| Metric | 12059169:ethusd:triple_med_gx:zlema55_100 | 12059169:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 5.68% | 22.88% |
| Max Drawdown | -33.89% | -64.23% |
| Sharpe | 0.09 | 0.22 |
| Sortino | 0.14 | 0.31 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.04 | 1.04 |
| Common Sense Ratio | 1.14 | 1.04 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 47.12 | 2.95 |
| Outlier Loss Ratio | 4.28 | 3.2 |
| Volatility (ann.) | 10.37% | 33.52% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.05 | 0.11 |
| Skew | 1.47 | 0.26 |
| Kurtosis | 64.23 | 8.93 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.15% | 0.54% |
| Expected Yearly % | 1.39% | 5.29% |
| Kelly Criterion | -2.2% | 6.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.87% |
| Expected Shortfall (cVaR) | -0.89% | -2.87% |
| Year | 12059169:ETHUSD | 12059169:ethusd:triple_med_gx:zlema55_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -41.46 | 0.01 | -0.00 | + |
| 2023 | 91.16 | -16.41 | -0.18 | - |
| 2024 | 45.75 | 19.92 | 0.44 | - |
| 2025 | -24.66 | 5.40 | -0.22 | + |
| Metric | 12059169:ethusd:triple_med_gx:zlema55_100 | 12059169:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 2.77% | 21.99% |
| 6M | 4.35% | -30.79% |
| YTD | 5.4% | -24.66% |
| 1Y | 20.11% | -27.95% |
| 3Y (ann.) | 2.24% | 36.13% |
| 5Y (ann.) | 1.81% | 6.93% |
| Metric | 12059169:ethusd:triple_med_gx:zlema55_100 | 12059169:ETHUSD |
|---|---|---|
| Max Drawdown | -33.89% | -64.23% |
| Longest DD Days | 955.0 | 464.0 |
| Avg. Drawdown | -10.97% | -9.79% |
| Avg. Drawdown Days | 219.0 | 48.0 |
| Recovery Factor | 0.17 | 0.36 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-07 | 2025-06-19 | -33.89 | 955 |
| 2022-06-06 | 2022-10-25 | -18.84 | 141 |
| 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 | 12059169:ethusd:triple_med_gx:zlema55_100 | 12059169:ETHUSD |
|---|---|---|
| Best Day | 9.82% | 16.51% |
| Worst Day | -5.8% | -14.0% |
| Best Week | 13.12% | 27.26% |
| Worst Week | -7.4% | -34.61% |
| Best Month | 11.44% | 56.93% |
| Worst Month | -8.39% | -44.86% |
| Best Year | 19.92% | 91.16% |
| Worst Year | -16.41% | -41.46% |
| Avg. Up Day | 1.07% | 1.09% |
| Avg. Down Day | -0.91% | -0.96% |
| Avg. Up Week | 3.38% | 6.53% |
| Avg. Down Week | -2.4% | -5.78% |
| Avg. Up Month | 4.39% | 21.67% |
| Avg. Down Month | -2.22% | -12.61% |
| Win Days % | 44.86% | 50.17% |
| Win Month % | 45.71% | 47.37% |
| Win Week % | 42.42% | 51.83% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |