| Metric | 3713279:ethusd:triple_gx:zlema145_55_5 | 3713279:ETHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 264.78% | -17.87% |
| Max Drawdown | -29.2% | -71.78% |
| Sharpe | 1.3 | 0.25 |
| Sortino | 2.17 | 0.35 |
| Payoff Ratio | 1.21 | 1.22 |
| Profit Factor | 1.39 | 1.04 |
| Common Sense Ratio | 1.88 | 0.98 |
| CPC Index | 0.84 | 0.64 |
| Tail Ratio | 1.36 | 0.94 |
| Outlier Win Ratio | 14.51 | 3.6 |
| Outlier Loss Ratio | 4.03 | 3.19 |
| Volatility (ann.) | 38.8% | 68.32% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.82 | -0.09 |
| Skew | 1.23 | 0.07 |
| Kurtosis | 15.86 | 4.49 |
| Expected Daily % | 0.12% | -0.02% |
| Expected Monthly % | 3.56% | -0.53% |
| Expected Yearly % | 38.2% | -4.8% |
| Kelly Criterion | 8.73% | 10.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.2% | -5.84% |
| Expected Shortfall (cVaR) | -3.2% | -5.84% |
| Year | 3713279:ETHUSD | 3713279:ethusd:triple_gx:zlema145_55_5 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.50 | 65.13 | -1.24 | + |
| 2023 | 91.16 | 34.73 | 0.38 | - |
| 2024 | 45.75 | 78.00 | 1.70 | + |
| 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 | 3.37% | -40.16% |
| 3Y (ann.) | 43.36% | -12.75% |
| 5Y (ann.) | 53.16% | -6.28% |
| Metric | 3713279:ethusd:triple_gx:zlema145_55_5 | 3713279:ETHUSD |
|---|---|---|
| Max Drawdown | -29.2% | -71.78% |
| Longest DD Days | 256.0 | 699.0 |
| Avg. Drawdown | -6.64% | -17.0% |
| Avg. Drawdown Days | 33.0 | 136.0 |
| Recovery Factor | 9.07 | -0.25 |
| Ulcer Index | 1.0 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-05 | 2023-04-04 | -29.20 | 150 |
| 2023-11-10 | 2024-02-20 | -20.54 | 102 |
| 2024-03-12 | 2024-11-23 | -19.76 | 256 |
| 2024-12-09 | 2025-03-25 | -19.52 | 106 |
| 2022-04-05 | 2022-07-18 | -19.36 | 104 |
| 2023-04-17 | 2023-11-09 | -18.79 | 206 |
| 2022-09-11 | 2022-10-25 | -11.30 | 44 |
| 2022-07-25 | 2022-07-27 | -9.87 | 2 |
| 2022-08-14 | 2022-09-10 | -7.58 | 27 |
| 2022-07-29 | 2022-08-05 | -6.78 | 7 |
| Metric | 3713279:ethusd:triple_gx:zlema145_55_5 | 3713279:ETHUSD |
|---|---|---|
| Best Day | 18.15% | 19.2% |
| Worst Day | -15.06% | -17.59% |
| Best Week | 24.75% | 25.43% |
| Worst Week | -19.02% | -34.61% |
| Best Month | 35.3% | 56.93% |
| Worst Month | -15.46% | -44.86% |
| Best Year | 78.0% | 91.16% |
| Worst Year | -7.88% | -52.5% |
| Avg. Up Day | 2.66% | 2.67% |
| Avg. Down Day | -2.2% | -2.2% |
| Avg. Up Week | 8.33% | 10.58% |
| Avg. Down Week | -5.42% | -6.61% |
| Avg. Up Month | 15.74% | 22.08% |
| Avg. Down Month | -6.87% | -10.12% |
| Win Days % | 50.0% | 50.68% |
| Win Month % | 55.17% | 48.65% |
| Win Week % | 49.35% | 50.62% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |