| Metric | 3713222:ethusd:triple_gx:zlema135_45_5 | 3713222:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 120.2% | 51.64% |
| Max Drawdown | -21.77% | -63.26% |
| Sharpe | 1.65 | 0.77 |
| Sortino | 3.23 | 1.22 |
| Payoff Ratio | 1.48 | 1.5 |
| Profit Factor | 1.6 | 1.12 |
| Common Sense Ratio | 2.4 | 1.33 |
| CPC Index | 1.15 | 0.87 |
| Tail Ratio | 1.5 | 1.18 |
| Outlier Win Ratio | 18.36 | 3.89 |
| Outlier Loss Ratio | 3.95 | 2.68 |
| Volatility (ann.) | 39.21% | 72.37% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.55 | 0.56 |
| Skew | 3.18 | 0.84 |
| Kurtosis | 30.35 | 4.88 |
| Expected Daily % | 0.16% | 0.08% |
| Expected Monthly % | 4.75% | 2.48% |
| Expected Yearly % | 48.39% | 23.14% |
| Kelly Criterion | 13.8% | 19.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.2% | -6.08% |
| Expected Shortfall (cVaR) | -3.2% | -6.08% |
| Year | 3713222:ETHUSD | 3713222:ethusd:triple_gx:zlema135_45_5 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.13 | 30.38 | 2.50 | + |
| 2025 | 35.23 | 68.88 | 1.96 | + |
| Metric | 3713222:ethusd:triple_gx:zlema135_45_5 | 3713222:ETHUSD |
|---|---|---|
| MTD | -4.41% | 2.54% |
| 3M | 36.54% | 76.75% |
| 6M | 83.34% | 138.69% |
| YTD | 68.88% | 35.23% |
| 1Y | 112.28% | 94.42% |
| 3Y (ann.) | 77.32% | 35.27% |
| 5Y (ann.) | 77.32% | 35.27% |
| Metric | 3713222:ethusd:triple_gx:zlema135_45_5 | 3713222:ETHUSD |
|---|---|---|
| Max Drawdown | -21.77% | -63.26% |
| Longest DD Days | 150.0 | 242.0 |
| Avg. Drawdown | -5.28% | -17.83% |
| Avg. Drawdown Days | 21.0 | 61.0 |
| Recovery Factor | 5.52 | 0.82 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-14 | 2025-09-16 | -21.77 | 33 |
| 2024-12-09 | 2025-05-08 | -14.93 | 150 |
| 2025-05-14 | 2025-07-10 | -14.10 | 57 |
| 2024-10-21 | 2024-11-09 | -12.63 | 19 |
| 2024-09-28 | 2024-10-20 | -9.53 | 22 |
| 2024-11-12 | 2024-11-23 | -9.38 | 11 |
| 2024-05-28 | 2024-09-23 | -3.69 | 118 |
| 2025-07-22 | 2025-07-27 | -3.54 | 5 |
| 2025-05-11 | 2025-05-13 | -3.40 | 2 |
| 2024-09-25 | 2024-09-27 | -2.79 | 2 |
| Metric | 3713222:ethusd:triple_gx:zlema135_45_5 | 3713222:ETHUSD |
|---|---|---|
| Best Day | 21.85% | 21.85% |
| Worst Day | -8.59% | -14.77% |
| Best Week | 27.26% | 27.26% |
| Worst Week | -9.56% | -20.52% |
| Best Month | 47.67% | 48.75% |
| Worst Month | -8.69% | -32.24% |
| Best Year | 68.88% | 35.23% |
| Worst Year | 30.38% | 12.13% |
| Avg. Up Day | 2.93% | 2.93% |
| Avg. Down Day | -1.97% | -1.96% |
| Avg. Up Week | 8.72% | 11.12% |
| Avg. Down Week | -6.17% | -6.4% |
| Avg. Up Month | 25.63% | 33.43% |
| Avg. Down Month | -7.67% | -1.97% |
| Win Days % | 48.5% | 51.49% |
| Win Month % | 61.54% | 41.18% |
| Win Week % | 55.88% | 54.05% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |