| Metric | 3484596:ethusd:double_slow_high_gx:zlema50_35 | 3484596:ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 57.04% | 55.68% |
| Max Drawdown | -61.05% | -67.77% |
| Sharpe | 0.27 | 0.27 |
| Sortino | 0.42 | 0.39 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.08 | 1.04 |
| Common Sense Ratio | 1.2 | 1.05 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 16.96 | 3.79 |
| Outlier Loss Ratio | 4.91 | 3.74 |
| Volatility (ann.) | 19.16% | 34.07% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.24 | 0.21 |
| Skew | 1.88 | 0.22 |
| Kurtosis | 35.88 | 8.9 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.08% | 1.06% |
| Expected Yearly % | 11.94% | 11.7% |
| Kelly Criterion | -2.88% | 7.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -2.91% |
| Expected Shortfall (cVaR) | -1.64% | -2.91% |
| Year | 3484596:ETHUSD | 3484596:ethusd:double_slow_high_gx:zlema50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.66 | 13.60 | -0.24 | + |
| 2023 | 91.16 | 55.70 | 0.61 | - |
| 2024 | 45.75 | 39.42 | 0.86 | - |
| 2025 | 31.97 | -36.32 | -1.14 | - |
| Metric | 3484596:ethusd:double_slow_high_gx:zlema50_35 | 3484596:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 0.35% | 73.76% |
| 6M | -17.99% | 98.28% |
| YTD | -36.32% | 31.97% |
| 1Y | -41.2% | 74.9% |
| 3Y (ann.) | 12.83% | 41.37% |
| 5Y (ann.) | 14.46% | 14.16% |
| Metric | 3484596:ethusd:double_slow_high_gx:zlema50_35 | 3484596:ETHUSD |
|---|---|---|
| Max Drawdown | -61.05% | -67.77% |
| Longest DD Days | 410.0 | 655.0 |
| Avg. Drawdown | -5.42% | -10.87% |
| Avg. Drawdown Days | 24.0 | 67.0 |
| Recovery Factor | 0.93 | 0.82 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-09-01 | -61.05 | 410 |
| 2022-05-05 | 2022-07-16 | -29.34 | 72 |
| 2024-04-24 | 2024-05-21 | -18.46 | 26 |
| 2022-07-20 | 2023-01-12 | -16.72 | 176 |
| 2023-04-30 | 2023-07-13 | -13.92 | 73 |
| 2023-08-29 | 2023-10-23 | -11.95 | 55 |
| 2024-05-23 | 2024-07-15 | -10.54 | 53 |
| 2023-02-16 | 2023-04-14 | -10.05 | 56 |
| 2023-12-06 | 2024-01-10 | -9.90 | 35 |
| 2024-04-09 | 2024-04-23 | -7.29 | 14 |
| Metric | 3484596:ethusd:double_slow_high_gx:zlema50_35 | 3484596:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -10.09% | -14.0% |
| Best Week | 29.38% | 27.26% |
| Worst Week | -17.85% | -34.61% |
| Best Month | 25.31% | 56.93% |
| Worst Month | -22.04% | -44.86% |
| Best Year | 55.7% | 91.16% |
| Worst Year | -36.32% | -57.66% |
| Avg. Up Day | 1.16% | 1.17% |
| Avg. Down Day | -0.99% | -1.02% |
| Avg. Up Week | 5.73% | 10.07% |
| Avg. Down Week | -3.65% | -6.13% |
| Avg. Up Month | 11.96% | 24.02% |
| Avg. Down Month | -9.75% | -13.6% |
| Win Days % | 44.41% | 50.52% |
| Win Month % | 57.5% | 50.0% |
| Win Week % | 45.16% | 52.81% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |