| Metric | 3456769:ethusd:double_slow_high_gx:zlema170_35 | 3456769:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 126.2% | 112.79% |
| Max Drawdown | -46.14% | -64.23% |
| Sharpe | 0.44 | 0.34 |
| Sortino | 0.74 | 0.49 |
| Payoff Ratio | 1.28 | 1.29 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.63 | 0.69 |
| Tail Ratio | 1.16 | 1.01 |
| Outlier Win Ratio | 20.07 | 3.63 |
| Outlier Loss Ratio | 4.76 | 3.59 |
| Volatility (ann.) | 17.62% | 33.57% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.61 | 0.4 |
| Skew | 3.06 | 0.31 |
| Kurtosis | 46.34 | 8.8 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.01% | 1.86% |
| Expected Yearly % | 22.64% | 20.78% |
| Kelly Criterion | -1.43% | 12.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.86% |
| Expected Shortfall (cVaR) | -1.5% | -2.86% |
| Year | 3456769:ETHUSD | 3456769:ethusd:double_slow_high_gx:zlema170_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.13 | 71.36 | -1.69 | + |
| 2023 | 91.16 | 11.16 | 0.12 | - |
| 2024 | 45.75 | 43.28 | 0.95 | - |
| 2025 | 31.97 | -17.12 | -0.54 | - |
| Metric | 3456769:ethusd:double_slow_high_gx:zlema170_35 | 3456769:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 10.94% | 73.76% |
| 6M | 17.08% | 98.28% |
| YTD | -17.12% | 31.97% |
| 1Y | -2.1% | 74.9% |
| 3Y (ann.) | 14.19% | 41.37% |
| 5Y (ann.) | 28.08% | 25.72% |
| Metric | 3456769:ethusd:double_slow_high_gx:zlema170_35 | 3456769:ETHUSD |
|---|---|---|
| Max Drawdown | -46.14% | -64.23% |
| Longest DD Days | 402.0 | 565.0 |
| Avg. Drawdown | -5.88% | -8.58% |
| Avg. Drawdown Days | 29.0 | 45.0 |
| Recovery Factor | 2.73 | 1.76 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-09-01 | -46.14 | 268 |
| 2023-01-21 | 2024-02-27 | -23.74 | 402 |
| 2024-03-08 | 2024-11-11 | -23.38 | 248 |
| 2022-05-18 | 2022-07-06 | -16.13 | 49 |
| 2022-07-20 | 2022-07-28 | -13.02 | 8 |
| 2022-11-05 | 2023-01-12 | -11.77 | 68 |
| 2022-10-06 | 2022-10-25 | -8.01 | 19 |
| 2024-11-12 | 2024-11-23 | -7.73 | 11 |
| 2022-07-08 | 2022-07-14 | -7.37 | 6 |
| 2022-08-13 | 2022-09-10 | -6.34 | 28 |
| Metric | 3456769:ethusd:double_slow_high_gx:zlema170_35 | 3456769: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 | -18.04% | -44.86% |
| Best Year | 71.36% | 91.16% |
| Worst Year | -17.12% | -42.13% |
| Avg. Up Day | 1.27% | 1.28% |
| Avg. Down Day | -0.99% | -0.99% |
| Avg. Up Week | 7.03% | 10.64% |
| Avg. Down Week | -3.66% | -6.47% |
| Avg. Up Month | 17.97% | 27.04% |
| Avg. Down Month | -8.48% | -11.58% |
| Win Days % | 43.15% | 50.57% |
| Win Month % | 47.5% | 51.22% |
| Win Week % | 41.88% | 53.41% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |