| Metric | 12061399:ethusd:triple_med_gx:zlema235_110 | 12061399:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 51.59% | 27.29% |
| Max Drawdown | -11.17% | -64.23% |
| Sharpe | 0.42 | 0.23 |
| Sortino | 0.73 | 0.33 |
| Payoff Ratio | 1.5 | 1.2 |
| Profit Factor | 1.25 | 1.04 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 0.75 | 0.62 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 59.84 | 2.93 |
| Outlier Loss Ratio | 4.91 | 3.05 |
| Volatility (ann.) | 9.06% | 33.51% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.3 | 0.13 |
| Skew | 4.28 | 0.26 |
| Kurtosis | 82.06 | 8.94 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.1% | 0.64% |
| Expected Yearly % | 10.96% | 6.22% |
| Kelly Criterion | 0.35% | 8.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.86% |
| Expected Shortfall (cVaR) | -0.77% | -2.86% |
| Year | 12061399:ETHUSD | 12061399:ethusd:triple_med_gx:zlema235_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.36 | 10.06 | -0.26 | + |
| 2023 | 91.16 | 7.34 | 0.08 | - |
| 2024 | 45.75 | 20.93 | 0.46 | - |
| 2025 | -24.66 | 6.11 | -0.25 | + |
| Metric | 12061399:ethusd:triple_med_gx:zlema235_110 | 12061399:ETHUSD |
|---|---|---|
| MTD | -1.95% | -0.81% |
| 3M | -0.04% | 21.99% |
| 6M | 6.11% | -30.79% |
| YTD | 6.11% | -24.66% |
| 1Y | 11.95% | -27.95% |
| 3Y (ann.) | 13.74% | 36.13% |
| 5Y (ann.) | 14.49% | 8.17% |
| Metric | 12061399:ethusd:triple_med_gx:zlema235_110 | 12061399:ETHUSD |
|---|---|---|
| Max Drawdown | -11.17% | -64.23% |
| Longest DD Days | 231.0 | 464.0 |
| Avg. Drawdown | -3.16% | -10.91% |
| Avg. Drawdown Days | 38.0 | 42.0 |
| Recovery Factor | 4.62 | 0.42 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-20 | 2022-07-28 | -11.17 | 38 |
| 2022-07-28 | 2023-03-17 | -10.63 | 231 |
| 2025-01-30 | 2025-06-19 | -10.55 | 139 |
| 2023-08-24 | 2024-02-18 | -9.67 | 178 |
| 2024-03-03 | 2024-06-25 | -6.40 | 114 |
| 2024-10-11 | 2024-11-06 | -4.96 | 25 |
| 2023-03-18 | 2023-06-16 | -4.45 | 90 |
| 2024-11-16 | 2025-01-24 | -4.24 | 68 |
| 2022-06-20 | 2022-06-20 | -4.19 | 0 |
| 2024-07-19 | 2024-09-10 | -2.72 | 53 |
| Metric | 12061399:ethusd:triple_med_gx:zlema235_110 | 12061399:ETHUSD |
|---|---|---|
| Best Day | 7.68% | 16.51% |
| Worst Day | -4.83% | -14.0% |
| Best Week | 8.99% | 27.26% |
| Worst Week | -4.13% | -34.61% |
| Best Month | 10.84% | 56.93% |
| Worst Month | -6.23% | -44.86% |
| Best Year | 20.93% | 91.16% |
| Worst Year | 6.11% | -39.36% |
| Avg. Up Day | 1.28% | 1.33% |
| Avg. Down Day | -0.85% | -1.11% |
| Avg. Up Week | 2.9% | 8.85% |
| Avg. Down Week | -1.49% | -5.42% |
| Avg. Up Month | 3.73% | 27.19% |
| Avg. Down Month | -2.49% | -11.49% |
| Win Days % | 40.22% | 50.18% |
| Win Month % | 63.64% | 47.37% |
| Win Week % | 52.24% | 51.83% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |