| Metric | 3456765:ethusd:double_slow_high_gx:zlema165_35 | 3456765:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 13.69% | 42.67% |
| Max Drawdown | -44.83% | -63.95% |
| Sharpe | 0.22 | 0.37 |
| Sortino | 0.36 | 0.53 |
| Payoff Ratio | 1.25 | 1.26 |
| Profit Factor | 1.07 | 1.06 |
| Common Sense Ratio | 1.14 | 1.1 |
| CPC Index | 0.55 | 0.68 |
| Tail Ratio | 1.07 | 1.03 |
| Outlier Win Ratio | 20.26 | 3.28 |
| Outlier Loss Ratio | 4.59 | 3.36 |
| Volatility (ann.) | 17.84% | 35.53% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.23 | 0.48 |
| Skew | 3.3 | 0.3 |
| Kurtosis | 63.83 | 10.58 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.11% |
| Expected Yearly % | 6.63% | 19.45% |
| Kelly Criterion | -5.4% | 11.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -3.02% |
| Expected Shortfall (cVaR) | -1.52% | -3.02% |
| Year | 3456765:ETHUSD | 3456765:ethusd:double_slow_high_gx:zlema165_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.11 | 33.75 | 4.16 | + |
| 2025 | 31.97 | -15.00 | -0.47 | - |
| Metric | 3456765:ethusd:double_slow_high_gx:zlema165_35 | 3456765:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 11.06% | 73.76% |
| 6M | 18.44% | 98.28% |
| YTD | -15.0% | 31.97% |
| 1Y | 0.4% | 74.9% |
| 3Y (ann.) | 10.14% | 30.66% |
| 5Y (ann.) | 10.14% | 30.66% |
| Metric | 3456765:ethusd:double_slow_high_gx:zlema165_35 | 3456765:ETHUSD |
|---|---|---|
| Max Drawdown | -44.83% | -63.95% |
| Longest DD Days | 268.0 | 235.0 |
| Avg. Drawdown | -6.94% | -11.06% |
| Avg. Drawdown Days | 30.0 | 30.0 |
| Recovery Factor | 0.31 | 0.67 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-09-01 | -44.83 | 268 |
| 2024-09-23 | 2024-11-11 | -11.56 | 48 |
| 2024-07-17 | 2024-09-23 | -10.89 | 68 |
| 2024-05-23 | 2024-07-15 | -8.53 | 53 |
| 2024-11-12 | 2024-11-23 | -7.73 | 11 |
| 2024-05-06 | 2024-05-20 | -5.77 | 14 |
| 2024-11-23 | 2024-11-27 | -5.52 | 4 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-11-28 | 2024-11-30 | -2.83 | 2 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| Metric | 3456765:ethusd:double_slow_high_gx:zlema165_35 | 3456765:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 19.41% | 27.26% |
| Worst Week | -13.18% | -20.52% |
| Best Month | 27.93% | 48.75% |
| Worst Month | -17.42% | -32.24% |
| Best Year | 33.75% | 31.97% |
| Worst Year | -15.0% | 8.11% |
| Avg. Up Day | 1.34% | 1.35% |
| Avg. Down Day | -1.07% | -1.07% |
| Avg. Up Week | 6.83% | 11.29% |
| Avg. Down Week | -4.21% | -7.75% |
| Avg. Up Month | 18.2% | 32.53% |
| Avg. Down Month | -10.03% | -10.09% |
| Win Days % | 41.38% | 50.75% |
| Win Month % | 50.0% | 41.18% |
| Win Week % | 43.48% | 55.56% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |