| Metric | 3484567:ethusd:double_slow_high_gx:zlema45_30 | 3484567:ETHUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | -19.22% | 25.11% |
| Max Drawdown | -59.23% | -63.95% |
| Sharpe | -0.1 | 0.29 |
| Sortino | -0.15 | 0.42 |
| Payoff Ratio | 1.22 | 1.23 |
| Profit Factor | 0.98 | 1.05 |
| Common Sense Ratio | 1.05 | 1.08 |
| CPC Index | 0.49 | 0.65 |
| Tail Ratio | 1.08 | 1.03 |
| Outlier Win Ratio | 15.59 | 3.38 |
| Outlier Loss Ratio | 4.82 | 3.5 |
| Volatility (ann.) | 19.41% | 35.45% |
| R^2 | 0.29 | 0.29 |
| Calmar | -0.24 | 0.27 |
| Skew | 2.35 | 0.27 |
| Kurtosis | 42.85 | 10.11 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -1.18% | 1.25% |
| Expected Yearly % | -10.12% | 11.85% |
| Kelly Criterion | -7.73% | 10.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -3.02% |
| Expected Shortfall (cVaR) | -1.68% | -3.02% |
| Year | 3484567:ETHUSD | 3484567:ethusd:double_slow_high_gx:zlema45_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.20 | 10.47 | -2.02 | + |
| 2025 | 31.97 | -26.88 | -0.84 | - |
| Metric | 3484567:ethusd:double_slow_high_gx:zlema45_30 | 3484567:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 22.65% | 73.76% |
| 6M | 1.49% | 98.28% |
| YTD | -26.88% | 31.97% |
| 1Y | -27.21% | 74.9% |
| 3Y (ann.) | -13.96% | 17.1% |
| 5Y (ann.) | -13.96% | 17.1% |
| Metric | 3484567:ethusd:double_slow_high_gx:zlema45_30 | 3484567:ETHUSD |
|---|---|---|
| Max Drawdown | -59.23% | -63.95% |
| Longest DD Days | 465.0 | 235.0 |
| Avg. Drawdown | -7.76% | -13.99% |
| Avg. Drawdown Days | 46.0 | 36.0 |
| Recovery Factor | -0.32 | 0.39 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2025-09-01 | -59.23 | 465 |
| 2024-04-24 | 2024-05-20 | -12.06 | 26 |
| 2024-04-09 | 2024-04-22 | -6.89 | 13 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| 2024-04-22 | 2024-04-23 | -1.50 | 1 |
| 2024-05-21 | 2024-05-21 | -0.81 | 0 |
| 2024-04-08 | 2024-04-08 | -0.72 | 0 |
| 2024-04-23 | 2024-04-24 | -0.58 | 0 |
| 2024-04-07 | 2024-04-07 | -0.44 | 0 |
| 2024-05-21 | 2024-05-21 | -0.43 | 0 |
| Metric | 3484567:ethusd:double_slow_high_gx:zlema45_30 | 3484567:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 19.36% | 27.26% |
| Worst Week | -17.59% | -20.52% |
| Best Month | 23.96% | 48.75% |
| Worst Month | -23.96% | -32.24% |
| Best Year | 10.47% | 31.97% |
| Worst Year | -26.88% | -5.2% |
| Avg. Up Day | 1.25% | 1.26% |
| Avg. Down Day | -1.02% | -1.03% |
| Avg. Up Week | 5.88% | 10.6% |
| Avg. Down Week | -4.63% | -7.16% |
| Avg. Up Month | 15.56% | 36.14% |
| Avg. Down Month | -9.77% | -11.03% |
| Win Days % | 40.7% | 50.56% |
| Win Month % | 41.18% | 38.89% |
| Win Week % | 41.43% | 52.63% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |