| Metric | 3718118:ethusd:triple_gx:zlema120_90_20 | 3718118:ETHUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 65.59% | -28.07% |
| Max Drawdown | -59.84% | -78.53% |
| Sharpe | 0.51 | 0.23 |
| Sortino | 0.75 | 0.34 |
| Payoff Ratio | 1.18 | 0.96 |
| Profit Factor | 1.12 | 1.04 |
| Common Sense Ratio | 1.33 | 1.03 |
| CPC Index | 0.62 | 0.5 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 12.49 | 3.81 |
| Outlier Loss Ratio | 4.04 | 3.59 |
| Volatility (ann.) | 48.08% | 70.57% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.23 | -0.1 |
| Skew | 0.23 | 0.24 |
| Kurtosis | 11.66 | 4.21 |
| Expected Daily % | 0.03% | -0.02% |
| Expected Monthly % | 1.03% | -0.67% |
| Expected Yearly % | 10.61% | -6.38% |
| Kelly Criterion | 1.24% | -1.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.07% | -6.03% |
| Expected Shortfall (cVaR) | -4.07% | -6.03% |
| Year | 3718118:ETHUSD | 3718118:ethusd:triple_gx:zlema120_90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -14.50 | -2.48 | 0.17 | + |
| 2022 | -67.48 | -41.54 | 0.62 | + |
| 2023 | 91.16 | 62.45 | 0.69 | - |
| 2024 | 45.75 | 80.74 | 1.76 | + |
| 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.) | 40.98% | 35.15% |
| 5Y (ann.) | 13.55% | -7.97% |
| Metric | 3718118:ethusd:triple_gx:zlema120_90_20 | 3718118:ETHUSD |
|---|---|---|
| Max Drawdown | -59.84% | -78.53% |
| Longest DD Days | 877.0 | 1351.0 |
| Avg. Drawdown | -10.09% | -42.92% |
| Avg. Drawdown Days | 60.0 | 481.0 |
| Recovery Factor | 1.1 | -0.36 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-07-26 | -59.84 | 877 |
| 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 |
| 2021-12-09 | 2022-01-12 | -12.08 | 34 |
| 2024-11-12 | 2024-11-23 | -9.38 | 11 |
| 2022-01-13 | 2022-01-31 | -8.23 | 18 |
| 2022-02-27 | 2022-02-28 | -5.96 | 1 |
| 2024-12-20 | 2024-12-24 | -5.70 | 4 |
| 2024-12-26 | 2025-01-15 | -4.73 | 20 |
| Metric | 3718118:ethusd:triple_gx:zlema120_90_20 | 3718118:ETHUSD |
|---|---|---|
| Best Day | 17.73% | 21.85% |
| Worst Day | -17.59% | -17.59% |
| Best Week | 20.68% | 27.26% |
| Worst Week | -25.49% | -34.61% |
| Best Month | 47.37% | 56.93% |
| Worst Month | -27.82% | -44.86% |
| Best Year | 80.74% | 91.16% |
| Worst Year | -41.54% | -67.48% |
| Avg. Up Day | 2.9% | 2.93% |
| Avg. Down Day | -2.46% | -3.05% |
| Avg. Up Week | 6.21% | 8.72% |
| Avg. Down Week | -4.89% | -8.38% |
| Avg. Up Month | 12.16% | 18.67% |
| Avg. Down Month | -8.85% | -17.91% |
| Win Days % | 46.49% | 50.28% |
| Win Month % | 53.33% | 46.94% |
| Win Week % | 50.74% | 48.34% |
| Win Quarter % | 52.94% | 47.06% |
| Win Year % | 40.0% | 40.0% |