| Metric | 3456736:ethusd:double_slow_high_gx:zlema165_30 | 3456736:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 125.39% | 116.43% |
| Max Drawdown | -48.27% | -64.23% |
| Sharpe | 0.43 | 0.34 |
| Sortino | 0.73 | 0.5 |
| Payoff Ratio | 1.25 | 1.26 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.62 | 0.67 |
| Tail Ratio | 1.12 | 1.01 |
| Outlier Win Ratio | 19.58 | 3.67 |
| Outlier Loss Ratio | 4.77 | 3.59 |
| Volatility (ann.) | 17.75% | 33.57% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.58 | 0.41 |
| Skew | 2.97 | 0.31 |
| Kurtosis | 45.03 | 8.79 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.0% | 1.9% |
| Expected Yearly % | 22.53% | 21.29% |
| Kelly Criterion | -1.75% | 11.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.86% |
| Expected Shortfall (cVaR) | -1.51% | -2.86% |
| Year | 3456736:ETHUSD | 3456736:ethusd:double_slow_high_gx:zlema165_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -41.14 | 55.99 | -1.36 | + |
| 2023 | 91.16 | 1.66 | 0.02 | - |
| 2024 | 45.75 | 54.48 | 1.19 | + |
| 2025 | 31.97 | -7.99 | -0.25 | - |
| Metric | 3456736:ethusd:double_slow_high_gx:zlema165_30 | 3456736:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 20.76% | 73.76% |
| 6M | 35.02% | 98.28% |
| YTD | -7.99% | 31.97% |
| 1Y | 11.17% | 74.9% |
| 3Y (ann.) | 15.72% | 41.37% |
| 5Y (ann.) | 27.91% | 26.35% |
| Metric | 3456736:ethusd:double_slow_high_gx:zlema165_30 | 3456736:ETHUSD |
|---|---|---|
| Max Drawdown | -48.27% | -64.23% |
| Longest DD Days | 412.0 | 565.0 |
| Avg. Drawdown | -6.47% | -8.29% |
| Avg. Drawdown Days | 31.0 | 44.0 |
| Recovery Factor | 2.6 | 1.81 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-09-01 | -48.27 | 237 |
| 2023-01-21 | 2024-03-08 | -28.29 | 412 |
| 2022-05-31 | 2022-07-14 | -22.95 | 44 |
| 2024-03-08 | 2024-05-21 | -16.26 | 73 |
| 2022-05-18 | 2022-05-30 | -12.35 | 12 |
| 2022-07-20 | 2022-07-28 | -12.25 | 8 |
| 2022-11-05 | 2023-01-12 | -10.35 | 68 |
| 2024-11-10 | 2024-11-30 | -10.29 | 19 |
| 2022-07-28 | 2022-10-06 | -9.33 | 69 |
| 2024-09-22 | 2024-11-09 | -8.92 | 48 |
| Metric | 3456736:ethusd:double_slow_high_gx:zlema165_30 | 3456736:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 25.62% | 27.26% |
| Worst Week | -14.38% | -34.61% |
| Best Month | 63.5% | 56.93% |
| Worst Month | -19.46% | -44.86% |
| Best Year | 55.99% | 91.16% |
| Worst Year | -7.99% | -41.14% |
| Avg. Up Day | 1.24% | 1.25% |
| Avg. Down Day | -0.99% | -0.99% |
| Avg. Up Week | 6.88% | 10.87% |
| Avg. Down Week | -3.94% | -5.77% |
| Avg. Up Month | 18.75% | 27.04% |
| Avg. Down Month | -8.8% | -12.18% |
| Win Days % | 43.52% | 50.57% |
| Win Month % | 47.5% | 51.22% |
| Win Week % | 45.45% | 53.41% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |