| Metric | 3484595:ethusd:double_slow_high_gx:zlema45_35 | 3484595:ETHUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | -36.49% | 25.11% |
| Max Drawdown | -63.44% | -63.95% |
| Sharpe | -0.31 | 0.29 |
| Sortino | -0.45 | 0.42 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 0.92 | 1.05 |
| Common Sense Ratio | 0.92 | 1.08 |
| CPC Index | 0.43 | 0.59 |
| Tail Ratio | 1.0 | 1.03 |
| Outlier Win Ratio | 15.58 | 3.31 |
| Outlier Loss Ratio | 4.66 | 3.54 |
| Volatility (ann.) | 19.75% | 35.45% |
| R^2 | 0.3 | 0.3 |
| Calmar | -0.43 | 0.27 |
| Skew | 1.41 | 0.27 |
| Kurtosis | 43.37 | 10.11 |
| Expected Daily % | -0.02% | 0.01% |
| Expected Monthly % | -2.49% | 1.25% |
| Expected Yearly % | -20.31% | 11.85% |
| Kelly Criterion | -10.2% | 6.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -3.02% |
| Expected Shortfall (cVaR) | -1.72% | -3.02% |
| Year | 3484595:ETHUSD | 3484595:ethusd:double_slow_high_gx:zlema45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.20 | 5.69 | -1.10 | + |
| 2025 | 31.97 | -39.91 | -1.25 | - |
| Metric | 3484595:ethusd:double_slow_high_gx:zlema45_35 | 3484595:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 7.2% | 73.76% |
| 6M | -21.12% | 98.28% |
| YTD | -39.91% | 31.97% |
| 1Y | -43.82% | 74.9% |
| 3Y (ann.) | -27.38% | 17.1% |
| 5Y (ann.) | -27.38% | 17.1% |
| Metric | 3484595:ethusd:double_slow_high_gx:zlema45_35 | 3484595:ETHUSD |
|---|---|---|
| Max Drawdown | -63.44% | -63.95% |
| Longest DD Days | 293.0 | 235.0 |
| Avg. Drawdown | -11.11% | -13.99% |
| Avg. Drawdown Days | 46.0 | 36.0 |
| Recovery Factor | -0.58 | 0.39 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-09-01 | -63.44 | 293 |
| 2024-07-17 | 2024-11-11 | -18.11 | 117 |
| 2024-04-24 | 2024-05-20 | -14.90 | 26 |
| 2024-05-23 | 2024-07-15 | -11.20 | 53 |
| 2024-04-09 | 2024-04-24 | -7.52 | 15 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| 2024-05-21 | 2024-05-21 | -0.81 | 0 |
| 2024-04-08 | 2024-04-08 | -0.72 | 0 |
| 2024-04-07 | 2024-04-07 | -0.61 | 0 |
| Metric | 3484595:ethusd:double_slow_high_gx:zlema45_35 | 3484595:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -10.09% | -14.0% |
| Best Week | 19.36% | 27.26% |
| Worst Week | -17.67% | -20.52% |
| Best Month | 22.13% | 48.75% |
| Worst Month | -24.5% | -32.24% |
| Best Year | 5.69% | 31.97% |
| Worst Year | -39.91% | -5.2% |
| Avg. Up Day | 1.2% | 1.21% |
| Avg. Down Day | -1.06% | -1.09% |
| Avg. Up Week | 5.34% | 10.04% |
| Avg. Down Week | -5.1% | -6.77% |
| Avg. Up Month | 14.14% | 36.14% |
| Avg. Down Month | -10.32% | -11.36% |
| Win Days % | 41.51% | 50.56% |
| Win Month % | 35.29% | 38.89% |
| Win Week % | 47.14% | 52.63% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |