| Metric | 3713279:ethusd:triple_gx:zlema145_55_5 | 3713279:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 8.09% | -30.41% |
| Max Drawdown | -19.52% | -53.48% |
| Sharpe | 0.43 | -0.24 |
| Sortino | 0.68 | -0.35 |
| Payoff Ratio | 1.2 | 1.22 |
| Profit Factor | 1.13 | 0.96 |
| Common Sense Ratio | 1.09 | 0.93 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 0.97 | 0.96 |
| Outlier Win Ratio | 23.23 | 3.72 |
| Outlier Loss Ratio | 3.63 | 2.51 |
| Volatility (ann.) | 31.35% | 69.03% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.46 | -0.62 |
| Skew | 1.09 | 0.55 |
| Kurtosis | 13.56 | 4.45 |
| Expected Daily % | 0.02% | -0.11% |
| Expected Monthly % | 0.71% | -3.24% |
| Expected Yearly % | 3.97% | -16.58% |
| Kelly Criterion | -1.48% | 11.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.66% | -5.99% |
| Expected Shortfall (cVaR) | -2.66% | -5.99% |
| Year | 3713279:ETHUSD | 3713279:ethusd:triple_gx:zlema145_55_5 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.13 | 17.34 | 1.43 | + |
| 2025 | -37.94 | -7.88 | 0.21 | + |
| Metric | 3713279:ethusd:triple_gx:zlema145_55_5 | 3713279:ETHUSD |
|---|---|---|
| MTD | 0.0% | -7.58% |
| 3M | -7.88% | -36.96% |
| 6M | 7.43% | -19.92% |
| YTD | -7.88% | -37.94% |
| 1Y | 8.09% | -30.41% |
| 3Y (ann.) | 9.04% | -33.2% |
| 5Y (ann.) | 9.04% | -33.2% |
| Metric | 3713279:ethusd:triple_gx:zlema145_55_5 | 3713279:ETHUSD |
|---|---|---|
| Max Drawdown | -19.52% | -53.48% |
| Longest DD Days | 166.0 | 192.0 |
| Avg. Drawdown | -4.95% | -21.25% |
| Avg. Drawdown Days | 27.0 | 63.0 |
| Recovery Factor | 0.41 | -0.57 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-03-25 | -19.52 | 106 |
| 2024-05-28 | 2024-11-10 | -13.91 | 166 |
| 2024-11-12 | 2024-11-23 | -9.38 | 11 |
| 2024-11-26 | 2024-11-27 | -2.68 | 1 |
| 2024-12-02 | 2024-12-04 | -2.50 | 2 |
| 2024-11-28 | 2024-11-30 | -2.15 | 2 |
| 2024-05-22 | 2024-05-26 | -1.65 | 4 |
| 2024-12-05 | 2024-12-06 | -1.43 | 1 |
| 2024-11-24 | 2024-11-25 | -0.95 | 1 |
| 2024-05-20 | 2024-05-21 | -0.18 | 1 |
| Metric | 3713279:ethusd:triple_gx:zlema145_55_5 | 3713279:ETHUSD |
|---|---|---|
| Best Day | 10.06% | 19.2% |
| Worst Day | -8.53% | -14.77% |
| Best Week | 11.44% | 20.47% |
| Worst Week | -12.46% | -20.52% |
| Best Month | 35.3% | 47.37% |
| Worst Month | -9.46% | -32.24% |
| Best Year | 17.34% | 12.13% |
| Worst Year | -7.88% | -37.94% |
| Avg. Up Day | 2.57% | 2.58% |
| Avg. Down Day | -2.15% | -2.12% |
| Avg. Up Week | 6.02% | 9.37% |
| Avg. Down Week | -6.64% | -7.24% |
| Avg. Up Month | 13.04% | 25.81% |
| Avg. Down Month | -6.31% | -5.76% |
| Win Days % | 44.68% | 51.22% |
| Win Month % | 42.86% | 27.27% |
| Win Week % | 52.94% | 51.02% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |