| Metric | 12062673:ethusd:triple_med_gx:zlema70_110 | 12062673:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 35.73% | 22.63% |
| Max Drawdown | -23.65% | -64.23% |
| Sharpe | 0.32 | 0.22 |
| Sortino | 0.49 | 0.31 |
| Payoff Ratio | 1.21 | 1.09 |
| Profit Factor | 1.15 | 1.04 |
| Common Sense Ratio | 1.15 | 1.04 |
| CPC Index | 0.65 | 0.57 |
| Tail Ratio | 1.0 | 1.0 |
| Outlier Win Ratio | 52.1 | 2.9 |
| Outlier Loss Ratio | 4.67 | 3.06 |
| Volatility (ann.) | 9.03% | 33.53% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.44 | 0.11 |
| Skew | 2.23 | 0.25 |
| Kurtosis | 74.25 | 8.88 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.81% | 0.54% |
| Expected Yearly % | 7.94% | 5.23% |
| Kelly Criterion | 2.52% | 4.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.87% |
| Expected Shortfall (cVaR) | -0.77% | -2.87% |
| Year | 12062673:ETHUSD | 12062673:ethusd:triple_med_gx:zlema70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -41.58 | 5.33 | -0.13 | + |
| 2023 | 91.16 | 8.13 | 0.09 | - |
| 2024 | 45.75 | 19.99 | 0.44 | - |
| 2025 | -24.66 | -0.68 | 0.03 | + |
| Metric | 12062673:ethusd:triple_med_gx:zlema70_110 | 12062673:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | -4.0% | 21.99% |
| 6M | -1.23% | -30.79% |
| YTD | -0.68% | -24.66% |
| 1Y | 17.27% | -27.95% |
| 3Y (ann.) | 11.71% | 36.13% |
| 5Y (ann.) | 10.39% | 6.82% |
| Metric | 12062673:ethusd:triple_med_gx:zlema70_110 | 12062673:ETHUSD |
|---|---|---|
| Max Drawdown | -23.65% | -64.23% |
| Longest DD Days | 548.0 | 464.0 |
| Avg. Drawdown | -3.96% | -9.5% |
| Avg. Drawdown Days | 43.0 | 44.0 |
| Recovery Factor | 1.51 | 0.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-24 | 2024-04-24 | -23.65 | 548 |
| 2024-12-30 | 2025-02-14 | -12.70 | 46 |
| 2022-06-06 | 2022-06-26 | -8.41 | 19 |
| 2024-07-17 | 2024-10-14 | -7.70 | 89 |
| 2022-06-26 | 2022-07-27 | -6.87 | 31 |
| 2022-05-23 | 2022-06-06 | -6.46 | 13 |
| 2024-04-24 | 2024-07-17 | -5.65 | 83 |
| 2025-04-19 | 2025-06-19 | -5.45 | 60 |
| 2025-02-14 | 2025-03-14 | -4.83 | 27 |
| 2022-07-30 | 2022-09-07 | -3.44 | 39 |
| Metric | 12062673:ethusd:triple_med_gx:zlema70_110 | 12062673:ETHUSD |
|---|---|---|
| Best Day | 8.96% | 16.51% |
| Worst Day | -5.8% | -14.0% |
| Best Week | 8.76% | 27.26% |
| Worst Week | -10.64% | -34.61% |
| Best Month | 9.18% | 56.93% |
| Worst Month | -9.94% | -44.86% |
| Best Year | 19.99% | 91.16% |
| Worst Year | -0.68% | -41.58% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.8% | -0.9% |
| Avg. Up Week | 3.68% | 8.07% |
| Avg. Down Week | -2.91% | -5.38% |
| Avg. Up Month | 5.12% | 19.67% |
| Avg. Down Month | -2.61% | -9.64% |
| Win Days % | 46.72% | 50.23% |
| Win Month % | 55.56% | 47.37% |
| Win Week % | 51.47% | 51.52% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |