| Metric | 12059517:ethusd:triple_med_gx:zlema245_105 | 12059517:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 27.25% | 26.37% |
| Max Drawdown | -24.54% | -64.23% |
| Sharpe | 0.25 | 0.22 |
| Sortino | 0.4 | 0.32 |
| Payoff Ratio | 1.31 | 1.08 |
| Profit Factor | 1.13 | 1.04 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 0.62 | 0.56 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 55.12 | 2.94 |
| Outlier Loss Ratio | 4.52 | 3.13 |
| Volatility (ann.) | 9.72% | 33.53% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.33 | 0.12 |
| Skew | 2.55 | 0.26 |
| Kurtosis | 72.25 | 8.93 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.64% | 0.62% |
| Expected Yearly % | 6.21% | 6.03% |
| Kelly Criterion | -2.86% | 4.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.87% |
| Expected Shortfall (cVaR) | -0.83% | -2.87% |
| Year | 12059517:ETHUSD | 12059517:ethusd:triple_med_gx:zlema245_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.80 | -8.24 | 0.21 | + |
| 2023 | 91.16 | 12.31 | 0.13 | - |
| 2024 | 45.75 | 13.45 | 0.29 | - |
| 2025 | -24.66 | 8.85 | -0.36 | + |
| Metric | 12059517:ethusd:triple_med_gx:zlema245_105 | 12059517:ETHUSD |
|---|---|---|
| MTD | -1.95% | -0.81% |
| 3M | -0.21% | 21.99% |
| 6M | 8.85% | -30.79% |
| YTD | 8.85% | -24.66% |
| 1Y | 14.49% | -27.95% |
| 3Y (ann.) | 7.3% | 36.13% |
| 5Y (ann.) | 8.16% | 7.92% |
| Metric | 12059517:ethusd:triple_med_gx:zlema245_105 | 12059517:ETHUSD |
|---|---|---|
| Max Drawdown | -24.54% | -64.23% |
| Longest DD Days | 615.0 | 464.0 |
| Avg. Drawdown | -4.35% | -11.3% |
| Avg. Drawdown Days | 65.0 | 44.0 |
| Recovery Factor | 1.11 | 0.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-20 | 2024-02-25 | -24.54 | 615 |
| 2024-03-05 | 2024-11-11 | -12.67 | 251 |
| 2025-04-14 | 2025-05-21 | -7.39 | 36 |
| 2025-03-06 | 2025-04-14 | -5.95 | 38 |
| 2025-05-21 | 2025-06-19 | -5.84 | 29 |
| 2024-11-16 | 2025-01-24 | -4.24 | 68 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2025-01-28 | 2025-01-29 | -1.18 | 0 |
| 2024-02-27 | 2024-02-28 | -0.95 | 0 |
| 2025-01-30 | 2025-01-31 | -0.84 | 0 |
| Metric | 12059517:ethusd:triple_med_gx:zlema245_105 | 12059517:ETHUSD |
|---|---|---|
| Best Day | 7.68% | 16.51% |
| Worst Day | -6.4% | -14.0% |
| Best Week | 8.99% | 27.26% |
| Worst Week | -9.97% | -34.61% |
| Best Month | 13.87% | 56.93% |
| Worst Month | -11.1% | -44.86% |
| Best Year | 13.45% | 91.16% |
| Worst Year | -8.24% | -39.8% |
| Avg. Up Day | 1.22% | 1.26% |
| Avg. Down Day | -0.93% | -1.17% |
| Avg. Up Week | 2.82% | 8.55% |
| Avg. Down Week | -2.32% | -6.03% |
| Avg. Up Month | 3.29% | 22.26% |
| Avg. Down Month | -3.41% | -13.54% |
| Win Days % | 41.75% | 50.17% |
| Win Month % | 58.82% | 47.37% |
| Win Week % | 54.29% | 51.83% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |