| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 54.89% | 91.01% |
| Max Drawdown | -15.74% | -52.72% |
| Sharpe | 0.58 | 0.41 |
| Sortino | 0.99 | 0.61 |
| Payoff Ratio | 1.52 | 1.41 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | 0.48 | 1.08 |
| CPC Index | 0.88 | 0.76 |
| Tail Ratio | 0.36 | 1.01 |
| Outlier Win Ratio | 50.66 | 3.22 |
| Outlier Loss Ratio | 4.6 | 3.06 |
| Volatility (ann.) | 10.19% | 32.37% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.54 | 0.72 |
| Skew | 3.34 | 0.62 |
| Kurtosis | 79.34 | 9.34 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.77% | 2.62% |
| Expected Yearly % | 15.7% | 24.08% |
| Kelly Criterion | 5.81% | 15.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.75% |
| Expected Shortfall (cVaR) | -0.86% | -2.75% |
| Year | 12052776:ETHUSD | 12052776:ethusd:triple_med_gx:zlema55_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.36 | 46.79 | -1.19 | + |
| 2023 | 91.16 | 0.31 | 0.00 | - |
| 2024 | 64.77 | 5.19 | 0.08 | - |
| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| MTD | 0.65% | 25.05% |
| 3M | -1.84% | 12.65% |
| 6M | 6.58% | 83.38% |
| YTD | 5.19% | 64.77% |
| 1Y | 5.1% | 100.9% |
| 3Y (ann.) | 24.16% | 37.72% |
| 5Y (ann.) | 24.16% | 37.72% |
| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| Max Drawdown | -15.74% | -52.72% |
| Longest DD Days | 470.0 | 242.0 |
| Avg. Drawdown | -3.39% | -9.57% |
| Avg. Drawdown Days | 45.0 | 27.0 |
| Recovery Factor | 3.49 | 1.73 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2024-01-10 | -15.74 | 470 |
| 2024-03-13 | 2024-05-31 | -9.68 | 79 |
| 2022-09-06 | 2022-09-09 | -7.39 | 2 |
| 2022-06-22 | 2022-06-23 | -3.20 | 0 |
| 2022-07-30 | 2022-09-05 | -3.11 | 37 |
| 2022-06-26 | 2022-07-26 | -2.40 | 30 |
| 2022-06-25 | 2022-06-25 | -2.35 | 0 |
| 2022-06-23 | 2022-06-23 | -1.13 | 0 |
| 2022-09-10 | 2022-09-27 | -0.86 | 16 |
| 2022-07-28 | 2022-07-28 | -0.59 | 0 |
| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| Best Day | 9.16% | 16.51% |
| Worst Day | -5.56% | -10.54% |
| Best Week | 23.16% | 25.43% |
| Worst Week | -7.4% | -34.61% |
| Best Month | 20.13% | 56.93% |
| Worst Month | -3.9% | -44.86% |
| Best Year | 46.79% | 91.16% |
| Worst Year | 0.31% | -39.36% |
| Avg. Up Day | 1.22% | 1.24% |
| Avg. Down Day | -0.8% | -0.88% |
| Avg. Up Week | 4.74% | 7.65% |
| Avg. Down Week | -2.15% | -4.84% |
| Avg. Up Month | 4.83% | 19.77% |
| Avg. Down Month | -1.38% | -11.7% |
| Win Days % | 43.17% | 50.36% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 50.0% | 53.7% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 66.67% |