| Metric | 12060780:ethusd:triple_med_gx:zlema70_105 | 12060780:ETHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 38.11% | 31.22% |
| Max Drawdown | -29.67% | -64.23% |
| Sharpe | 0.35 | 0.23 |
| Sortino | 0.56 | 0.34 |
| Payoff Ratio | 1.3 | 1.06 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 0.58 | 1.04 |
| CPC Index | 0.7 | 0.55 |
| Tail Ratio | 0.49 | 1.0 |
| Outlier Win Ratio | 56.77 | 2.85 |
| Outlier Loss Ratio | 4.86 | 3.0 |
| Volatility (ann.) | 8.51% | 33.52% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.37 | 0.14 |
| Skew | 3.26 | 0.25 |
| Kurtosis | 86.32 | 8.9 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.85% | 0.72% |
| Expected Yearly % | 8.41% | 7.03% |
| Kelly Criterion | 4.03% | 3.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.86% |
| Expected Shortfall (cVaR) | -0.72% | -2.86% |
| Year | 12060780:ETHUSD | 12060780:ethusd:triple_med_gx:zlema70_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.49 | 19.60 | -0.52 | + |
| 2023 | 91.16 | -5.71 | -0.06 | - |
| 2024 | 45.75 | 19.77 | 0.43 | - |
| 2025 | -24.66 | 2.25 | -0.09 | + |
| Metric | 12060780:ethusd:triple_med_gx:zlema70_105 | 12060780:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | -1.77% | 21.99% |
| 6M | 1.5% | -30.79% |
| YTD | 2.25% | -24.66% |
| 1Y | 22.96% | -27.95% |
| 3Y (ann.) | 10.13% | 36.13% |
| 5Y (ann.) | 11.02% | 9.2% |
| Metric | 12060780:ethusd:triple_med_gx:zlema70_105 | 12060780:ETHUSD |
|---|---|---|
| Max Drawdown | -29.67% | -64.23% |
| Longest DD Days | 760.0 | 464.0 |
| Avg. Drawdown | -3.59% | -9.62% |
| Avg. Drawdown Days | 51.0 | 46.0 |
| Recovery Factor | 1.28 | 0.49 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-24 | 2024-11-22 | -29.67 | 760 |
| 2025-02-14 | 2025-06-19 | -7.05 | 124 |
| 2024-12-30 | 2025-02-12 | -7.04 | 44 |
| 2022-07-30 | 2022-09-07 | -5.99 | 39 |
| 2022-06-26 | 2022-07-27 | -5.67 | 31 |
| 2022-05-23 | 2022-06-24 | -5.38 | 31 |
| 2025-02-13 | 2025-02-14 | -3.87 | 1 |
| 2022-06-25 | 2022-06-25 | -2.35 | 0 |
| 2024-11-22 | 2024-11-23 | -2.34 | 1 |
| 2024-12-29 | 2024-12-30 | -1.40 | 1 |
| Metric | 12060780:ethusd:triple_med_gx:zlema70_105 | 12060780:ETHUSD |
|---|---|---|
| Best Day | 8.96% | 16.51% |
| Worst Day | -5.12% | -14.0% |
| Best Week | 9.52% | 27.26% |
| Worst Week | -8.79% | -34.61% |
| Best Month | 10.11% | 56.93% |
| Worst Month | -8.08% | -44.86% |
| Best Year | 19.77% | 91.16% |
| Worst Year | -5.71% | -37.49% |
| Avg. Up Day | 0.96% | 0.99% |
| Avg. Down Day | -0.74% | -0.93% |
| Avg. Up Week | 3.56% | 8.36% |
| Avg. Down Week | -2.4% | -5.04% |
| Avg. Up Month | 4.29% | 21.27% |
| Avg. Down Month | -3.37% | -13.2% |
| Win Days % | 45.82% | 50.27% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 52.17% | 52.12% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |