| Metric | 3713222:ethusd:triple_gx:zlema135_45_5 | 3713222:ETHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 202.15% | 3.41% |
| Max Drawdown | -41.82% | -77.62% |
| Sharpe | 0.92 | 0.36 |
| Sortino | 1.54 | 0.53 |
| Payoff Ratio | 1.25 | 1.26 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.64 | 1.08 |
| CPC Index | 0.74 | 0.67 |
| Tail Ratio | 1.29 | 1.02 |
| Outlier Win Ratio | 15.59 | 3.64 |
| Outlier Loss Ratio | 4.11 | 3.23 |
| Volatility (ann.) | 40.53% | 70.52% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.81 | 0.01 |
| Skew | 1.67 | 0.26 |
| Kurtosis | 19.72 | 4.36 |
| Expected Daily % | 0.08% | 0.0% |
| Expected Monthly % | 2.43% | 0.07% |
| Expected Yearly % | 24.75% | 0.67% |
| Kelly Criterion | 3.98% | 11.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.39% | -6.0% |
| Expected Shortfall (cVaR) | -3.39% | -6.0% |
| Year | 3713222:ETHUSD | 3713222:ethusd:triple_gx:zlema135_45_5 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -15.60 | -7.77 | 0.50 | + |
| 2022 | -67.48 | -11.90 | 0.18 | + |
| 2023 | 91.16 | 21.14 | 0.23 | - |
| 2024 | 45.75 | 81.76 | 1.79 | + |
| 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.) | 48.55% | 45.11% |
| 5Y (ann.) | 33.97% | 0.89% |
| Metric | 3713222:ethusd:triple_gx:zlema135_45_5 | 3713222:ETHUSD |
|---|---|---|
| Max Drawdown | -41.82% | -77.62% |
| Longest DD Days | 309.0 | 1342.0 |
| Avg. Drawdown | -8.39% | -26.11% |
| Avg. Drawdown Days | 49.0 | 344.0 |
| Recovery Factor | 4.83 | 0.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-08 | 2022-08-12 | -41.82 | 247 |
| 2022-11-05 | 2023-04-16 | -29.52 | 162 |
| 2023-04-17 | 2024-02-20 | -25.84 | 309 |
| 2025-08-14 | 2025-09-16 | -21.77 | 33 |
| 2024-03-12 | 2024-11-11 | -16.78 | 244 |
| 2024-12-09 | 2025-05-08 | -14.93 | 150 |
| 2022-08-14 | 2022-10-26 | -14.62 | 73 |
| 2025-05-14 | 2025-07-10 | -14.10 | 57 |
| 2024-11-12 | 2024-11-23 | -9.38 | 11 |
| 2022-10-30 | 2022-11-04 | -6.30 | 5 |
| Metric | 3713222:ethusd:triple_gx:zlema135_45_5 | 3713222:ETHUSD |
|---|---|---|
| Best Day | 21.85% | 21.85% |
| Worst Day | -15.06% | -17.59% |
| Best Week | 27.26% | 27.26% |
| Worst Week | -19.02% | -34.61% |
| Best Month | 47.67% | 56.93% |
| Worst Month | -24.45% | -44.86% |
| Best Year | 81.76% | 91.16% |
| Worst Year | -11.9% | -67.48% |
| Avg. Up Day | 2.86% | 2.86% |
| Avg. Down Day | -2.28% | -2.27% |
| Avg. Up Week | 8.91% | 11.36% |
| Avg. Down Week | -6.24% | -5.86% |
| Avg. Up Month | 18.46% | 25.13% |
| Avg. Down Month | -7.49% | -9.08% |
| Win Days % | 46.6% | 50.62% |
| Win Month % | 51.35% | 50.0% |
| Win Week % | 47.0% | 49.75% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 60.0% | 60.0% |