| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 65.65% | 61.57% |
| Max Drawdown | -18.54% | -64.23% |
| Sharpe | 0.4 | 0.27 |
| Sortino | 0.65 | 0.39 |
| Payoff Ratio | 1.33 | 1.22 |
| Profit Factor | 1.22 | 1.04 |
| Common Sense Ratio | 0.43 | 1.04 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 0.36 | 1.0 |
| Outlier Win Ratio | 49.32 | 2.93 |
| Outlier Loss Ratio | 4.31 | 3.08 |
| Volatility (ann.) | 10.42% | 33.45% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.84 | 0.23 |
| Skew | 3.63 | 0.28 |
| Kurtosis | 106.31 | 8.62 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.18% | 1.12% |
| Expected Yearly % | 13.45% | 12.74% |
| Kelly Criterion | 2.87% | 9.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.86% |
| Expected Shortfall (cVaR) | -0.89% | -2.86% |
| 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 | 45.75 | 25.49 | 0.56 | - |
| 2025 | -4.37 | -10.35 | 2.37 | - |
| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| MTD | -9.01% | -17.21% |
| 3M | 5.28% | -28.03% |
| 6M | -11.4% | 28.61% |
| YTD | -10.35% | -4.37% |
| 1Y | -6.03% | 1.62% |
| 3Y (ann.) | 3.93% | 37.83% |
| 5Y (ann.) | 15.57% | 14.75% |
| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| Max Drawdown | -18.54% | -64.23% |
| Longest DD Days | 470.0 | 515.0 |
| Avg. Drawdown | -3.97% | -11.05% |
| Avg. Drawdown Days | 54.0 | 40.0 |
| Recovery Factor | 3.54 | 0.96 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-11-17 | -18.54 | 359 |
| 2022-09-27 | 2024-01-10 | -15.74 | 470 |
| 2024-03-13 | 2024-07-15 | -9.68 | 124 |
| 2022-09-06 | 2022-09-09 | -7.39 | 2 |
| 2024-08-14 | 2024-10-23 | -6.63 | 70 |
| 2024-07-17 | 2024-08-12 | -3.22 | 26 |
| 2022-06-22 | 2022-06-23 | -3.20 | 0 |
| 2022-07-30 | 2022-09-05 | -3.11 | 37 |
| 2024-08-13 | 2024-08-14 | -2.85 | 1 |
| 2022-06-26 | 2022-07-26 | -2.40 | 30 |
| Metric | 12052776:ethusd:triple_med_gx:zlema55_90 | 12052776:ETHUSD |
|---|---|---|
| Best Day | 12.1% | 16.51% |
| Worst Day | -7.34% | -14.0% |
| Best Week | 23.16% | 27.26% |
| Worst Week | -9.69% | -34.61% |
| Best Month | 20.13% | 56.93% |
| Worst Month | -9.01% | -44.86% |
| Best Year | 46.79% | 91.16% |
| Worst Year | -10.35% | -39.36% |
| Avg. Up Day | 1.21% | 1.24% |
| Avg. Down Day | -0.91% | -1.01% |
| Avg. Up Week | 4.07% | 7.22% |
| Avg. Down Week | -2.72% | -5.38% |
| Avg. Up Month | 5.29% | 20.78% |
| Avg. Down Month | -2.62% | -9.33% |
| Win Days % | 44.59% | 50.39% |
| Win Month % | 52.63% | 46.51% |
| Win Week % | 52.7% | 52.15% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 50.0% |