| Metric | 3719134:ethusd:triple_gx:zlema120_90_35 | 3719134:ETHUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | -13.42% | 4.12% |
| Max Drawdown | -42.47% | -63.26% |
| Sharpe | 0.06 | 0.39 |
| Sortino | 0.09 | 0.6 |
| Payoff Ratio | 1.08 | 0.98 |
| Profit Factor | 1.01 | 1.06 |
| Common Sense Ratio | 1.15 | 1.19 |
| CPC Index | 0.51 | 0.52 |
| Tail Ratio | 1.13 | 1.13 |
| Outlier Win Ratio | 13.2 | 4.19 |
| Outlier Loss Ratio | 3.41 | 3.26 |
| Volatility (ann.) | 50.17% | 72.36% |
| R^2 | 0.48 | 0.48 |
| Calmar | -0.21 | 0.04 |
| Skew | 0.66 | 0.73 |
| Kurtosis | 9.54 | 4.56 |
| Expected Daily % | -0.03% | 0.01% |
| Expected Monthly % | -0.76% | 0.21% |
| Expected Yearly % | -6.95% | 2.04% |
| Kelly Criterion | -2.61% | -0.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.31% | -6.15% |
| Expected Shortfall (cVaR) | -4.31% | -6.15% |
| Year | 3719134:ETHUSD | 3719134:ethusd:triple_gx:zlema120_90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.13 | 17.73 | 1.46 | + |
| 2025 | -7.15 | -26.46 | 3.70 | - |
| Metric | 3719134:ethusd:triple_gx:zlema120_90_35 | 3719134:ETHUSD |
|---|---|---|
| MTD | -10.39% | -19.61% |
| 3M | -20.17% | -30.4% |
| 6M | 6.65% | 21.84% |
| YTD | -26.46% | -7.15% |
| 1Y | -10.52% | 0.05% |
| 3Y (ann.) | -8.91% | 2.64% |
| 5Y (ann.) | -8.91% | 2.64% |
| Metric | 3719134:ethusd:triple_gx:zlema120_90_35 | 3719134:ETHUSD |
|---|---|---|
| Max Drawdown | -42.47% | -63.26% |
| Longest DD Days | 325.0 | 242.0 |
| Avg. Drawdown | -12.54% | -20.89% |
| Avg. Drawdown Days | 61.0 | 68.0 |
| Recovery Factor | -0.32 | 0.07 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-11-16 | -42.47 | 325 |
| 2024-07-22 | 2024-11-27 | -33.72 | 128 |
| 2024-06-27 | 2024-07-13 | -6.69 | 16 |
| 2024-12-20 | 2024-12-24 | -5.70 | 4 |
| 2024-12-02 | 2024-12-06 | -4.24 | 4 |
| 2024-07-16 | 2024-07-19 | -2.82 | 3 |
| 2024-12-07 | 2024-12-11 | -2.55 | 4 |
| 2024-11-28 | 2024-11-30 | -2.15 | 2 |
| Metric | 3719134:ethusd:triple_gx:zlema120_90_35 | 3719134:ETHUSD |
|---|---|---|
| Best Day | 14.6% | 21.85% |
| Worst Day | -14.77% | -14.77% |
| Best Week | 18.08% | 27.26% |
| Worst Week | -20.52% | -20.52% |
| Best Month | 47.37% | 48.75% |
| Worst Month | -25.39% | -32.24% |
| Best Year | 17.73% | 12.13% |
| Worst Year | -26.46% | -7.15% |
| Avg. Up Day | 2.84% | 2.85% |
| Avg. Down Day | -2.65% | -2.92% |
| Avg. Up Week | 5.71% | 7.88% |
| Avg. Down Week | -5.82% | -6.61% |
| Avg. Up Month | 18.2% | 38.97% |
| Avg. Down Month | -10.11% | -13.15% |
| Win Days % | 46.84% | 50.53% |
| Win Month % | 47.06% | 31.58% |
| Win Week % | 50.0% | 50.6% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 50.0% |