| Metric | 3500601:ethusd:triple_gx:zlema130_50_15 | 3500601:ETHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 28.79% | 25.11% |
| Max Drawdown | -39.62% | -63.95% |
| Sharpe | 0.33 | 0.29 |
| Sortino | 0.51 | 0.42 |
| Payoff Ratio | 1.14 | 1.14 |
| Profit Factor | 1.09 | 1.05 |
| Common Sense Ratio | 1.12 | 1.08 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.03 | 1.03 |
| Outlier Win Ratio | 15.65 | 3.31 |
| Outlier Loss Ratio | 4.23 | 3.54 |
| Volatility (ann.) | 19.26% | 35.45% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.49 | 0.27 |
| Skew | 2.33 | 0.27 |
| Kurtosis | 43.29 | 10.11 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.42% | 1.25% |
| Expected Yearly % | 13.48% | 11.85% |
| Kelly Criterion | 1.43% | 7.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -3.02% |
| Expected Shortfall (cVaR) | -1.64% | -3.02% |
| Year | 3500601:ETHUSD | 3500601:ethusd:triple_gx:zlema130_50_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.20 | 10.80 | -2.08 | + |
| 2025 | 31.97 | 16.24 | 0.51 | - |
| Metric | 3500601:ethusd:triple_gx:zlema130_50_15 | 3500601:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 12.86% | 73.76% |
| 6M | 58.75% | 98.28% |
| YTD | 16.24% | 31.97% |
| 1Y | 34.4% | 74.9% |
| 3Y (ann.) | 19.51% | 17.1% |
| 5Y (ann.) | 19.51% | 17.1% |
| Metric | 3500601:ethusd:triple_gx:zlema130_50_15 | 3500601:ETHUSD |
|---|---|---|
| Max Drawdown | -39.62% | -63.95% |
| Longest DD Days | 248.0 | 235.0 |
| Avg. Drawdown | -7.82% | -13.99% |
| Avg. Drawdown Days | 32.0 | 36.0 |
| Recovery Factor | 0.73 | 0.39 |
| Ulcer Index | 1.02 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-07-18 | -39.62 | 248 |
| 2024-04-09 | 2024-05-21 | -21.34 | 42 |
| 2025-08-14 | 2025-09-01 | -13.47 | 18 |
| 2024-07-17 | 2024-11-08 | -12.54 | 114 |
| 2024-05-23 | 2024-07-15 | -11.63 | 53 |
| 2025-07-21 | 2025-08-09 | -6.56 | 18 |
| 2025-07-18 | 2025-07-20 | -3.50 | 2 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| 2024-11-10 | 2024-11-11 | -2.76 | 1 |
| 2024-04-01 | 2024-04-08 | -2.71 | 7 |
| Metric | 3500601:ethusd:triple_gx:zlema130_50_15 | 3500601:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -5.84% | -14.0% |
| Best Week | 20.47% | 27.26% |
| Worst Week | -12.17% | -20.52% |
| Best Month | 33.45% | 48.75% |
| Worst Month | -16.95% | -32.24% |
| Best Year | 16.24% | 31.97% |
| Worst Year | 10.8% | -5.2% |
| Avg. Up Day | 1.22% | 1.23% |
| Avg. Down Day | -1.07% | -1.08% |
| Avg. Up Week | 6.61% | 10.25% |
| Avg. Down Week | -5.23% | -6.63% |
| Avg. Up Month | 15.79% | 30.7% |
| Avg. Down Month | -8.92% | -12.12% |
| Win Days % | 47.56% | 50.56% |
| Win Month % | 56.25% | 38.89% |
| Win Week % | 47.17% | 52.63% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |