| Metric | 3456798:ethusd:double_slow_high_gx:zlema165_40 | 3456798:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 125.97% | 116.43% |
| Max Drawdown | -45.26% | -64.23% |
| Sharpe | 0.44 | 0.34 |
| Sortino | 0.73 | 0.5 |
| Payoff Ratio | 1.24 | 1.24 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.63 | 0.66 |
| Tail Ratio | 1.14 | 1.01 |
| Outlier Win Ratio | 19.95 | 3.63 |
| Outlier Loss Ratio | 4.65 | 3.58 |
| Volatility (ann.) | 17.51% | 33.57% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.62 | 0.41 |
| Skew | 2.86 | 0.31 |
| Kurtosis | 45.75 | 8.79 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.01% | 1.9% |
| Expected Yearly % | 22.61% | 21.29% |
| Kelly Criterion | -0.6% | 10.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -2.86% |
| Expected Shortfall (cVaR) | -1.49% | -2.86% |
| Year | 3456798:ETHUSD | 3456798:ethusd:double_slow_high_gx:zlema165_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -41.14 | 52.74 | -1.28 | + |
| 2023 | 91.16 | 13.02 | 0.14 | - |
| 2024 | 45.75 | 56.57 | 1.24 | + |
| 2025 | 31.97 | -16.39 | -0.51 | - |
| Metric | 3456798:ethusd:double_slow_high_gx:zlema165_40 | 3456798:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 16.91% | 73.76% |
| 6M | 20.84% | 98.28% |
| YTD | -16.39% | 31.97% |
| 1Y | 5.88% | 74.9% |
| 3Y (ann.) | 19.0% | 41.37% |
| 5Y (ann.) | 28.01% | 26.35% |
| Metric | 3456798:ethusd:double_slow_high_gx:zlema165_40 | 3456798:ETHUSD |
|---|---|---|
| Max Drawdown | -45.26% | -64.23% |
| Longest DD Days | 402.0 | 565.0 |
| Avg. Drawdown | -6.05% | -8.29% |
| Avg. Drawdown Days | 30.0 | 44.0 |
| Recovery Factor | 2.78 | 1.81 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-09-01 | -45.26 | 268 |
| 2023-01-21 | 2024-02-27 | -24.81 | 402 |
| 2024-03-08 | 2024-05-21 | -18.38 | 73 |
| 2024-05-23 | 2024-11-11 | -14.93 | 172 |
| 2022-06-26 | 2022-07-07 | -13.58 | 11 |
| 2022-05-18 | 2022-06-26 | -13.42 | 39 |
| 2022-10-29 | 2023-01-12 | -12.09 | 74 |
| 2022-07-20 | 2022-09-10 | -11.71 | 52 |
| 2022-07-08 | 2022-07-14 | -8.18 | 6 |
| 2022-10-06 | 2022-10-25 | -7.53 | 19 |
| Metric | 3456798:ethusd:double_slow_high_gx:zlema165_40 | 3456798:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 20.41% | 27.26% |
| Worst Week | -13.18% | -34.61% |
| Best Month | 46.48% | 56.93% |
| Worst Month | -20.31% | -44.86% |
| Best Year | 56.57% | 91.16% |
| Worst Year | -16.39% | -41.14% |
| Avg. Up Day | 1.23% | 1.24% |
| Avg. Down Day | -0.99% | -1.0% |
| Avg. Up Week | 6.41% | 10.6% |
| Avg. Down Week | -3.59% | -6.54% |
| Avg. Up Month | 17.72% | 27.04% |
| Avg. Down Month | -7.73% | -11.88% |
| Win Days % | 44.25% | 50.57% |
| Win Month % | 45.0% | 51.22% |
| Win Week % | 44.07% | 53.41% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |