| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 54.11% | 89.17% |
| Max Drawdown | -15.74% | -52.42% |
| Sharpe | 1.12 | 0.81 |
| Sortino | 2.04 | 1.22 |
| Payoff Ratio | 1.4 | 1.53 |
| Profit Factor | 1.57 | 1.13 |
| Common Sense Ratio | 2.43 | 1.22 |
| CPC Index | 1.12 | 0.87 |
| Tail Ratio | 1.54 | 1.08 |
| Outlier Win Ratio | 39.74 | 3.07 |
| Outlier Loss Ratio | 4.13 | 2.71 |
| Volatility (ann.) | 20.98% | 65.58% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.52 | 0.71 |
| Skew | 3.25 | 0.3 |
| Kurtosis | 47.01 | 3.01 |
| Expected Daily % | 0.06% | 0.09% |
| Expected Monthly % | 1.74% | 2.58% |
| Expected Yearly % | 15.51% | 23.68% |
| Kelly Criterion | 15.87% | 17.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -5.5% |
| Expected Shortfall (cVaR) | -1.74% | -5.5% |
| Year | 12052776:ETHUSD | 12052776:ethusd:triple_med_gx:zlema55_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.76 | 46.79 | -1.18 | + |
| 2023 | 91.13 | 0.31 | 0.00 | - |
| 2024 | 64.31 | 4.66 | 0.07 | - |
| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| MTD | 0.14% | 18.23% |
| 3M | -2.33% | 15.1% |
| 6M | 6.04% | 82.29% |
| YTD | 4.66% | 64.31% |
| 1Y | 4.56% | 100.84% |
| 3Y (ann.) | 23.85% | 37.07% |
| 5Y (ann.) | 23.85% | 37.07% |
| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| Max Drawdown | -15.74% | -52.42% |
| Longest DD Days | 470.0 | 243.0 |
| Avg. Drawdown | -6.95% | -12.83% |
| Avg. Drawdown Days | 121.0 | 44.0 |
| Recovery Factor | 3.44 | 1.7 |
| Ulcer Index | 0.98 | 1.81 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-28 | 2024-01-11 | -15.74 | 470 |
| 2024-03-14 | 2024-05-31 | -9.23 | 78 |
| 2022-09-07 | 2022-09-09 | -5.99 | 2 |
| 2022-07-31 | 2022-09-06 | -3.11 | 37 |
| 2022-09-11 | 2022-09-27 | -0.68 | 16 |
| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| Best Day | 13.64% | 16.54% |
| Worst Day | -7.7% | -14.26% |
| Best Week | 23.16% | 31.75% |
| Worst Week | -7.4% | -38.51% |
| Best Month | 20.13% | 55.48% |
| Worst Month | -6.44% | -44.95% |
| Best Year | 46.79% | 91.13% |
| Worst Year | 0.31% | -39.76% |
| Avg. Up Day | 2.43% | 2.8% |
| Avg. Down Day | -1.73% | -1.84% |
| Avg. Up Week | 4.27% | 7.51% |
| Avg. Down Week | -2.62% | -4.04% |
| Avg. Up Month | 5.72% | 18.74% |
| Avg. Down Month | -2.05% | -8.22% |
| Win Days % | 50.86% | 50.27% |
| Win Month % | 50.0% | 56.0% |
| Win Week % | 57.14% | 45.37% |
| Win Quarter % | 55.56% | 66.67% |
| Win Year % | 100.0% | 66.67% |