| Metric | 12061396:ethusd:triple_med_gx:zlema220_110 | 12061396:ETHUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 7.03% | 27.18% |
| Max Drawdown | -27.17% | -64.23% |
| Sharpe | 0.1 | 0.23 |
| Sortino | 0.16 | 0.32 |
| Payoff Ratio | 1.37 | 1.13 |
| Profit Factor | 1.05 | 1.04 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 54.01 | 2.97 |
| Outlier Loss Ratio | 4.51 | 3.15 |
| Volatility (ann.) | 10.16% | 33.51% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.08 | 0.13 |
| Skew | 2.24 | 0.25 |
| Kurtosis | 64.48 | 8.92 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.18% | 0.63% |
| Expected Yearly % | 1.71% | 6.2% |
| Kelly Criterion | -5.95% | 6.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.86% |
| Expected Shortfall (cVaR) | -0.87% | -2.86% |
| Year | 12061396:ETHUSD | 12061396:ethusd:triple_med_gx:zlema220_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.41 | -13.66 | 0.35 | + |
| 2023 | 91.16 | 3.70 | 0.04 | - |
| 2024 | 45.75 | 15.75 | 0.34 | - |
| 2025 | -24.66 | 3.27 | -0.13 | + |
| Metric | 12061396:ethusd:triple_med_gx:zlema220_110 | 12061396:ETHUSD |
|---|---|---|
| MTD | -1.95% | -0.81% |
| 3M | 0.39% | 21.99% |
| 6M | 3.27% | -30.79% |
| YTD | 3.27% | -24.66% |
| 1Y | 9.9% | -27.95% |
| 3Y (ann.) | 10.11% | 36.13% |
| 5Y (ann.) | 2.23% | 8.12% |
| Metric | 12061396:ethusd:triple_med_gx:zlema220_110 | 12061396:ETHUSD |
|---|---|---|
| Max Drawdown | -27.17% | -64.23% |
| Longest DD Days | 903.0 | 464.0 |
| Avg. Drawdown | -6.04% | -9.04% |
| Avg. Drawdown Days | 159.0 | 44.0 |
| Recovery Factor | 0.26 | 0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-23 | 2024-11-11 | -27.17 | 903 |
| 2025-01-30 | 2025-06-19 | -10.17 | 139 |
| 2024-11-16 | 2025-01-23 | -3.30 | 68 |
| 2022-05-22 | 2022-05-22 | -0.65 | 0 |
| 2025-01-24 | 2025-01-28 | -0.64 | 3 |
| 2025-01-30 | 2025-01-30 | -0.18 | 0 |
| 2022-05-22 | 2022-05-22 | -0.13 | 0 |
| Metric | 12061396:ethusd:triple_med_gx:zlema220_110 | 12061396:ETHUSD |
|---|---|---|
| Best Day | 7.68% | 16.51% |
| Worst Day | -5.63% | -14.0% |
| Best Week | 8.35% | 27.26% |
| Worst Week | -11.42% | -34.61% |
| Best Month | 7.6% | 56.93% |
| Worst Month | -12.16% | -44.86% |
| Best Year | 15.75% | 91.16% |
| Worst Year | -13.66% | -39.41% |
| Avg. Up Day | 1.3% | 1.34% |
| Avg. Down Day | -0.94% | -1.19% |
| Avg. Up Week | 3.0% | 8.75% |
| Avg. Down Week | -2.02% | -6.4% |
| Avg. Up Month | 3.18% | 26.12% |
| Avg. Down Month | -3.2% | -12.62% |
| Win Days % | 38.67% | 50.18% |
| Win Month % | 51.52% | 47.37% |
| Win Week % | 47.69% | 51.83% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |