| Metric | 3456800:ethusd:double_slow_high_gx:zlema170_40 | 3456800:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 17.81% | 42.67% |
| Max Drawdown | -42.87% | -63.95% |
| Sharpe | 0.26 | 0.37 |
| Sortino | 0.42 | 0.53 |
| Payoff Ratio | 1.23 | 1.23 |
| Profit Factor | 1.08 | 1.06 |
| Common Sense Ratio | 1.19 | 1.1 |
| CPC Index | 0.57 | 0.66 |
| Tail Ratio | 1.1 | 1.03 |
| Outlier Win Ratio | 20.0 | 3.27 |
| Outlier Loss Ratio | 4.55 | 3.44 |
| Volatility (ann.) | 17.98% | 35.53% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.31 | 0.48 |
| Skew | 3.12 | 0.3 |
| Kurtosis | 62.2 | 10.58 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.11% |
| Expected Yearly % | 8.54% | 19.45% |
| Kelly Criterion | -4.17% | 10.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -3.02% |
| Expected Shortfall (cVaR) | -1.54% | -3.02% |
| Year | 3456800:ETHUSD | 3456800:ethusd:double_slow_high_gx:zlema170_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.11 | 36.62 | 4.51 | + |
| 2025 | 31.97 | -13.77 | -0.43 | - |
| Metric | 3456800:ethusd:double_slow_high_gx:zlema170_40 | 3456800:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 15.53% | 73.76% |
| 6M | 21.43% | 98.28% |
| YTD | -13.77% | 31.97% |
| 1Y | 8.58% | 74.9% |
| 3Y (ann.) | 13.12% | 30.66% |
| 5Y (ann.) | 13.12% | 30.66% |
| Metric | 3456800:ethusd:double_slow_high_gx:zlema170_40 | 3456800:ETHUSD |
|---|---|---|
| Max Drawdown | -42.87% | -63.95% |
| Longest DD Days | 268.0 | 235.0 |
| Avg. Drawdown | -6.34% | -11.06% |
| Avg. Drawdown Days | 36.0 | 30.0 |
| Recovery Factor | 0.42 | 0.67 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-09-01 | -42.87 | 268 |
| 2024-05-23 | 2024-11-22 | -15.16 | 182 |
| 2024-05-06 | 2024-05-20 | -4.54 | 14 |
| 2024-11-23 | 2024-11-27 | -3.86 | 3 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-11-28 | 2024-11-30 | -2.83 | 2 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| 2024-11-22 | 2024-11-23 | -2.34 | 1 |
| 2024-12-01 | 2024-12-04 | -1.62 | 2 |
| 2024-11-30 | 2024-11-30 | -1.08 | 0 |
| Metric | 3456800:ethusd:double_slow_high_gx:zlema170_40 | 3456800:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 20.41% | 27.26% |
| Worst Week | -13.18% | -20.52% |
| Best Month | 30.95% | 48.75% |
| Worst Month | -18.16% | -32.24% |
| Best Year | 36.62% | 31.97% |
| Worst Year | -13.77% | 8.11% |
| Avg. Up Day | 1.33% | 1.34% |
| Avg. Down Day | -1.08% | -1.09% |
| Avg. Up Week | 6.8% | 11.26% |
| Avg. Down Week | -3.86% | -7.59% |
| Avg. Up Month | 18.5% | 32.53% |
| Avg. Down Month | -9.87% | -10.09% |
| Win Days % | 42.63% | 50.75% |
| Win Month % | 50.0% | 41.18% |
| Win Week % | 42.55% | 55.56% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |