| Metric | 12061398:ethusd:triple_med_gx:zlema245_110 | 12061398:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 36.88% | 26.37% |
| Max Drawdown | -17.73% | -64.23% |
| Sharpe | 0.31 | 0.22 |
| Sortino | 0.51 | 0.32 |
| Payoff Ratio | 1.42 | 1.14 |
| Profit Factor | 1.17 | 1.04 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 55.93 | 2.95 |
| Outlier Loss Ratio | 4.55 | 3.07 |
| Volatility (ann.) | 9.67% | 33.53% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.61 | 0.12 |
| Skew | 2.89 | 0.26 |
| Kurtosis | 72.66 | 8.93 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.83% | 0.62% |
| Expected Yearly % | 8.16% | 6.03% |
| Kelly Criterion | -1.59% | 6.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.87% |
| Expected Shortfall (cVaR) | -0.82% | -2.87% |
| Year | 12061398:ETHUSD | 12061398:ethusd:triple_med_gx:zlema245_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.80 | -4.62 | 0.12 | + |
| 2023 | 91.16 | 9.43 | 0.10 | - |
| 2024 | 45.75 | 16.18 | 0.35 | - |
| 2025 | -24.66 | 12.87 | -0.52 | + |
| Metric | 12061398:ethusd:triple_med_gx:zlema245_110 | 12061398:ETHUSD |
|---|---|---|
| MTD | -1.95% | -0.81% |
| 3M | 3.48% | 21.99% |
| 6M | 12.87% | -30.79% |
| YTD | 12.87% | -24.66% |
| 1Y | 17.7% | -27.95% |
| 3Y (ann.) | 11.64% | 36.13% |
| 5Y (ann.) | 10.76% | 7.92% |
| Metric | 12061398:ethusd:triple_med_gx:zlema245_110 | 12061398:ETHUSD |
|---|---|---|
| Max Drawdown | -17.73% | -64.23% |
| Longest DD Days | 429.0 | 464.0 |
| Avg. Drawdown | -3.76% | -11.3% |
| Avg. Drawdown Days | 50.0 | 44.0 |
| Recovery Factor | 2.08 | 0.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-20 | 2023-08-23 | -17.73 | 429 |
| 2023-08-24 | 2024-01-10 | -8.79 | 139 |
| 2024-03-03 | 2024-11-06 | -8.14 | 248 |
| 2022-05-26 | 2022-06-19 | -7.59 | 24 |
| 2025-04-14 | 2025-05-20 | -6.92 | 35 |
| 2025-03-06 | 2025-04-14 | -5.95 | 38 |
| 2025-05-21 | 2025-06-19 | -4.65 | 29 |
| 2024-11-16 | 2025-01-24 | -4.24 | 68 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2024-01-14 | 2024-02-18 | -2.50 | 35 |
| Metric | 12061398:ethusd:triple_med_gx:zlema245_110 | 12061398: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 | -6.23% | -44.86% |
| Best Year | 16.18% | 91.16% |
| Worst Year | -4.62% | -39.8% |
| Avg. Up Day | 1.3% | 1.34% |
| Avg. Down Day | -0.91% | -1.18% |
| Avg. Up Week | 3.02% | 8.57% |
| Avg. Down Week | -1.83% | -6.7% |
| Avg. Up Month | 4.25% | 23.28% |
| Avg. Down Month | -2.86% | -13.09% |
| Win Days % | 40.37% | 50.17% |
| Win Month % | 55.88% | 47.37% |
| Win Week % | 49.28% | 51.83% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |