| Metric | 3500572:ethusd:triple_gx:zlema130_45_15 | 3500572:ETHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 216.41% | 83.14% |
| Max Drawdown | -40.08% | -64.23% |
| Sharpe | 0.56 | 0.3 |
| Sortino | 0.9 | 0.44 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 1.12 | 1.01 |
| Outlier Win Ratio | 17.05 | 3.78 |
| Outlier Loss Ratio | 4.54 | 3.74 |
| Volatility (ann.) | 18.57% | 33.97% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.04 | 0.31 |
| Skew | 2.13 | 0.22 |
| Kurtosis | 33.37 | 9.0 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.85% | 1.49% |
| Expected Yearly % | 33.37% | 16.33% |
| Kelly Criterion | 4.25% | 8.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -2.9% |
| Expected Shortfall (cVaR) | -1.57% | -2.9% |
| Year | 3500572:ETHUSD | 3500572:ethusd:triple_gx:zlema130_45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.19 | 13.91 | -0.28 | + |
| 2023 | 91.16 | 67.15 | 0.74 | - |
| 2024 | 45.75 | 49.84 | 1.09 | + |
| 2025 | 31.97 | 10.90 | 0.34 | - |
| Metric | 3500572:ethusd:triple_gx:zlema130_45_15 | 3500572:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 17.6% | 73.76% |
| 6M | 54.22% | 98.28% |
| YTD | 10.9% | 31.97% |
| 1Y | 32.03% | 74.9% |
| 3Y (ann.) | 40.32% | 41.37% |
| 5Y (ann.) | 41.59% | 20.04% |
| Metric | 3500572:ethusd:triple_gx:zlema130_45_15 | 3500572:ETHUSD |
|---|---|---|
| Max Drawdown | -40.08% | -64.23% |
| Longest DD Days | 250.0 | 609.0 |
| Avg. Drawdown | -5.93% | -9.41% |
| Avg. Drawdown Days | 24.0 | 54.0 |
| Recovery Factor | 5.4 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-07-20 | -40.08 | 250 |
| 2024-03-08 | 2024-07-17 | -24.96 | 130 |
| 2022-05-18 | 2022-07-16 | -24.35 | 59 |
| 2022-10-29 | 2023-01-13 | -16.95 | 76 |
| 2022-07-28 | 2022-10-26 | -14.80 | 89 |
| 2025-08-14 | 2025-09-01 | -13.47 | 18 |
| 2023-12-08 | 2024-02-12 | -12.78 | 66 |
| 2023-06-23 | 2023-10-24 | -11.14 | 122 |
| 2024-07-17 | 2024-09-23 | -10.27 | 68 |
| 2024-10-18 | 2024-11-08 | -9.67 | 21 |
| Metric | 3500572:ethusd:triple_gx:zlema130_45_15 | 3500572:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -5.84% | -14.0% |
| Best Week | 24.57% | 27.26% |
| Worst Week | -13.26% | -34.61% |
| Best Month | 44.59% | 56.93% |
| Worst Month | -18.41% | -44.86% |
| Best Year | 67.15% | 91.16% |
| Worst Year | 10.9% | -50.19% |
| Avg. Up Day | 1.16% | 1.17% |
| Avg. Down Day | -0.98% | -1.0% |
| Avg. Up Week | 7.29% | 11.13% |
| Avg. Down Week | -3.76% | -6.31% |
| Avg. Up Month | 13.74% | 21.65% |
| Avg. Down Month | -7.33% | -13.45% |
| Win Days % | 48.22% | 50.57% |
| Win Month % | 56.41% | 51.22% |
| Win Week % | 42.31% | 53.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |