| Metric | 3712042:ethusd:triple_gx:zlema120_75_30 | 3712042:ETHUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 231.17% | -40.79% |
| Max Drawdown | -39.62% | -78.53% |
| Sharpe | 0.96 | 0.14 |
| Sortino | 1.55 | 0.21 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.27 | 1.02 |
| Common Sense Ratio | 1.48 | 0.95 |
| CPC Index | 0.76 | 0.58 |
| Tail Ratio | 1.17 | 0.93 |
| Outlier Win Ratio | 13.66 | 3.92 |
| Outlier Loss Ratio | 3.9 | 3.4 |
| Volatility (ann.) | 45.95% | 70.56% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.01 | -0.17 |
| Skew | 1.2 | 0.23 |
| Kurtosis | 18.22 | 4.52 |
| Expected Daily % | 0.09% | -0.04% |
| Expected Monthly % | 2.76% | -1.18% |
| Expected Yearly % | 27.06% | -9.95% |
| Kelly Criterion | 10.1% | 6.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.83% | -6.05% |
| Expected Shortfall (cVaR) | -3.83% | -6.05% |
| Year | 3712042:ETHUSD | 3712042:ethusd:triple_gx:zlema120_75_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -14.50 | 0.00 | -0.00 | + |
| 2022 | -67.48 | -1.46 | 0.02 | + |
| 2023 | 91.16 | 63.04 | 0.69 | - |
| 2024 | 45.75 | 38.57 | 0.84 | - |
| 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.) | 53.85% | 27.16% |
| 5Y (ann.) | 40.11% | -13.72% |
| Metric | 3712042:ethusd:triple_gx:zlema120_75_30 | 3712042:ETHUSD |
|---|---|---|
| Max Drawdown | -39.62% | -78.53% |
| Longest DD Days | 244.0 | 1293.0 |
| Avg. Drawdown | -7.97% | -78.53% |
| Avg. Drawdown Days | 41.0 | 1293.0 |
| Recovery Factor | 5.83 | -0.52 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-14 | 2023-04-14 | -39.62 | 243 |
| 2022-02-16 | 2022-07-18 | -28.83 | 152 |
| 2024-03-12 | 2024-11-11 | -28.05 | 244 |
| 2023-04-17 | 2023-12-03 | -20.45 | 230 |
| 2024-12-09 | 2025-05-08 | -14.92 | 150 |
| 2024-01-17 | 2024-02-28 | -14.59 | 42 |
| 2025-05-29 | 2025-06-16 | -9.93 | 18 |
| 2022-07-25 | 2022-07-27 | -9.87 | 2 |
| 2024-11-12 | 2024-11-23 | -9.38 | 11 |
| 2023-12-09 | 2024-01-16 | -7.69 | 38 |
| Metric | 3712042:ethusd:triple_gx:zlema120_75_30 | 3712042:ETHUSD |
|---|---|---|
| Best Day | 21.85% | 21.85% |
| Worst Day | -17.59% | -17.59% |
| Best Week | 27.26% | 27.26% |
| Worst Week | -21.87% | -34.61% |
| Best Month | 47.37% | 56.93% |
| Worst Month | -20.56% | -44.86% |
| Best Year | 63.04% | 91.16% |
| Worst Year | -1.46% | -67.48% |
| Avg. Up Day | 2.61% | 2.62% |
| Avg. Down Day | -2.23% | -2.3% |
| Avg. Up Week | 7.35% | 8.18% |
| Avg. Down Week | -5.97% | -5.96% |
| Avg. Up Month | 18.13% | 23.94% |
| Avg. Down Month | -7.09% | -7.76% |
| Win Days % | 51.53% | 50.19% |
| Win Month % | 46.43% | 50.0% |
| Win Week % | 56.52% | 48.15% |
| Win Quarter % | 61.54% | 46.67% |
| Win Year % | 75.0% | 40.0% |