| Metric | 12062663:ethusd:triple_med_gx:zlema55_110 | 12062663:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 52.54% | 22.63% |
| Max Drawdown | -32.49% | -64.23% |
| Sharpe | 0.36 | 0.22 |
| Sortino | 0.55 | 0.31 |
| Payoff Ratio | 1.2 | 1.09 |
| Profit Factor | 1.16 | 1.04 |
| Common Sense Ratio | 1.55 | 1.04 |
| CPC Index | 0.65 | 0.57 |
| Tail Ratio | 1.34 | 1.0 |
| Outlier Win Ratio | 39.37 | 3.07 |
| Outlier Loss Ratio | 4.43 | 3.21 |
| Volatility (ann.) | 11.19% | 33.53% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.45 | 0.11 |
| Skew | 1.48 | 0.25 |
| Kurtosis | 50.91 | 8.88 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.12% | 0.54% |
| Expected Yearly % | 11.13% | 5.23% |
| Kelly Criterion | 3.02% | 4.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.87% |
| Expected Shortfall (cVaR) | -0.95% | -2.87% |
| Year | 12062663:ETHUSD | 12062663:ethusd:triple_med_gx:zlema55_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -41.58 | 17.51 | -0.42 | + |
| 2023 | 91.16 | -9.13 | -0.10 | - |
| 2024 | 45.75 | 47.85 | 1.05 | + |
| 2025 | -24.66 | -3.37 | 0.14 | + |
| Metric | 12062663:ethusd:triple_med_gx:zlema55_110 | 12062663:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | -1.84% | 21.99% |
| 6M | -3.39% | -30.79% |
| YTD | -3.37% | -24.66% |
| 1Y | 22.01% | -27.95% |
| 3Y (ann.) | 15.91% | 36.13% |
| 5Y (ann.) | 14.64% | 6.82% |
| Metric | 12062663:ethusd:triple_med_gx:zlema55_110 | 12062663:ETHUSD |
|---|---|---|
| Max Drawdown | -32.49% | -64.23% |
| Longest DD Days | 748.0 | 464.0 |
| Avg. Drawdown | -5.49% | -9.5% |
| Avg. Drawdown Days | 54.0 | 44.0 |
| Recovery Factor | 1.62 | 0.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2024-10-14 | -32.49 | 748 |
| 2022-06-06 | 2022-06-24 | -11.18 | 17 |
| 2024-12-30 | 2025-02-11 | -10.96 | 42 |
| 2025-02-14 | 2025-06-19 | -9.68 | 124 |
| 2022-06-26 | 2022-07-27 | -8.67 | 31 |
| 2022-05-23 | 2022-06-06 | -6.46 | 13 |
| 2022-05-20 | 2022-05-23 | -5.69 | 2 |
| 2025-02-11 | 2025-02-12 | -4.26 | 1 |
| 2025-02-13 | 2025-02-14 | -3.87 | 1 |
| 2022-07-30 | 2022-09-07 | -3.62 | 39 |
| Metric | 12062663:ethusd:triple_med_gx:zlema55_110 | 12062663:ETHUSD |
|---|---|---|
| Best Day | 9.16% | 16.51% |
| Worst Day | -5.87% | -14.0% |
| Best Week | 23.16% | 27.26% |
| Worst Week | -10.64% | -34.61% |
| Best Month | 19.47% | 56.93% |
| Worst Month | -12.53% | -44.86% |
| Best Year | 47.85% | 91.16% |
| Worst Year | -9.13% | -41.58% |
| Avg. Up Day | 1.05% | 1.06% |
| Avg. Down Day | -0.87% | -0.97% |
| Avg. Up Week | 5.17% | 8.03% |
| Avg. Down Week | -2.81% | -6.07% |
| Avg. Up Month | 4.92% | 20.14% |
| Avg. Down Month | -2.42% | -11.57% |
| Win Days % | 47.11% | 50.23% |
| Win Month % | 55.56% | 47.37% |
| Win Week % | 48.61% | 51.52% |
| Win Quarter % | 46.15% | 53.85% |
| Win Year % | 50.0% | 50.0% |