| Metric | 3712042:ethusd:triple_gx:zlema120_75_30 | 3712042:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 93.02% | -14.29% |
| Max Drawdown | -15.54% | -63.26% |
| Sharpe | 1.57 | 0.17 |
| Sortino | 3.05 | 0.26 |
| Payoff Ratio | 1.31 | 1.3 |
| Profit Factor | 1.5 | 1.03 |
| Common Sense Ratio | 1.59 | 1.05 |
| CPC Index | 1.05 | 0.67 |
| Tail Ratio | 1.06 | 1.03 |
| Outlier Win Ratio | 16.65 | 4.29 |
| Outlier Loss Ratio | 3.67 | 2.8 |
| Volatility (ann.) | 42.82% | 73.0% |
| R^2 | 0.35 | 0.35 |
| Calmar | 5.11 | -0.2 |
| Skew | 3.16 | 0.88 |
| Kurtosis | 26.46 | 5.55 |
| Expected Daily % | 0.16% | -0.04% |
| Expected Monthly % | 4.81% | -1.1% |
| Expected Yearly % | 38.93% | -7.42% |
| Kelly Criterion | 17.33% | 12.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.5% | -6.25% |
| Expected Shortfall (cVaR) | -3.5% | -6.25% |
| Year | 3712042:ETHUSD | 3712042:ethusd:triple_gx:zlema120_75_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.13 | 29.75 | 2.45 | + |
| 2025 | -23.56 | 48.76 | -2.07 | + |
| Metric | 3712042:ethusd:triple_gx:zlema120_75_30 | 3712042:ETHUSD |
|---|---|---|
| MTD | 5.82% | 0.65% |
| 3M | 48.76% | 31.4% |
| 6M | 33.19% | -34.21% |
| YTD | 48.76% | -23.56% |
| 1Y | 102.04% | -28.63% |
| 3Y (ann.) | 79.32% | -12.8% |
| 5Y (ann.) | 79.32% | -12.8% |
| Metric | 3712042:ethusd:triple_gx:zlema120_75_30 | 3712042:ETHUSD |
|---|---|---|
| Max Drawdown | -15.54% | -63.26% |
| Longest DD Days | 163.0 | 192.0 |
| Avg. Drawdown | -5.44% | -23.2% |
| Avg. Drawdown Days | 28.0 | 80.0 |
| Recovery Factor | 5.99 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-28 | 2024-11-07 | -15.54 | 163 |
| 2024-12-09 | 2025-05-08 | -14.92 | 150 |
| 2025-05-29 | 2025-06-16 | -9.93 | 18 |
| 2024-11-12 | 2024-11-23 | -9.38 | 11 |
| 2025-05-14 | 2025-05-28 | -7.60 | 14 |
| 2025-05-11 | 2025-05-13 | -3.40 | 2 |
| 2024-11-26 | 2024-11-27 | -2.68 | 1 |
| 2024-12-02 | 2024-12-04 | -2.50 | 2 |
| 2024-11-28 | 2024-11-30 | -2.15 | 2 |
| 2024-12-05 | 2024-12-06 | -1.43 | 1 |
| Metric | 3712042:ethusd:triple_gx:zlema120_75_30 | 3712042:ETHUSD |
|---|---|---|
| Best Day | 21.85% | 21.85% |
| Worst Day | -7.38% | -14.77% |
| Best Week | 27.26% | 27.26% |
| Worst Week | -11.35% | -20.52% |
| Best Month | 47.37% | 47.37% |
| Worst Month | -6.53% | -32.24% |
| Best Year | 48.76% | 12.13% |
| Worst Year | 29.75% | -23.56% |
| Avg. Up Day | 2.63% | 2.64% |
| Avg. Down Day | -2.01% | -2.04% |
| Avg. Up Week | 7.36% | 7.0% |
| Avg. Down Week | -5.26% | -5.24% |
| Avg. Up Month | 19.09% | 23.82% |
| Avg. Down Month | -3.48% | -5.92% |
| Win Days % | 53.09% | 50.36% |
| Win Month % | 55.56% | 35.71% |
| Win Week % | 61.54% | 50.82% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |