| Metric | 12060778:ethusd:triple_med_gx:zlema55_105 | 12060778:ETHUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 57.01% | 31.22% |
| Max Drawdown | -38.85% | -64.23% |
| Sharpe | 0.39 | 0.23 |
| Sortino | 0.62 | 0.34 |
| Payoff Ratio | 1.27 | 1.09 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 1.53 | 1.04 |
| CPC Index | 0.69 | 0.57 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 41.4 | 3.01 |
| Outlier Loss Ratio | 4.56 | 3.19 |
| Volatility (ann.) | 10.74% | 33.52% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.4 | 0.14 |
| Skew | 2.14 | 0.25 |
| Kurtosis | 54.91 | 8.9 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.19% | 0.72% |
| Expected Yearly % | 11.94% | 7.03% |
| Kelly Criterion | 3.89% | 4.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.86% |
| Expected Shortfall (cVaR) | -0.91% | -2.86% |
| Year | 12060778:ETHUSD | 12060778:ethusd:triple_med_gx:zlema55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.49 | 33.60 | -0.90 | + |
| 2023 | 91.16 | -18.28 | -0.20 | - |
| 2024 | 45.75 | 42.97 | 0.94 | - |
| 2025 | -24.66 | 0.59 | -0.02 | + |
| Metric | 12060778:ethusd:triple_med_gx:zlema55_105 | 12060778:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 0.11% | 21.99% |
| 6M | 0.21% | -30.79% |
| YTD | 0.59% | -24.66% |
| 1Y | 26.86% | -27.95% |
| 3Y (ann.) | 14.12% | 36.13% |
| 5Y (ann.) | 15.73% | 9.2% |
| Metric | 12060778:ethusd:triple_med_gx:zlema55_105 | 12060778:ETHUSD |
|---|---|---|
| Max Drawdown | -38.85% | -64.23% |
| Longest DD Days | 996.0 | 464.0 |
| Avg. Drawdown | -5.68% | -9.62% |
| Avg. Drawdown Days | 92.0 | 46.0 |
| Recovery Factor | 1.47 | 0.49 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-06-19 | -38.85 | 996 |
| 2022-07-30 | 2022-09-09 | -8.39 | 40 |
| 2022-05-20 | 2022-05-23 | -5.69 | 2 |
| 2022-06-26 | 2022-07-26 | -5.67 | 30 |
| 2022-05-23 | 2022-06-23 | -5.47 | 31 |
| 2022-06-25 | 2022-06-25 | -2.35 | 0 |
| 2022-07-28 | 2022-07-28 | -0.59 | 0 |
| 2022-09-09 | 2022-09-09 | -0.42 | 0 |
| 2022-06-24 | 2022-06-24 | -0.26 | 0 |
| 2022-07-27 | 2022-07-27 | -0.21 | 0 |
| Metric | 12060778:ethusd:triple_med_gx:zlema55_105 | 12060778:ETHUSD |
|---|---|---|
| Best Day | 9.16% | 16.51% |
| Worst Day | -5.69% | -14.0% |
| Best Week | 25.58% | 27.26% |
| Worst Week | -8.79% | -34.61% |
| Best Month | 21.6% | 56.93% |
| Worst Month | -13.66% | -44.86% |
| Best Year | 42.97% | 91.16% |
| Worst Year | -18.28% | -37.49% |
| Avg. Up Day | 1.07% | 1.09% |
| Avg. Down Day | -0.84% | -0.99% |
| Avg. Up Week | 4.89% | 7.93% |
| Avg. Down Week | -2.93% | -5.2% |
| Avg. Up Month | 4.58% | 19.99% |
| Avg. Down Month | -3.33% | -11.12% |
| Win Days % | 46.26% | 50.27% |
| Win Month % | 54.29% | 50.0% |
| Win Week % | 50.0% | 52.12% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |