| Metric | 12028567:ethusd:triple_med_gx:zlema95_60 | 12028567:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 69.47% | 4.29% |
| Max Drawdown | -28.0% | -64.23% |
| Sharpe | 0.39 | 0.18 |
| Sortino | 0.58 | 0.26 |
| Payoff Ratio | 1.41 | 1.12 |
| Profit Factor | 1.21 | 1.03 |
| Common Sense Ratio | 1.3 | 1.02 |
| CPC Index | 0.73 | 0.58 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 43.69 | 3.31 |
| Outlier Loss Ratio | 4.07 | 3.19 |
| Volatility (ann.) | 13.1% | 34.07% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.66 | 0.02 |
| Skew | 0.9 | 0.16 |
| Kurtosis | 144.11 | 9.01 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.4% | 0.11% |
| Expected Yearly % | 14.1% | 1.06% |
| Kelly Criterion | 1.8% | 5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.92% |
| Expected Shortfall (cVaR) | -1.11% | -2.92% |
| Year | 12028567:ETHUSD | 12028567:ethusd:triple_med_gx:zlema95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.32 | -24.25 | 0.48 | + |
| 2023 | 91.16 | 16.44 | 0.18 | - |
| 2024 | 45.75 | 107.72 | 2.35 | + |
| 2025 | -24.66 | -7.50 | 0.30 | + |
| Metric | 12028567:ethusd:triple_med_gx:zlema95_60 | 12028567:ETHUSD |
|---|---|---|
| MTD | -1.17% | -0.81% |
| 3M | 7.31% | 21.99% |
| 6M | -2.59% | -30.79% |
| YTD | -7.5% | -24.66% |
| 1Y | 16.35% | -27.95% |
| 3Y (ann.) | 24.02% | 36.13% |
| 5Y (ann.) | 18.45% | 1.36% |
| Metric | 12028567:ethusd:triple_med_gx:zlema95_60 | 12028567:ETHUSD |
|---|---|---|
| Max Drawdown | -28.0% | -64.23% |
| Longest DD Days | 638.0 | 609.0 |
| Avg. Drawdown | -5.11% | -10.51% |
| Avg. Drawdown Days | 44.0 | 66.0 |
| Recovery Factor | 2.48 | 0.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-02-13 | -28.00 | 638 |
| 2025-01-08 | 2025-06-19 | -15.89 | 162 |
| 2022-05-11 | 2022-05-13 | -12.66 | 1 |
| 2024-03-05 | 2024-03-20 | -11.20 | 15 |
| 2024-07-29 | 2024-09-23 | -9.34 | 56 |
| 2024-11-28 | 2024-12-11 | -7.77 | 13 |
| 2022-05-13 | 2022-05-15 | -6.46 | 2 |
| 2024-04-09 | 2024-05-20 | -5.43 | 41 |
| 2024-09-23 | 2024-10-29 | -4.89 | 35 |
| 2024-06-12 | 2024-07-29 | -3.86 | 46 |
| Metric | 12028567:ethusd:triple_med_gx:zlema95_60 | 12028567:ETHUSD |
|---|---|---|
| Best Day | 16.3% | 16.51% |
| Worst Day | -12.5% | -14.0% |
| Best Week | 16.62% | 27.26% |
| Worst Week | -12.6% | -34.61% |
| Best Month | 18.75% | 56.93% |
| Worst Month | -12.92% | -44.86% |
| Best Year | 107.72% | 91.16% |
| Worst Year | -24.25% | -50.32% |
| Avg. Up Day | 1.45% | 1.49% |
| Avg. Down Day | -1.03% | -1.33% |
| Avg. Up Week | 4.13% | 8.78% |
| Avg. Down Week | -3.13% | -9.29% |
| Avg. Up Month | 6.87% | 22.02% |
| Avg. Down Month | -4.9% | -14.53% |
| Win Days % | 42.55% | 50.18% |
| Win Month % | 54.05% | 47.37% |
| Win Week % | 51.14% | 51.2% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |