | 0.58 | + |
| 2023 | 91.16 | 8.73 | 0.10 | - |
| 2024 | 45.75 | 62.06 | 1.36 | + |
| 2025 | -24.66 | 21.15 | -0.86 | + |
| Metric | 12024312:ethusd:triple_med_gx:zlema225_55 | 12024312:ETHUSD |
|---|---|---|
| MTD | -0.47% | -0.81% |
| 3M | 5.51% | 21.99% |
| 6M | 22.82% | -30.79% |
| YTD | 21.15% | -24.66% |
| 1Y | 38.02% | -27.95% |
| 3Y (ann.) | 20.39% | 36.13% |
| 5Y (ann.) | 17.34% | 7.56% |
| Metric | 12024312:ethusd:triple_med_gx:zlema225_55 | 12024312:ETHUSD |
|---|---|---|
| Max Drawdown | -38.16% | -64.23% |
| Longest DD Days | 610.0 | 464.0 |
| Avg. Drawdown | -4.87% | -9.79% |
| Avg. Drawdown Days | 41.0 | 48.0 |
| Recovery Factor | 1.67 | 0.39 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-22 | 2024-03-24 | -38.16 | 610 |
| 2022-05-31 | 2022-06-19 | -13.54 | 19 |
| 2024-10-30 | 2024-11-11 | -11.51 | 12 |
| 2025-03-03 | 2025-06-19 | -10.12 | 108 |
| 2024-11-12 | 2024-12-12 | -8.35 | 30 |
| 2025-01-19 | 2025-03-02 | -7.82 | 41 |
| 2022-06-20 | 2022-07-22 | -6.44 | 31 |
| 2024-06-17 | 2024-07-11 | -5.93 | 24 |
| 2025-01-18 | 2025-01-19 | -5.16 | 1 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| Metric | 12024312:ethusd:triple_med_gx:zlema225_55 | 12024312:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -10.7% | -14.0% |
| Best Week | 10.9% | 27.26% |
| Worst Week | -16.29% | -34.61% |
| Best Month | 16.38% | 56.93% |
| Worst Month | -19.19% | -44.86% |
| Best Year | 62.06% | 91.16% |
| Worst Year | -23.35% | -40.36% |
| Avg. Up Day | 1.37% | 1.41% |
| Avg. Down Day | -0.98% | -1.25% |
| Avg. Up Week | 3.81% | 9.38% |
| Avg. Down Week | -2.31% | -9.08% |
| Avg. Up Month | 7.14% | 19.65% |
| Avg. Down Month | -3.27% | -11.11% |
| Win Days % | 42.06% | 50.19% |
| Win Month % | 52.63% | 47.37% |
| Win Week % | 50.0% | 51.83% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |