| Metric | 3500541:ethusd:triple_gx:zlema130_40_15 | 3500541:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | -18.9% | -54.7% |
| Max Drawdown | -36.6% | -63.27% |
| Sharpe | -0.2 | -0.37 |
| Sortino | -0.29 | -0.51 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 0.95 | 0.94 |
| Common Sense Ratio | 0.92 | 0.89 |
| CPC Index | 0.46 | 0.5 |
| Tail Ratio | 0.97 | 0.95 |
| Outlier Win Ratio | 17.33 | 3.08 |
| Outlier Loss Ratio | 4.47 | 3.63 |
| Volatility (ann.) | 18.03% | 35.39% |
| R^2 | 0.26 | 0.26 |
| Calmar | -0.51 | -0.85 |
| Skew | 3.03 | -0.02 |
| Kurtosis | 70.08 | 11.26 |
| Expected Daily % | -0.01% | -0.05% |
| Expected Monthly % | -1.6% | -5.91% |
| Expected Yearly % | -9.95% | -32.69% |
| Kelly Criterion | -5.32% | 1.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -3.08% |
| Expected Shortfall (cVaR) | -1.56% | -3.08% |
| Year | 3500541:ETHUSD | 3500541:ethusd:triple_gx:zlema130_40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.20 | 19.74 | -3.80 | + |
| 2025 | -52.22 | -32.27 | 0.62 | + |
| Metric | 3500541:ethusd:triple_gx:zlema130_40_15 | 3500541:ETHUSD |
|---|---|---|
| MTD | -7.13% | -12.66% |
| 3M | -35.67% | -56.23% |
| 6M | -19.85% | -34.78% |
| YTD | -32.27% | -52.22% |
| 1Y | -18.59% | -53.92% |
| 3Y (ann.) | -18.58% | -54.02% |
| 5Y (ann.) | -18.58% | -54.02% |
| Metric | 3500541:ethusd:triple_gx:zlema130_40_15 | 3500541:ETHUSD |
|---|---|---|
| Max Drawdown | -36.6% | -63.27% |
| Longest DD Days | 144.0 | 191.0 |
| Avg. Drawdown | -7.29% | -17.99% |
| Avg. Drawdown Days | 26.0 | 41.0 |
| Recovery Factor | -0.52 | -0.86 |
| Ulcer Index | 1.03 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-04-08 | -36.60 | 91 |
| 2024-04-09 | 2024-05-21 | -21.10 | 42 |
| 2024-05-23 | 2024-10-14 | -12.34 | 144 |
| 2024-10-16 | 2024-11-08 | -10.14 | 23 |
| 2024-11-12 | 2025-01-03 | -8.48 | 52 |
| 2024-11-10 | 2024-11-11 | -2.76 | 1 |
| 2024-04-01 | 2024-04-08 | -2.71 | 7 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| 2024-10-15 | 2024-10-16 | -1.82 | 1 |
| 2025-01-05 | 2025-01-06 | -1.22 | 1 |
| Metric | 3500541:ethusd:triple_gx:zlema130_40_15 | 3500541:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -5.84% | -14.0% |
| Best Week | 19.69% | 20.47% |
| Worst Week | -15.5% | -20.52% |
| Best Month | 23.02% | 47.37% |
| Worst Month | -18.65% | -32.24% |
| Best Year | 19.74% | -5.2% |
| Worst Year | -32.27% | -52.22% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -1.05% | -1.06% |
| Avg. Up Week | 5.51% | 8.77% |
| Avg. Down Week | -4.84% | -6.68% |
| Avg. Up Month | 15.21% | 25.24% |
| Avg. Down Month | -10.63% | -14.28% |
| Win Days % | 45.31% | 49.02% |
| Win Month % | 50.0% | 23.08% |
| Win Week % | 41.03% | 43.64% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |