| Metric | 3456765:ethusd:double_slow_high_gx:zlema165_35 | 3456765:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 101.39% | 116.43% |
| Max Drawdown | -44.83% | -64.23% |
| Sharpe | 0.39 | 0.34 |
| Sortino | 0.65 | 0.5 |
| Payoff Ratio | 1.25 | 1.27 |
| Profit Factor | 1.12 | 1.06 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.61 | 0.68 |
| Tail Ratio | 1.15 | 1.01 |
| Outlier Win Ratio | 20.12 | 3.63 |
| Outlier Loss Ratio | 4.77 | 3.62 |
| Volatility (ann.) | 17.62% | 33.57% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.53 | 0.41 |
| Skew | 3.0 | 0.31 |
| Kurtosis | 46.39 | 8.79 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.72% | 1.9% |
| Expected Yearly % | 19.13% | 21.29% |
| Kelly Criterion | -2.2% | 11.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.86% |
| Expected Shortfall (cVaR) | -1.5% | -2.86% |
| Year | 3456765:ETHUSD | 3456765:ethusd:double_slow_high_gx:zlema165_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -41.14 | 54.88 | -1.33 | + |
| 2023 | 91.16 | 5.65 | 0.06 | - |
| 2024 | 45.75 | 44.79 | 0.98 | - |
| 2025 | 31.97 | -15.00 | -0.47 | - |
| Metric | 3456765:ethusd:double_slow_high_gx:zlema165_35 | 3456765:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 11.06% | 73.76% |
| 6M | 18.44% | 98.28% |
| YTD | -15.0% | 31.97% |
| 1Y | 0.4% | 74.9% |
| 3Y (ann.) | 11.49% | 41.37% |
| 5Y (ann.) | 23.62% | 26.35% |
| Metric | 3456765:ethusd:double_slow_high_gx:zlema165_35 | 3456765:ETHUSD |
|---|---|---|
| Max Drawdown | -44.83% | -64.23% |
| Longest DD Days | 404.0 | 565.0 |
| Avg. Drawdown | -6.67% | -8.29% |
| Avg. Drawdown Days | 35.0 | 44.0 |
| Recovery Factor | 2.26 | 1.81 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-09-01 | -44.83 | 268 |
| 2023-01-21 | 2024-02-29 | -26.45 | 404 |
| 2024-03-08 | 2024-11-11 | -22.80 | 248 |
| 2022-05-18 | 2022-07-07 | -17.70 | 50 |
| 2022-07-20 | 2022-07-28 | -13.02 | 8 |
| 2022-11-05 | 2023-01-12 | -12.44 | 68 |
| 2022-08-13 | 2022-10-25 | -10.83 | 72 |
| 2024-11-12 | 2024-11-23 | -7.73 | 11 |
| 2022-07-08 | 2022-07-14 | -7.37 | 6 |
| 2022-08-08 | 2022-08-12 | -5.70 | 4 |
| Metric | 3456765:ethusd:double_slow_high_gx:zlema165_35 | 3456765:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 19.41% | 27.26% |
| Worst Week | -13.18% | -34.61% |
| Best Month | 57.31% | 56.93% |
| Worst Month | -17.42% | -44.86% |
| Best Year | 54.88% | 91.16% |
| Worst Year | -15.0% | -41.14% |
| Avg. Up Day | 1.25% | 1.26% |
| Avg. Down Day | -1.0% | -0.99% |
| Avg. Up Week | 7.28% | 10.9% |
| Avg. Down Week | -3.72% | -6.44% |
| Avg. Up Month | 19.23% | 28.36% |
| Avg. Down Month | -7.96% | -11.67% |
| Win Days % | 43.19% | 50.57% |
| Win Month % | 42.5% | 51.22% |
| Win Week % | 39.83% | 53.41% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |