| Metric | 12048756:ethusd:triple_med_gx:zlema55_85 | 12048756:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 68.22% | 27.29% |
| Max Drawdown | -21.31% | -64.23% |
| Sharpe | 0.51 | 0.23 |
| Sortino | 0.85 | 0.33 |
| Payoff Ratio | 1.36 | 1.22 |
| Profit Factor | 1.29 | 1.04 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 55.72 | 2.92 |
| Outlier Loss Ratio | 4.62 | 3.0 |
| Volatility (ann.) | 9.16% | 33.51% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.86 | 0.13 |
| Skew | 3.45 | 0.26 |
| Kurtosis | 86.84 | 8.94 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.38% | 0.64% |
| Expected Yearly % | 13.89% | 6.22% |
| Kelly Criterion | 4.87% | 9.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.86% |
| Expected Shortfall (cVaR) | -0.78% | -2.86% |
| Year | 12048756:ETHUSD | 12048756:ethusd:triple_med_gx:zlema55_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.36 | 50.35 | -1.28 | + |
| 2023 | 91.16 | -10.51 | -0.12 | - |
| 2024 | 45.75 | 28.91 | 0.63 | - |
| 2025 | -24.66 | -3.02 | 0.12 | + |
| Metric | 12048756:ethusd:triple_med_gx:zlema55_85 | 12048756:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 0.26% | 21.99% |
| 6M | -4.89% | -30.79% |
| YTD | -3.02% | -24.66% |
| 1Y | 12.73% | -27.95% |
| 3Y (ann.) | 18.91% | 36.13% |
| 5Y (ann.) | 18.44% | 8.17% |
| Metric | 12048756:ethusd:triple_med_gx:zlema55_85 | 12048756:ETHUSD |
|---|---|---|
| Max Drawdown | -21.31% | -64.23% |
| Longest DD Days | 685.0 | 464.0 |
| Avg. Drawdown | -3.59% | -10.91% |
| Avg. Drawdown Days | 61.0 | 42.0 |
| Recovery Factor | 3.2 | 0.42 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2024-08-12 | -21.31 | 685 |
| 2024-11-22 | 2025-06-19 | -11.07 | 209 |
| 2024-08-14 | 2024-09-13 | -5.35 | 30 |
| 2022-06-25 | 2022-07-26 | -4.58 | 31 |
| 2024-09-14 | 2024-10-23 | -4.17 | 39 |
| 2022-06-22 | 2022-06-23 | -3.20 | 0 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2022-07-30 | 2022-09-05 | -2.75 | 37 |
| 2024-11-19 | 2024-11-21 | -1.88 | 1 |
| 2022-06-23 | 2022-06-23 | -1.13 | 0 |
| Metric | 12048756:ethusd:triple_med_gx:zlema55_85 | 12048756:ETHUSD |
|---|---|---|
| Best Day | 9.16% | 16.51% |
| Worst Day | -5.56% | -14.0% |
| Best Week | 23.16% | 27.26% |
| Worst Week | -7.4% | -34.61% |
| Best Month | 20.58% | 56.93% |
| Worst Month | -5.91% | -44.86% |
| Best Year | 50.35% | 91.16% |
| Worst Year | -10.51% | -39.36% |
| Avg. Up Day | 1.13% | 1.16% |
| Avg. Down Day | -0.83% | -0.95% |
| Avg. Up Week | 4.14% | 6.82% |
| Avg. Down Week | -2.21% | -4.76% |
| Avg. Up Month | 4.23% | 18.69% |
| Avg. Down Month | -2.4% | -12.72% |
| Win Days % | 45.14% | 50.18% |
| Win Month % | 60.61% | 47.37% |
| Win Week % | 50.0% | 51.83% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 50.0% | 50.0% |