| Metric | 12056786:ethusd:triple_med_gx:zlema55_95 | 12056786:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -0.61% | 22.88% |
| Max Drawdown | -34.12% | -64.23% |
| Sharpe | 0.04 | 0.22 |
| Sortino | 0.06 | 0.31 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.02 | 1.04 |
| Common Sense Ratio | 0.72 | 1.04 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 0.71 | 1.0 |
| Outlier Win Ratio | 51.7 | 2.94 |
| Outlier Loss Ratio | 4.22 | 3.18 |
| Volatility (ann.) | 9.71% | 33.52% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.01 | 0.11 |
| Skew | 0.1 | 0.26 |
| Kurtosis | 51.23 | 8.93 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.02% | 0.54% |
| Expected Yearly % | -0.15% | 5.29% |
| Kelly Criterion | -4.1% | 4.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.87% |
| Expected Shortfall (cVaR) | -0.83% | -2.87% |
| Year | 12056786:ETHUSD | 12056786:ethusd:triple_med_gx:zlema55_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -41.46 | -1.74 | 0.04 | + |
| 2023 | 91.16 | -19.75 | -0.22 | - |
| 2024 | 45.75 | 17.90 | 0.39 | - |
| 2025 | -24.66 | 6.90 | -0.28 | + |
| Metric | 12056786:ethusd:triple_med_gx:zlema55_95 | 12056786:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 1.03% | 21.99% |
| 6M | 6.7% | -30.79% |
| YTD | 6.9% | -24.66% |
| 1Y | 22.23% | -27.95% |
| 3Y (ann.) | 0.17% | 36.13% |
| 5Y (ann.) | -0.2% | 6.93% |
| Metric | 12056786:ethusd:triple_med_gx:zlema55_95 | 12056786:ETHUSD |
|---|---|---|
| Max Drawdown | -34.12% | -64.23% |
| Longest DD Days | 996.0 | 464.0 |
| Avg. Drawdown | -10.4% | -9.79% |
| Avg. Drawdown Days | 222.0 | 48.0 |
| Recovery Factor | -0.02 | 0.36 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-06-19 | -34.12 | 996 |
| 2022-06-06 | 2022-09-27 | -15.77 | 112 |
| 2022-06-05 | 2022-06-06 | -1.03 | 0 |
| 2022-06-05 | 2022-06-05 | -0.90 | 0 |
| 2022-06-04 | 2022-06-04 | -0.18 | 0 |
| Metric | 12056786:ethusd:triple_med_gx:zlema55_95 | 12056786:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 16.51% |
| Worst Day | -5.8% | -14.0% |
| Best Week | 9.66% | 27.26% |
| Worst Week | -7.4% | -34.61% |
| Best Month | 9.57% | 56.93% |
| Worst Month | -6.05% | -44.86% |
| Best Year | 17.9% | 91.16% |
| Worst Year | -19.75% | -41.46% |
| Avg. Up Day | 1.04% | 1.06% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 2.98% | 7.19% |
| Avg. Down Week | -2.46% | -6.3% |
| Avg. Up Month | 2.64% | 22.14% |
| Avg. Down Month | -2.16% | -15.02% |
| Win Days % | 45.16% | 50.17% |
| Win Month % | 51.43% | 47.37% |
| Win Week % | 42.19% | 51.83% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |