| Metric | 12073076:ethusd:triple_med_gx:zlema175_135 | 12073076:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 36.74% | 25.18% |
| Max Drawdown | -18.68% | -64.23% |
| Sharpe | 0.33 | 0.22 |
| Sortino | 0.58 | 0.32 |
| Payoff Ratio | 1.43 | 1.12 |
| Profit Factor | 1.22 | 1.04 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 0.73 | 0.58 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 69.32 | 2.78 |
| Outlier Loss Ratio | 4.72 | 2.88 |
| Volatility (ann.) | 8.7% | 33.52% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.57 | 0.12 |
| Skew | 6.41 | 0.26 |
| Kurtosis | 180.8 | 8.93 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.83% | 0.59% |
| Expected Yearly % | 8.14% | 5.77% |
| Kelly Criterion | 0.52% | 5.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.87% |
| Expected Shortfall (cVaR) | -0.74% | -2.87% |
| Year | 12073076:ETHUSD | 12073076:ethusd:triple_med_gx:zlema175_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.36 | 11.39 | -0.28 | + |
| 2023 | 91.16 | -6.58 | -0.07 | - |
| 2024 | 45.75 | 20.25 | 0.44 | - |
| 2025 | -24.66 | 9.28 | -0.38 | + |
| Metric | 12073076:ethusd:triple_med_gx:zlema175_135 | 12073076:ETHUSD |
|---|---|---|
| MTD | -4.33% | -0.81% |
| 3M | 18.83% | 21.99% |
| 6M | 17.04% | -30.79% |
| YTD | 9.28% | -24.66% |
| 1Y | 11.52% | -27.95% |
| 3Y (ann.) | 10.92% | 36.13% |
| 5Y (ann.) | 10.69% | 7.56% |
| Metric | 12073076:ethusd:triple_med_gx:zlema175_135 | 12073076:ETHUSD |
|---|---|---|
| Max Drawdown | -18.68% | -64.23% |
| Longest DD Days | 479.0 | 464.0 |
| Avg. Drawdown | -5.08% | -9.79% |
| Avg. Drawdown Days | 67.0 | 48.0 |
| Recovery Factor | 1.97 | 0.39 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-23 | 2024-04-15 | -18.68 | 479 |
| 2024-06-20 | 2024-12-20 | -13.84 | 183 |
| 2024-12-21 | 2025-05-09 | -13.50 | 138 |
| 2022-06-06 | 2022-10-25 | -8.41 | 141 |
| 2024-04-15 | 2024-05-23 | -6.24 | 37 |
| 2024-05-23 | 2024-05-27 | -5.31 | 4 |
| 2025-06-17 | 2025-06-19 | -4.56 | 2 |
| 2024-05-27 | 2024-06-20 | -1.95 | 23 |
| 2022-12-20 | 2022-12-22 | -1.04 | 2 |
| 2022-06-05 | 2022-06-06 | -1.03 | 0 |
| Metric | 12073076:ethusd:triple_med_gx:zlema175_135 | 12073076:ETHUSD |
|---|---|---|
| Best Day | 10.86% | 16.51% |
| Worst Day | -5.8% | -14.0% |
| Best Week | 14.4% | 27.26% |
| Worst Week | -7.43% | -34.61% |
| Best Month | 16.11% | 56.93% |
| Worst Month | -7.43% | -44.86% |
| Best Year | 20.25% | 91.16% |
| Worst Year | -6.58% | -40.36% |
| Avg. Up Day | 1.17% | 1.21% |
| Avg. Down Day | -0.82% | -1.08% |
| Avg. Up Week | 3.5% | 10.8% |
| Avg. Down Week | -2.7% | -5.44% |
| Avg. Up Month | 5.18% | 25.73% |
| Avg. Down Month | -3.29% | -8.61% |
| Win Days % | 41.54% | 50.19% |
| Win Month % | 52.94% | 47.37% |
| Win Week % | 46.03% | 51.83% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |