| Metric | 3484612:ethusd:double_slow_high_gx:zlema130_35 | 3484612:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 206.72% | 83.14% |
| Max Drawdown | -31.95% | -64.23% |
| Sharpe | 0.57 | 0.3 |
| Sortino | 0.98 | 0.44 |
| Payoff Ratio | 1.28 | 1.29 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.67 | 0.68 |
| Tail Ratio | 1.2 | 1.01 |
| Outlier Win Ratio | 20.18 | 3.71 |
| Outlier Loss Ratio | 5.05 | 3.64 |
| Volatility (ann.) | 17.41% | 33.97% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.26 | 0.31 |
| Skew | 3.21 | 0.22 |
| Kurtosis | 47.09 | 9.0 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.77% | 1.49% |
| Expected Yearly % | 32.34% | 16.33% |
| Kelly Criterion | 0.29% | 12.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.9% |
| Expected Shortfall (cVaR) | -1.47% | -2.9% |
| Year | 3484612:ETHUSD | 3484612:ethusd:double_slow_high_gx:zlema130_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.19 | 64.98 | -1.29 | + |
| 2023 | 91.16 | 22.44 | 0.25 | - |
| 2024 | 45.75 | 42.47 | 0.93 | - |
| 2025 | 31.97 | 6.58 | 0.21 | - |
| Metric | 3484612:ethusd:double_slow_high_gx:zlema130_35 | 3484612:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 11.52% | 73.76% |
| 6M | 41.71% | 98.28% |
| YTD | 6.58% | 31.97% |
| 1Y | 32.06% | 74.9% |
| 3Y (ann.) | 26.93% | 41.37% |
| 5Y (ann.) | 40.26% | 20.04% |
| Metric | 3484612:ethusd:double_slow_high_gx:zlema130_35 | 3484612:ETHUSD |
|---|---|---|
| Max Drawdown | -31.95% | -64.23% |
| Longest DD Days | 240.0 | 609.0 |
| Avg. Drawdown | -5.45% | -9.41% |
| Avg. Drawdown Days | 24.0 | 54.0 |
| Recovery Factor | 6.47 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-18 | -31.95 | 192 |
| 2024-03-08 | 2024-09-23 | -25.63 | 198 |
| 2023-11-10 | 2024-02-28 | -21.91 | 110 |
| 2023-03-14 | 2023-11-09 | -19.14 | 240 |
| 2022-05-18 | 2022-06-25 | -15.17 | 38 |
| 2022-07-20 | 2022-07-28 | -13.02 | 8 |
| 2022-11-05 | 2023-01-11 | -10.92 | 67 |
| 2022-09-11 | 2022-10-25 | -8.54 | 44 |
| 2022-07-28 | 2022-09-10 | -8.43 | 44 |
| 2024-11-12 | 2024-12-05 | -8.37 | 23 |
| Metric | 3484612:ethusd:double_slow_high_gx:zlema130_35 | 3484612:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 19.36% | 27.26% |
| Worst Week | -11.76% | -34.61% |
| Best Month | 57.31% | 56.93% |
| Worst Month | -19.5% | -44.86% |
| Best Year | 64.98% | 91.16% |
| Worst Year | 6.58% | -50.19% |
| Avg. Up Day | 1.23% | 1.24% |
| Avg. Down Day | -0.96% | -0.96% |
| Avg. Up Week | 7.02% | 10.96% |
| Avg. Down Week | -3.43% | -6.04% |
| Avg. Up Month | 17.06% | 25.87% |
| Avg. Down Month | -7.31% | -13.27% |
| Win Days % | 43.95% | 50.57% |
| Win Month % | 51.28% | 51.22% |
| Win Week % | 42.31% | 53.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |