| Metric | 12052684:ethusd:triple_med_gx:zlema55_90 | 12052684:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 28.6% | 22.88% |
| Max Drawdown | -15.92% | -64.23% |
| Sharpe | 0.27 | 0.22 |
| Sortino | 0.4 | 0.31 |
| Payoff Ratio | 1.23 | 1.12 |
| Profit Factor | 1.13 | 1.04 |
| Common Sense Ratio | 0.51 | 1.04 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 0.45 | 1.0 |
| Outlier Win Ratio | 54.13 | 2.94 |
| Outlier Loss Ratio | 4.45 | 3.13 |
| Volatility (ann.) | 9.21% | 33.52% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.54 | 0.11 |
| Skew | 0.59 | 0.26 |
| Kurtosis | 57.51 | 8.93 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.66% | 0.54% |
| Expected Yearly % | 6.49% | 5.29% |
| Kelly Criterion | 0.91% | 5.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.87% |
| Expected Shortfall (cVaR) | -0.79% | -2.87% |
| Year | 12052684:ETHUSD | 12052684:ethusd:triple_med_gx:zlema55_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -41.46 | 2.31 | -0.06 | + |
| 2023 | 91.16 | 6.12 | 0.07 | - |
| 2024 | 45.75 | 17.23 | 0.38 | - |
| 2025 | -24.66 | 1.03 | -0.04 | + |
| Metric | 12052684:ethusd:triple_med_gx:zlema55_90 | 12052684:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 0.26% | 21.99% |
| 6M | -2.5% | -30.79% |
| YTD | 1.03% | -24.66% |
| 1Y | 11.67% | -27.95% |
| 3Y (ann.) | 9.14% | 36.13% |
| 5Y (ann.) | 8.52% | 6.93% |
| Metric | 12052684:ethusd:triple_med_gx:zlema55_90 | 12052684:ETHUSD |
|---|---|---|
| Max Drawdown | -15.92% | -64.23% |
| Longest DD Days | 563.0 | 464.0 |
| Avg. Drawdown | -4.26% | -9.79% |
| Avg. Drawdown Days | 79.0 | 48.0 |
| Recovery Factor | 1.8 | 0.36 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-12-22 | -15.92 | 563 |
| 2024-11-22 | 2025-06-19 | -11.96 | 209 |
| 2024-03-13 | 2024-07-15 | -9.68 | 124 |
| 2024-08-14 | 2024-11-21 | -6.63 | 99 |
| 2024-07-17 | 2024-08-12 | -3.22 | 26 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2022-06-05 | 2022-06-06 | -1.03 | 0 |
| 2022-06-05 | 2022-06-05 | -0.90 | 0 |
| 2024-08-12 | 2024-08-12 | -0.72 | 0 |
| Metric | 12052684:ethusd:triple_med_gx:zlema55_90 | 12052684:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 16.51% |
| Worst Day | -5.8% | -14.0% |
| Best Week | 8.78% | 27.26% |
| Worst Week | -7.4% | -34.61% |
| Best Month | 9.19% | 56.93% |
| Worst Month | -4.26% | -44.86% |
| Best Year | 17.23% | 91.16% |
| Worst Year | 1.03% | -41.46% |
| Avg. Up Day | 1.07% | 1.09% |
| Avg. Down Day | -0.87% | -0.98% |
| Avg. Up Week | 2.83% | 6.74% |
| Avg. Down Week | -1.91% | -6.3% |
| Avg. Up Month | 3.29% | 15.64% |
| Avg. Down Month | -2.2% | -14.67% |
| Win Days % | 45.35% | 50.17% |
| Win Month % | 54.55% | 47.37% |
| Win Week % | 51.61% | 51.83% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |