| Metric | 12062696:ethusd:triple_med_gx:zlema55_110 | 12062696:ETHUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 42.73% | 31.22% |
| Max Drawdown | -40.11% | -64.23% |
| Sharpe | 0.31 | 0.23 |
| Sortino | 0.48 | 0.34 |
| Payoff Ratio | 1.19 | 1.08 |
| Profit Factor | 1.13 | 1.04 |
| Common Sense Ratio | 1.53 | 1.04 |
| CPC Index | 0.63 | 0.56 |
| Tail Ratio | 1.35 | 1.0 |
| Outlier Win Ratio | 38.9 | 3.07 |
| Outlier Loss Ratio | 4.5 | 3.24 |
| Volatility (ann.) | 11.28% | 33.52% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.3 | 0.14 |
| Skew | 1.51 | 0.25 |
| Kurtosis | 48.75 | 8.9 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.94% | 0.72% |
| Expected Yearly % | 9.3% | 7.03% |
| Kelly Criterion | 1.96% | 4.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.86% |
| Expected Shortfall (cVaR) | -0.96% | -2.86% |
| Year | 12062696:ETHUSD | 12062696:ethusd:triple_med_gx:zlema55_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.49 | 15.34 | -0.41 | + |
| 2023 | 91.16 | -18.68 | -0.20 | - |
| 2024 | 45.75 | 48.79 | 1.07 | + |
| 2025 | -24.66 | 2.28 | -0.09 | + |
| Metric | 12062696:ethusd:triple_med_gx:zlema55_110 | 12062696:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | -1.07% | 21.99% |
| 6M | 2.08% | -30.79% |
| YTD | 2.28% | -24.66% |
| 1Y | 29.66% | -27.95% |
| 3Y (ann.) | 14.79% | 36.13% |
| 5Y (ann.) | 12.21% | 9.2% |
| Metric | 12062696:ethusd:triple_med_gx:zlema55_110 | 12062696:ETHUSD |
|---|---|---|
| Max Drawdown | -40.11% | -64.23% |
| Longest DD Days | 786.0 | 464.0 |
| Avg. Drawdown | -7.89% | -9.62% |
| Avg. Drawdown Days | 84.0 | 46.0 |
| Recovery Factor | 1.07 | 0.49 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2024-11-22 | -40.11 | 786 |
| 2022-05-23 | 2022-06-26 | -15.54 | 33 |
| 2024-11-23 | 2025-02-12 | -11.27 | 81 |
| 2022-07-30 | 2022-09-09 | -7.63 | 40 |
| 2022-06-26 | 2022-07-27 | -6.87 | 31 |
| 2022-05-20 | 2022-05-23 | -5.69 | 2 |
| 2025-02-14 | 2025-04-19 | -4.14 | 63 |
| 2025-04-19 | 2025-06-19 | -3.98 | 60 |
| 2025-02-13 | 2025-02-14 | -3.87 | 1 |
| 2024-11-22 | 2024-11-23 | -2.34 | 1 |
| Metric | 12062696:ethusd:triple_med_gx:zlema55_110 | 12062696:ETHUSD |
|---|---|---|
| Best Day | 9.16% | 16.51% |
| Worst Day | -5.69% | -14.0% |
| Best Week | 25.58% | 27.26% |
| Worst Week | -10.64% | -34.61% |
| Best Month | 21.82% | 56.93% |
| Worst Month | -15.41% | -44.86% |
| Best Year | 48.79% | 91.16% |
| Worst Year | -18.68% | -37.49% |
| Avg. Up Day | 1.04% | 1.06% |
| Avg. Down Day | -0.87% | -0.98% |
| Avg. Up Week | 5.1% | 7.28% |
| Avg. Down Week | -3.04% | -5.09% |
| Avg. Up Month | 4.54% | 19.29% |
| Avg. Down Month | -2.76% | -10.16% |
| Win Days % | 46.67% | 50.27% |
| Win Month % | 55.56% | 50.0% |
| Win Week % | 45.95% | 52.12% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |