| Metric | 3500541:ethusd:triple_gx:zlema130_40_15 | 3500541:ETHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 89.74% | -33.69% |
| Max Drawdown | -36.6% | -63.55% |
| Sharpe | 0.4 | 0.06 |
| Sortino | 0.64 | 0.09 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.11 | 1.01 |
| Common Sense Ratio | 1.22 | 0.98 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.09 | 0.97 |
| Outlier Win Ratio | 17.71 | 3.67 |
| Outlier Loss Ratio | 4.83 | 3.79 |
| Volatility (ann.) | 17.77% | 33.75% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.67 | -0.21 |
| Skew | 2.48 | 0.09 |
| Kurtosis | 41.58 | 9.28 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 1.8% | -1.13% |
| Expected Yearly % | 17.37% | -9.76% |
| Kelly Criterion | 1.95% | 7.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.9% |
| Expected Shortfall (cVaR) | -1.51% | -2.9% |
| Year | 3500541:ETHUSD | 3500541:ethusd:triple_gx:zlema130_40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.19 | 33.90 | -0.68 | + |
| 2023 | 91.16 | 45.53 | 0.50 | - |
| 2024 | 45.75 | 43.76 | 0.96 | - |
| 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.) | 24.6% | -13.16% |
| 5Y (ann.) | 24.6% | -13.16% |
| Metric | 3500541:ethusd:triple_gx:zlema130_40_15 | 3500541:ETHUSD |
|---|---|---|
| Max Drawdown | -36.6% | -63.55% |
| Longest DD Days | 144.0 | 609.0 |
| Avg. Drawdown | -5.78% | -10.18% |
| Avg. Drawdown Days | 21.0 | 62.0 |
| Recovery Factor | 2.45 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-04-08 | -36.60 | 91 |
| 2024-03-08 | 2024-05-23 | -24.11 | 75 |
| 2022-05-31 | 2022-06-26 | -17.23 | 26 |
| 2022-10-29 | 2023-01-14 | -17.21 | 76 |
| 2023-12-08 | 2024-02-14 | -13.94 | 68 |
| 2022-07-20 | 2022-10-26 | -13.72 | 97 |
| 2024-05-23 | 2024-10-14 | -12.34 | 144 |
| 2023-03-14 | 2023-04-14 | -11.62 | 30 |
| 2023-07-03 | 2023-10-24 | -10.69 | 112 |
| 2024-10-16 | 2024-11-08 | -10.14 | 23 |
| Metric | 3500541:ethusd:triple_gx:zlema130_40_15 | 3500541:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -5.84% | -14.0% |
| Best Week | 20.78% | 25.43% |
| Worst Week | -15.5% | -34.61% |
| Best Month | 41.38% | 56.93% |
| Worst Month | -18.65% | -44.86% |
| Best Year | 45.53% | 91.16% |
| Worst Year | -32.27% | -52.22% |
| Avg. Up Day | 1.11% | 1.12% |
| Avg. Down Day | -0.94% | -0.96% |
| Avg. Up Week | 6.05% | 9.93% |
| Avg. Down Week | -3.29% | -5.89% |
| Avg. Up Month | 12.57% | 20.0% |
| Avg. Down Month | -7.41% | -14.0% |
| Win Days % | 46.96% | 50.04% |
| Win Month % | 54.29% | 47.22% |
| Win Week % | 42.02% | 50.0% |
| Win Quarter % | 53.85% | 46.15% |
| Win Year % | 75.0% | 50.0% |