| Metric | 3500601:ethusd:triple_gx:zlema130_50_15 | 3500601:ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 221.68% | 83.14% |
| Max Drawdown | -39.62% | -64.23% |
| Sharpe | 0.56 | 0.3 |
| Sortino | 0.9 | 0.44 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.65 | 0.62 |
| Tail Ratio | 1.14 | 1.01 |
| Outlier Win Ratio | 16.63 | 3.83 |
| Outlier Loss Ratio | 4.55 | 3.75 |
| Volatility (ann.) | 18.77% | 33.97% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.07 | 0.31 |
| Skew | 2.02 | 0.22 |
| Kurtosis | 31.84 | 9.0 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.89% | 1.49% |
| Expected Yearly % | 33.92% | 16.33% |
| Kelly Criterion | 4.2% | 8.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -2.9% |
| Expected Shortfall (cVaR) | -1.59% | -2.9% |
| Year | 3500601:ETHUSD | 3500601:ethusd:triple_gx:zlema130_50_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.19 | 14.73 | -0.29 | + |
| 2023 | 91.16 | 64.30 | 0.71 | - |
| 2024 | 45.75 | 46.80 | 1.02 | + |
| 2025 | 31.97 | 16.24 | 0.51 | - |
| Metric | 3500601:ethusd:triple_gx:zlema130_50_15 | 3500601:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 12.86% | 73.76% |
| 6M | 58.75% | 98.28% |
| YTD | 16.24% | 31.97% |
| 1Y | 34.4% | 74.9% |
| 3Y (ann.) | 46.99% | 41.37% |
| 5Y (ann.) | 42.3% | 20.04% |
| Metric | 3500601:ethusd:triple_gx:zlema130_50_15 | 3500601:ETHUSD |
|---|---|---|
| Max Drawdown | -39.62% | -64.23% |
| Longest DD Days | 248.0 | 609.0 |
| Avg. Drawdown | -5.87% | -9.41% |
| Avg. Drawdown Days | 23.0 | 54.0 |
| Recovery Factor | 5.6 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-07-18 | -39.62 | 248 |
| 2022-05-18 | 2022-07-18 | -28.04 | 61 |
| 2024-04-01 | 2024-05-23 | -23.31 | 52 |
| 2022-07-20 | 2022-10-25 | -16.48 | 97 |
| 2025-08-14 | 2025-09-01 | -13.47 | 18 |
| 2023-12-08 | 2024-02-12 | -12.78 | 66 |
| 2023-06-23 | 2023-10-24 | -12.66 | 122 |
| 2024-07-17 | 2024-11-08 | -12.54 | 114 |
| 2024-05-23 | 2024-07-15 | -11.63 | 53 |
| 2022-10-29 | 2023-01-11 | -11.09 | 74 |
| Metric | 3500601:ethusd:triple_gx:zlema130_50_15 | 3500601:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -5.84% | -14.0% |
| Best Week | 28.95% | 27.26% |
| Worst Week | -12.17% | -34.61% |
| Best Month | 36.94% | 56.93% |
| Worst Month | -17.79% | -44.86% |
| Best Year | 64.3% | 91.16% |
| Worst Year | 14.73% | -50.19% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -0.98% | -1.0% |
| Avg. Up Week | 7.29% | 10.65% |
| Avg. Down Week | -4.16% | -6.24% |
| Avg. Up Month | 13.78% | 21.65% |
| Avg. Down Month | -7.96% | -13.04% |
| Win Days % | 48.31% | 50.57% |
| Win Month % | 58.97% | 51.22% |
| Win Week % | 44.62% | 53.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |