| Metric | 3456800:ethusd:double_slow_high_gx:zlema170_40 | 3456800:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 148.97% | 112.79% |
| Max Drawdown | -42.87% | -64.23% |
| Sharpe | 0.48 | 0.34 |
| Sortino | 0.8 | 0.49 |
| Payoff Ratio | 1.25 | 1.26 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.64 | 0.67 |
| Tail Ratio | 1.16 | 1.01 |
| Outlier Win Ratio | 19.94 | 3.63 |
| Outlier Loss Ratio | 4.68 | 3.58 |
| Volatility (ann.) | 17.47% | 33.57% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.74 | 0.4 |
| Skew | 2.89 | 0.31 |
| Kurtosis | 46.12 | 8.8 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.25% | 1.86% |
| Expected Yearly % | 25.61% | 20.78% |
| Kelly Criterion | -0.15% | 11.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.86% |
| Expected Shortfall (cVaR) | -1.48% | -2.86% |
| Year | 3456800:ETHUSD | 3456800:ethusd:double_slow_high_gx:zlema170_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.13 | 57.00 | -1.35 | + |
| 2023 | 91.16 | 20.20 | 0.22 | - |
| 2024 | 45.75 | 53.00 | 1.16 | + |
| 2025 | 31.97 | -13.77 | -0.43 | - |
| Metric | 3456800:ethusd:double_slow_high_gx:zlema170_40 | 3456800:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 15.53% | 73.76% |
| 6M | 21.43% | 98.28% |
| YTD | -13.77% | 31.97% |
| 1Y | 8.58% | 74.9% |
| 3Y (ann.) | 22.64% | 41.37% |
| 5Y (ann.) | 31.85% | 25.72% |
| Metric | 3456800:ethusd:double_slow_high_gx:zlema170_40 | 3456800:ETHUSD |
|---|---|---|
| Max Drawdown | -42.87% | -64.23% |
| Longest DD Days | 394.0 | 565.0 |
| Avg. Drawdown | -5.36% | -8.58% |
| Avg. Drawdown Days | 28.0 | 45.0 |
| Recovery Factor | 3.47 | 1.76 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-09-01 | -42.87 | 268 |
| 2023-01-21 | 2024-02-19 | -20.04 | 394 |
| 2024-03-08 | 2024-05-21 | -18.38 | 73 |
| 2022-05-31 | 2022-07-15 | -16.90 | 45 |
| 2024-05-23 | 2024-11-22 | -15.16 | 182 |
| 2022-10-29 | 2023-01-12 | -12.50 | 74 |
| 2022-07-20 | 2022-08-13 | -11.71 | 23 |
| 2022-05-18 | 2022-05-30 | -8.67 | 12 |
| 2022-10-06 | 2022-10-25 | -7.53 | 19 |
| 2024-02-21 | 2024-02-26 | -5.41 | 5 |
| Metric | 3456800:ethusd:double_slow_high_gx:zlema170_40 | 3456800: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 | -18.16% | -44.86% |
| Best Year | 57.0% | 91.16% |
| Worst Year | -13.77% | -42.13% |
| Avg. Up Day | 1.24% | 1.24% |
| Avg. Down Day | -0.99% | -0.99% |
| Avg. Up Week | 6.18% | 10.23% |
| Avg. Down Week | -3.53% | -6.57% |
| Avg. Up Month | 17.74% | 27.04% |
| Avg. Down Month | -7.76% | -11.99% |
| Win Days % | 44.4% | 50.57% |
| Win Month % | 45.0% | 51.22% |
| Win Week % | 46.15% | 53.41% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |