| Metric | 12062892:ethusd:triple_med_gx:zlema65_110 | 12062892:ETHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -2.39% | 27.18% |
| Max Drawdown | -30.27% | -64.23% |
| Sharpe | 0.02 | 0.23 |
| Sortino | 0.03 | 0.32 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.01 | 1.04 |
| Common Sense Ratio | 0.67 | 1.04 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 0.66 | 1.0 |
| Outlier Win Ratio | 55.74 | 2.84 |
| Outlier Loss Ratio | 4.6 | 3.09 |
| Volatility (ann.) | 8.74% | 33.51% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.03 | 0.13 |
| Skew | 0.65 | 0.25 |
| Kurtosis | 54.12 | 8.92 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.06% | 0.63% |
| Expected Yearly % | -0.6% | 6.2% |
| Kelly Criterion | -4.68% | 4.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.86% |
| Expected Shortfall (cVaR) | -0.75% | -2.86% |
| Year | 12062892:ETHUSD | 12062892:ethusd:triple_med_gx:zlema65_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.41 | -18.54 | 0.47 | + |
| 2023 | 91.16 | -2.83 | -0.03 | - |
| 2024 | 45.75 | 18.87 | 0.41 | - |
| 2025 | -24.66 | 3.74 | -0.15 | + |
| Metric | 12062892:ethusd:triple_med_gx:zlema65_110 | 12062892:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | -1.12% | 21.99% |
| 6M | 3.76% | -30.79% |
| YTD | 3.74% | -24.66% |
| 1Y | 28.72% | -27.95% |
| 3Y (ann.) | -0.8% | 36.13% |
| 5Y (ann.) | -0.78% | 8.12% |
| Metric | 12062892:ethusd:triple_med_gx:zlema65_110 | 12062892:ETHUSD |
|---|---|---|
| Max Drawdown | -30.27% | -64.23% |
| Longest DD Days | 1089.0 | 464.0 |
| Avg. Drawdown | -10.75% | -9.04% |
| Avg. Drawdown Days | 363.0 | 44.0 |
| Recovery Factor | -0.08 | 0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2025-06-19 | -30.27 | 1089 |
| 2022-06-25 | 2022-06-25 | -1.87 | 0 |
| 2022-06-26 | 2022-06-26 | -0.12 | 0 |
| Metric | 12062892:ethusd:triple_med_gx:zlema65_110 | 12062892:ETHUSD |
|---|---|---|
| Best Day | 6.45% | 16.51% |
| Worst Day | -5.38% | -14.0% |
| Best Week | 7.46% | 27.26% |
| Worst Week | -10.64% | -34.61% |
| Best Month | 8.84% | 56.93% |
| Worst Month | -10.75% | -44.86% |
| Best Year | 18.87% | 91.16% |
| Worst Year | -18.54% | -39.41% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 2.71% | 7.46% |
| Avg. Down Week | -3.12% | -6.34% |
| Avg. Up Month | 2.97% | 18.81% |
| Avg. Down Month | -3.58% | -18.43% |
| Win Days % | 44.97% | 50.18% |
| Win Month % | 47.06% | 47.37% |
| Win Week % | 42.62% | 51.83% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |