| Metric | 12024337:ethusd:triple_med_gx:zlema265_55 | 12024337:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 42.62% | 45.18% |
| Max Drawdown | -35.92% | -64.23% |
| Sharpe | 0.29 | 0.26 |
| Sortino | 0.44 | 0.37 |
| Payoff Ratio | 1.35 | 1.13 |
| Profit Factor | 1.13 | 1.04 |
| Common Sense Ratio | 1.54 | 1.05 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.36 | 1.01 |
| Outlier Win Ratio | 38.2 | 3.17 |
| Outlier Loss Ratio | 4.35 | 3.37 |
| Volatility (ann.) | 13.04% | 33.45% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.34 | 0.2 |
| Skew | 2.01 | 0.27 |
| Kurtosis | 80.42 | 9.02 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.94% | 0.99% |
| Expected Yearly % | 9.28% | 9.77% |
| Kelly Criterion | -1.24% | 6.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.86% |
| Expected Shortfall (cVaR) | -1.11% | -2.86% |
| Year | 12024337:ETHUSD | 12024337:ethusd:triple_med_gx:zlema265_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -30.84 | -23.96 | 0.78 | + |
| 2023 | 91.16 | 4.81 | 0.05 | - |
| 2024 | 45.75 | 50.36 | 1.10 | + |
| 2025 | -24.66 | 19.02 | -0.77 | + |
| Metric | 12024337:ethusd:triple_med_gx:zlema265_55 | 12024337:ETHUSD |
|---|---|---|
| MTD | 3.03% | -0.81% |
| 3M | 5.43% | 21.99% |
| 6M | 20.66% | -30.79% |
| YTD | 19.02% | -24.66% |
| 1Y | 26.22% | -27.95% |
| 3Y (ann.) | 15.99% | 36.13% |
| 5Y (ann.) | 12.28% | 12.93% |
| Metric | 12024337:ethusd:triple_med_gx:zlema265_55 | 12024337:ETHUSD |
|---|---|---|
| Max Drawdown | -35.92% | -64.23% |
| Longest DD Days | 610.0 | 464.0 |
| Avg. Drawdown | -6.46% | -10.01% |
| Avg. Drawdown Days | 49.0 | 40.0 |
| Recovery Factor | 1.19 | 0.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-22 | 2024-03-24 | -35.92 | 610 |
| 2022-06-17 | 2022-06-19 | -13.15 | 2 |
| 2025-05-14 | 2025-06-19 | -12.36 | 36 |
| 2024-11-12 | 2025-01-15 | -11.57 | 64 |
| 2025-03-03 | 2025-05-13 | -9.58 | 71 |
| 2024-10-30 | 2024-11-11 | -9.26 | 11 |
| 2025-01-19 | 2025-03-02 | -7.82 | 41 |
| 2024-06-17 | 2024-07-11 | -5.93 | 24 |
| 2024-09-11 | 2024-10-29 | -5.78 | 48 |
| 2022-06-20 | 2022-07-22 | -5.49 | 31 |
| Metric | 12024337:ethusd:triple_med_gx:zlema265_55 | 12024337:ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -10.7% | -14.0% |
| Best Week | 12.81% | 27.26% |
| Worst Week | -17.5% | -34.61% |
| Best Month | 23.27% | 56.93% |
| Worst Month | -20.35% | -44.86% |
| Best Year | 50.36% | 91.16% |
| Worst Year | -23.96% | -30.84% |
| Avg. Up Day | 1.34% | 1.38% |
| Avg. Down Day | -1.0% | -1.22% |
| Avg. Up Week | 3.46% | 9.94% |
| Avg. Down Week | -2.51% | -7.89% |
| Avg. Up Month | 7.71% | 21.43% |
| Avg. Down Month | -4.31% | -12.14% |
| Win Days % | 41.92% | 50.21% |
| Win Month % | 51.35% | 50.0% |
| Win Week % | 50.6% | 51.83% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |