| Metric | 12056892:ethusd:triple_med_gx:zlema55_95 | 12056892:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 47.93% | 27.29% |
| Max Drawdown | -34.96% | -64.23% |
| Sharpe | 0.36 | 0.23 |
| Sortino | 0.58 | 0.33 |
| Payoff Ratio | 1.27 | 1.24 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 0.78 | 1.04 |
| CPC Index | 0.68 | 0.65 |
| Tail Ratio | 0.66 | 1.0 |
| Outlier Win Ratio | 48.18 | 2.95 |
| Outlier Loss Ratio | 4.41 | 3.16 |
| Volatility (ann.) | 10.18% | 33.51% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.39 | 0.13 |
| Skew | 2.44 | 0.26 |
| Kurtosis | 66.23 | 8.94 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.04% | 0.64% |
| Expected Yearly % | 10.28% | 6.22% |
| Kelly Criterion | 2.49% | 10.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.86% |
| Expected Shortfall (cVaR) | -0.87% | -2.86% |
| Year | 12056892:ETHUSD | 12056892:ethusd:triple_med_gx:zlema55_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.36 | 40.26 | -1.02 | + |
| 2023 | 91.16 | -21.58 | -0.24 | - |
| 2024 | 45.75 | 25.89 | 0.57 | - |
| 2025 | -24.66 | 6.83 | -0.28 | + |
| Metric | 12056892:ethusd:triple_med_gx:zlema55_95 | 12056892:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 0.96% | 21.99% |
| 6M | 8.2% | -30.79% |
| YTD | 6.83% | -24.66% |
| 1Y | 28.48% | -27.95% |
| 3Y (ann.) | 13.93% | 36.13% |
| 5Y (ann.) | 13.58% | 8.17% |
| Metric | 12056892:ethusd:triple_med_gx:zlema55_95 | 12056892:ETHUSD |
|---|---|---|
| Max Drawdown | -34.96% | -64.23% |
| Longest DD Days | 996.0 | 464.0 |
| Avg. Drawdown | -4.41% | -10.91% |
| Avg. Drawdown Days | 80.0 | 42.0 |
| Recovery Factor | 1.37 | 0.42 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-06-19 | -34.96 | 996 |
| 2022-07-30 | 2022-09-09 | -11.30 | 40 |
| 2022-06-22 | 2022-06-23 | -3.20 | 0 |
| 2022-06-25 | 2022-06-25 | -2.35 | 0 |
| 2022-07-26 | 2022-07-26 | -2.11 | 0 |
| 2022-06-23 | 2022-06-23 | -1.13 | 0 |
| 2022-07-28 | 2022-07-28 | -0.59 | 0 |
| 2022-09-10 | 2022-09-10 | -0.50 | 0 |
| 2022-09-09 | 2022-09-09 | -0.42 | 0 |
| 2022-06-24 | 2022-06-24 | -0.26 | 0 |
| Metric | 12056892:ethusd:triple_med_gx:zlema55_95 | 12056892:ETHUSD |
|---|---|---|
| Best Day | 9.16% | 16.51% |
| Worst Day | -5.56% | -14.0% |
| Best Week | 23.16% | 27.26% |
| Worst Week | -7.4% | -34.61% |
| Best Month | 20.13% | 56.93% |
| Worst Month | -6.07% | -44.86% |
| Best Year | 40.26% | 91.16% |
| Worst Year | -21.58% | -39.36% |
| Avg. Up Day | 1.13% | 1.15% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 4.23% | 7.95% |
| Avg. Down Week | -2.71% | -4.8% |
| Avg. Up Month | 4.6% | 23.01% |
| Avg. Down Month | -1.82% | -11.63% |
| Win Days % | 45.44% | 50.18% |
| Win Month % | 58.82% | 47.37% |
| Win Week % | 48.39% | 51.83% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |