| Metric | 3456736:ethusd:double_slow_high_gx:zlema165_30 | 3456736:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 33.16% | 42.67% |
| Max Drawdown | -48.27% | -63.95% |
| Sharpe | 0.39 | 0.37 |
| Sortino | 0.65 | 0.53 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.12 | 1.06 |
| Common Sense Ratio | 1.26 | 1.1 |
| CPC Index | 0.6 | 0.67 |
| Tail Ratio | 1.12 | 1.03 |
| Outlier Win Ratio | 19.52 | 3.29 |
| Outlier Loss Ratio | 4.66 | 3.3 |
| Volatility (ann.) | 17.79% | 35.53% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.5 | 0.48 |
| Skew | 3.4 | 0.3 |
| Kurtosis | 64.34 | 10.58 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.7% | 2.11% |
| Expected Yearly % | 15.39% | 19.45% |
| Kelly Criterion | -3.67% | 11.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -3.02% |
| Expected Shortfall (cVaR) | -1.51% | -3.02% |
| Year | 3456736:ETHUSD | 3456736:ethusd:double_slow_high_gx:zlema165_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.11 | 44.73 | 5.51 | + |
| 2025 | 31.97 | -7.99 | -0.25 | - |
| Metric | 3456736:ethusd:double_slow_high_gx:zlema165_30 | 3456736:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 20.76% | 73.76% |
| 6M | 35.02% | 98.28% |
| YTD | -7.99% | 31.97% |
| 1Y | 11.17% | 74.9% |
| 3Y (ann.) | 24.05% | 30.66% |
| 5Y (ann.) | 24.05% | 30.66% |
| Metric | 3456736:ethusd:double_slow_high_gx:zlema165_30 | 3456736:ETHUSD |
|---|---|---|
| Max Drawdown | -48.27% | -63.95% |
| Longest DD Days | 237.0 | 235.0 |
| Avg. Drawdown | -5.76% | -11.06% |
| Avg. Drawdown Days | 26.0 | 30.0 |
| Recovery Factor | 0.69 | 0.67 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-09-01 | -48.27 | 237 |
| 2024-11-10 | 2024-11-30 | -10.29 | 19 |
| 2024-09-22 | 2024-11-09 | -8.92 | 48 |
| 2024-05-23 | 2024-07-15 | -8.13 | 53 |
| 2024-07-17 | 2024-09-21 | -7.95 | 66 |
| 2024-05-06 | 2024-05-20 | -4.00 | 14 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| 2024-12-01 | 2024-12-04 | -2.30 | 3 |
| 2024-07-16 | 2024-07-17 | -1.98 | 1 |
| Metric | 3456736:ethusd:double_slow_high_gx:zlema165_30 | 3456736:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 25.62% | 27.26% |
| Worst Week | -14.38% | -20.52% |
| Best Month | 34.64% | 48.75% |
| Worst Month | -19.46% | -32.24% |
| Best Year | 44.73% | 31.97% |
| Worst Year | -7.99% | 8.11% |
| Avg. Up Day | 1.3% | 1.32% |
| Avg. Down Day | -1.04% | -1.06% |
| Avg. Up Week | 6.31% | 11.26% |
| Avg. Down Week | -4.16% | -7.26% |
| Avg. Up Month | 20.41% | 32.53% |
| Avg. Down Month | -9.91% | -10.09% |
| Win Days % | 42.45% | 50.75% |
| Win Month % | 50.0% | 41.18% |
| Win Week % | 47.92% | 55.56% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |