| Metric | 12116600:ethusd:triple_med_gx:zlema190_130 | 12116600:ETHUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 6.4% | 2.76% |
| Max Drawdown | -30.08% | -55.09% |
| Sharpe | 0.1 | 0.17 |
| Sortino | 0.16 | 0.25 |
| Payoff Ratio | 1.15 | 1.08 |
| Profit Factor | 1.06 | 1.03 |
| Common Sense Ratio | NaN | 1.02 |
| CPC Index | 0.57 | 0.56 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 63.84 | 2.89 |
| Outlier Loss Ratio | 3.13 | 3.04 |
| Volatility (ann.) | 9.88% | 33.14% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.07 | 0.02 |
| Skew | 3.25 | 0.22 |
| Kurtosis | 141.95 | 9.32 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.18% | 0.08% |
| Expected Yearly % | 1.56% | 0.68% |
| Kelly Criterion | 0.51% | 3.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.84% |
| Expected Shortfall (cVaR) | -0.85% | -2.84% |
| Year | 12116600:ETHUSD | 12116600:ethusd:triple_med_gx:zlema190_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.36 | -4.31 | 0.11 | + |
| 2023 | 91.16 | 33.53 | 0.37 | - |
| 2024 | 45.75 | -13.31 | -0.29 | - |
| 2025 | -38.16 | -3.94 | 0.10 | + |
| Metric | 12116600:ethusd:triple_med_gx:zlema190_130 | 12116600:ETHUSD |
|---|---|---|
| MTD | 1.75% | -7.9% |
| 3M | -3.94% | -39.74% |
| 6M | -9.98% | -22.19% |
| YTD | -3.94% | -38.16% |
| 1Y | -22.49% | -42.65% |
| 3Y (ann.) | 2.21% | 0.96% |
| 5Y (ann.) | 2.21% | 0.96% |
| Metric | 12116600:ethusd:triple_med_gx:zlema190_130 | 12116600:ETHUSD |
|---|---|---|
| Max Drawdown | -30.08% | -55.09% |
| Longest DD Days | 306.0 | 379.0 |
| Avg. Drawdown | -4.96% | -9.39% |
| Avg. Drawdown Days | 53.0 | 44.0 |
| Recovery Factor | 0.21 | 0.05 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2025-03-26 | -30.08 | 306 |
| 2022-09-15 | 2023-06-30 | -21.44 | 288 |
| 2022-06-16 | 2022-07-06 | -13.77 | 20 |
| 2022-06-02 | 2022-06-06 | -4.81 | 3 |
| 2024-02-16 | 2024-05-23 | -3.18 | 97 |
| 2022-06-06 | 2022-06-15 | -3.10 | 9 |
| 2023-10-26 | 2023-12-07 | -2.95 | 42 |
| 2024-01-26 | 2024-02-14 | -2.81 | 18 |
| 2023-09-12 | 2023-10-26 | -1.92 | 43 |
| 2024-01-24 | 2024-01-26 | -1.86 | 1 |
| Metric | 12116600:ethusd:triple_med_gx:zlema190_130 | 12116600:ETHUSD |
|---|---|---|
| Best Day | 11.15% | 16.51% |
| Worst Day | -7.64% | -14.0% |
| Best Week | 13.03% | 25.43% |
| Worst Week | -9.96% | -34.61% |
| Best Month | 13.03% | 56.93% |
| Worst Month | -16.08% | -44.86% |
| Best Year | 33.53% | 91.16% |
| Worst Year | -13.31% | -40.36% |
| Avg. Up Day | 1.28% | 1.29% |
| Avg. Down Day | -1.12% | -1.2% |
| Avg. Up Week | 4.13% | 8.23% |
| Avg. Down Week | -3.93% | -10.87% |
| Avg. Up Month | 4.85% | 19.01% |
| Avg. Down Month | -7.24% | -14.3% |
| Win Days % | 46.88% | 50.08% |
| Win Month % | 63.64% | 48.57% |
| Win Week % | 50.0% | 51.97% |
| Win Quarter % | 58.33% | 50.0% |
| Win Year % | 25.0% | 50.0% |