| Metric | 3718118:ethusd:triple_gx:zlema120_90_20 | 3718118:ETHUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 56.57% | 4.12% |
| Max Drawdown | -37.17% | -63.26% |
| Sharpe | 0.82 | 0.39 |
| Sortino | 1.3 | 0.6 |
| Payoff Ratio | 1.3 | 1.06 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.75 | 1.19 |
| CPC Index | 0.71 | 0.57 |
| Tail Ratio | 1.46 | 1.13 |
| Outlier Win Ratio | 12.13 | 4.28 |
| Outlier Loss Ratio | 3.76 | 3.23 |
| Volatility (ann.) | 51.13% | 72.36% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.91 | 0.04 |
| Skew | 0.75 | 0.73 |
| Kurtosis | 8.74 | 4.56 |
| Expected Daily % | 0.08% | 0.01% |
| Expected Monthly % | 2.39% | 0.21% |
| Expected Yearly % | 25.13% | 2.04% |
| Kelly Criterion | 4.14% | 3.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.29% | -6.15% |
| Expected Shortfall (cVaR) | -4.29% | -6.15% |
| Year | 3718118:ETHUSD | 3718118:ethusd:triple_gx:zlema120_90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.13 | 58.27 | 4.80 | + |
| 2025 | -7.15 | -1.07 | 0.15 | + |
| Metric | 3718118:ethusd:triple_gx:zlema120_90_20 | 3718118:ETHUSD |
|---|---|---|
| MTD | -4.01% | -19.61% |
| 3M | -27.16% | -30.4% |
| 6M | 15.53% | 21.84% |
| YTD | -1.07% | -7.15% |
| 1Y | 25.44% | 0.05% |
| 3Y (ann.) | 33.66% | 2.64% |
| 5Y (ann.) | 33.66% | 2.64% |
| Metric | 3718118:ethusd:triple_gx:zlema120_90_20 | 3718118:ETHUSD |
|---|---|---|
| Max Drawdown | -37.17% | -63.26% |
| Longest DD Days | 183.0 | 242.0 |
| Avg. Drawdown | -6.84% | -20.89% |
| Avg. Drawdown Days | 22.0 | 68.0 |
| Recovery Factor | 1.52 | 0.07 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-07-20 | -37.17 | 183 |
| 2025-08-14 | 2025-11-16 | -32.97 | 94 |
| 2024-07-30 | 2024-11-10 | -29.36 | 103 |
| 2024-11-12 | 2024-11-23 | -9.38 | 11 |
| 2024-12-20 | 2024-12-24 | -5.70 | 4 |
| 2024-06-20 | 2024-07-12 | -5.66 | 22 |
| 2024-12-26 | 2025-01-15 | -4.73 | 20 |
| 2025-01-16 | 2025-01-17 | -4.17 | 1 |
| 2025-07-22 | 2025-08-04 | -3.91 | 13 |
| 2024-05-28 | 2024-06-16 | -3.65 | 19 |
| Metric | 3718118:ethusd:triple_gx:zlema120_90_20 | 3718118:ETHUSD |
|---|---|---|
| Best Day | 14.6% | 21.85% |
| Worst Day | -14.77% | -14.77% |
| Best Week | 18.08% | 27.26% |
| Worst Week | -14.59% | -20.52% |
| Best Month | 47.37% | 48.75% |
| Worst Month | -17.79% | -32.24% |
| Best Year | 58.27% | 12.13% |
| Worst Year | -1.07% | -7.15% |
| Avg. Up Day | 3.15% | 3.17% |
| Avg. Down Day | -2.42% | -2.99% |
| Avg. Up Week | 5.96% | 8.35% |
| Avg. Down Week | -5.64% | -9.61% |
| Avg. Up Month | 18.9% | 36.48% |
| Avg. Down Month | -9.36% | -15.28% |
| Win Days % | 45.79% | 50.53% |
| Win Month % | 61.11% | 31.58% |
| Win Week % | 59.65% | 50.6% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |