| Metric | 3719134:ethusd:triple_gx:zlema120_90_35 | 3719134:ETHUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 11.72% | -28.07% |
| Max Drawdown | -64.39% | -78.53% |
| Sharpe | 0.3 | 0.23 |
| Sortino | 0.44 | 0.34 |
| Payoff Ratio | 1.09 | 0.94 |
| Profit Factor | 1.07 | 1.04 |
| Common Sense Ratio | 1.2 | 1.03 |
| CPC Index | 0.56 | 0.49 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 12.33 | 3.81 |
| Outlier Loss Ratio | 3.88 | 3.62 |
| Volatility (ann.) | 48.46% | 70.57% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.04 | -0.1 |
| Skew | 0.12 | 0.24 |
| Kurtosis | 12.01 | 4.21 |
| Expected Daily % | 0.01% | -0.02% |
| Expected Monthly % | 0.23% | -0.67% |
| Expected Yearly % | 2.24% | -6.38% |
| Kelly Criterion | 0.89% | -2.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.13% | -6.03% |
| Expected Shortfall (cVaR) | -4.13% | -6.03% |
| Year | 3719134:ETHUSD | 3719134:ethusd:triple_gx:zlema120_90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -14.50 | -4.28 | 0.30 | + |
| 2022 | -67.48 | -52.36 | 0.78 | + |
| 2023 | 91.16 | 121.37 | 1.33 | + |
| 2024 | 45.75 | 50.51 | 1.10 | + |
| 2025 | -7.15 | -26.46 | 3.70 | - |
| Metric | 3719134:ethusd:triple_gx:zlema120_90_35 | 3719134:ETHUSD |
|---|---|---|
| MTD | -10.39% | -19.61% |
| 3M | -20.17% | -30.4% |
| 6M | 6.65% | 21.84% |
| YTD | -26.46% | -7.15% |
| 1Y | -10.52% | 0.05% |
| 3Y (ann.) | 32.77% | 35.15% |
| 5Y (ann.) | 2.83% | -7.97% |
| Metric | 3719134:ethusd:triple_gx:zlema120_90_35 | 3719134:ETHUSD |
|---|---|---|
| Max Drawdown | -64.39% | -78.53% |
| Longest DD Days | 679.0 | 1351.0 |
| Avg. Drawdown | -12.18% | -42.92% |
| Avg. Drawdown Days | 83.0 | 481.0 |
| Recovery Factor | 0.18 | -0.36 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-01-10 | -64.39 | 679 |
| 2024-12-26 | 2025-11-16 | -42.47 | 325 |
| 2024-07-22 | 2024-11-27 | -33.72 | 128 |
| 2024-03-12 | 2024-07-19 | -22.36 | 129 |
| 2021-12-09 | 2022-02-04 | -16.53 | 57 |
| 2024-01-12 | 2024-02-28 | -5.99 | 47 |
| 2024-12-20 | 2024-12-24 | -5.70 | 4 |
| 2024-12-02 | 2024-12-06 | -4.24 | 4 |
| 2024-12-07 | 2024-12-11 | -2.55 | 4 |
| 2024-11-28 | 2024-11-30 | -2.15 | 2 |
| Metric | 3719134:ethusd:triple_gx:zlema120_90_35 | 3719134: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 | -33.73% | -44.86% |
| Best Year | 121.37% | 91.16% |
| Worst Year | -52.36% | -67.48% |
| Avg. Up Day | 2.71% | 2.72% |
| Avg. Down Day | -2.47% | -2.89% |
| Avg. Up Week | 6.25% | 8.26% |
| Avg. Down Week | -5.42% | -7.65% |
| Avg. Up Month | 11.05% | 21.45% |
| Avg. Down Month | -10.06% | -16.3% |
| Win Days % | 48.21% | 50.28% |
| Win Month % | 55.81% | 46.94% |
| Win Week % | 50.79% | 48.34% |
| Win Quarter % | 58.82% | 47.06% |
| Win Year % | 40.0% | 40.0% |