| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 86.53% | 149.65% |
| Max Drawdown | -14.27% | -40.42% |
| Sharpe | 3.17 | 2.23 |
| Sortino | 8.35 | 4.17 |
| Payoff Ratio | 3.97 | 0.97 |
| Profit Factor | 2.16 | 1.58 |
| Common Sense Ratio | 5.14 | 2.53 |
| CPC Index | 2.39 | 0.82 |
| Tail Ratio | 2.39 | 1.6 |
| Outlier Win Ratio | 6.22 | 4.14 |
| Outlier Loss Ratio | 23.47 | 3.86 |
| Volatility (ann.) | 54.26% | 150.97% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.86 | 1.02 |
| Skew | 3.44 | 2.09 |
| Kurtosis | 20.12 | 14.86 |
| Expected Daily % | 0.43% | 0.64% |
| Expected Monthly % | 2.03% | 3.0% |
| Expected Yearly % | 16.87% | 25.7% |
| Kelly Criterion | 9.83% | 6.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.2% | -12.07% |
| Expected Shortfall (cVaR) | -4.2% | -12.07% |
| Year | 12052776:ETHUSD | 12052776:ethusd:triple_med_gx:zlema55_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 12.74 | 47.06 | 3.69 | + |
| 2023 | 83.13 | 0.31 | 0.00 | - |
| 2024 | 50.09 | 25.49 | 0.51 | - |
| 2025 | -19.44 | 0.77 | -0.04 | + |
| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| MTD | 2.34% | -17.53% |
| 3M | 5.62% | 5.68% |
| 6M | 15.65% | 5.69% |
| YTD | 0.77% | -19.44% |
| 1Y | 18.0% | 4.42% |
| 3Y (ann.) | 26.53% | 41.24% |
| 5Y (ann.) | 26.53% | 41.24% |
| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| Max Drawdown | -14.27% | -40.42% |
| Longest DD Days | 470.0 | 336.0 |
| Avg. Drawdown | -2.26% | -24.37% |
| Avg. Drawdown Days | 51.0 | 196.0 |
| Recovery Factor | 6.07 | 3.7 |
| Ulcer Index | 0.99 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2024-01-10 | -14.27 | 470 |
| 2024-03-12 | 2024-07-19 | -7.57 | 128 |
| 2022-07-30 | 2022-09-10 | -4.19 | 42 |
| 2024-12-19 | 2025-02-14 | -3.75 | 56 |
| 2022-09-26 | 2022-09-27 | -0.18 | 0 |
| 2024-10-17 | 2024-10-18 | -0.18 | 0 |
| 2024-08-12 | 2024-08-16 | -0.18 | 4 |
| 2024-09-04 | 2024-09-04 | -0.18 | 0 |
| 2024-09-13 | 2024-09-15 | -0.18 | 1 |
| 2024-10-23 | 2024-10-24 | -0.18 | 0 |
| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| Best Day | 20.09% | 52.87% |
| Worst Day | -7.24% | -24.97% |
| Best Week | 23.16% | 42.07% |
| Worst Week | -7.4% | -23.7% |
| Best Month | 20.13% | 40.51% |
| Worst Month | -3.9% | -23.7% |
| Best Year | 47.06% | 83.13% |
| Worst Year | 0.31% | -19.44% |
| Avg. Up Day | 3.17% | 3.35% |
| Avg. Down Day | -0.8% | -3.47% |
| Avg. Up Week | 3.99% | 7.53% |
| Avg. Down Week | -1.66% | -5.61% |
| Avg. Up Month | 6.67% | 14.23% |
| Avg. Down Month | -1.75% | -5.88% |
| Win Days % | 27.97% | 53.85% |
| Win Month % | 54.84% | 61.29% |
| Win Week % | 51.67% | 56.67% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 75.0% |