| Metric | 3484567:ethusd:double_slow_high_gx:zlema45_30 | 3484567:ETHUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 33.19% | 50.51% |
| Max Drawdown | -59.23% | -67.77% |
| Sharpe | 0.21 | 0.26 |
| Sortino | 0.33 | 0.37 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.06 | 1.04 |
| Common Sense Ratio | 1.11 | 1.04 |
| CPC Index | 0.54 | 0.62 |
| Tail Ratio | 1.06 | 1.0 |
| Outlier Win Ratio | 16.87 | 3.89 |
| Outlier Loss Ratio | 4.93 | 3.78 |
| Volatility (ann.) | 19.5% | 34.08% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.15 | 0.19 |
| Skew | 2.07 | 0.22 |
| Kurtosis | 32.8 | 8.89 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.68% | 0.98% |
| Expected Yearly % | 7.43% | 10.76% |
| Kelly Criterion | -4.0% | 8.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -2.91% |
| Expected Shortfall (cVaR) | -1.67% | -2.91% |
| Year | 3484567:ETHUSD | 3484567:ethusd:double_slow_high_gx:zlema45_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.07 | -12.61 | 0.21 | + |
| 2023 | 91.16 | 54.43 | 0.60 | - |
| 2024 | 45.75 | 34.97 | 0.76 | - |
| 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.) | 14.28% | 41.37% |
| 5Y (ann.) | 8.94% | 13.0% |
| Metric | 3484567:ethusd:double_slow_high_gx:zlema45_30 | 3484567:ETHUSD |
|---|---|---|
| Max Drawdown | -59.23% | -67.77% |
| Longest DD Days | 465.0 | 655.0 |
| Avg. Drawdown | -6.46% | -12.18% |
| Avg. Drawdown Days | 29.0 | 75.0 |
| Recovery Factor | 0.56 | 0.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2025-09-01 | -59.23 | 465 |
| 2022-05-05 | 2022-07-18 | -40.62 | 74 |
| 2022-07-20 | 2023-01-14 | -21.25 | 177 |
| 2023-07-14 | 2023-10-23 | -13.04 | 101 |
| 2024-04-24 | 2024-05-20 | -12.06 | 26 |
| 2023-03-14 | 2023-06-22 | -11.65 | 99 |
| 2023-10-24 | 2023-12-05 | -10.79 | 42 |
| 2023-12-22 | 2024-01-10 | -10.43 | 19 |
| 2024-03-25 | 2024-04-08 | -7.68 | 13 |
| 2023-03-02 | 2023-03-14 | -7.54 | 12 |
| Metric | 3484567:ethusd:double_slow_high_gx:zlema45_30 | 3484567:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.78% | -14.0% |
| Best Week | 19.36% | 27.26% |
| Worst Week | -17.59% | -34.61% |
| Best Month | 32.74% | 56.93% |
| Worst Month | -23.96% | -44.86% |
| Best Year | 54.43% | 91.16% |
| Worst Year | -26.88% | -59.07% |
| Avg. Up Day | 1.18% | 1.19% |
| Avg. Down Day | -1.0% | -1.02% |
| Avg. Up Week | 5.24% | 10.14% |
| Avg. Down Week | -3.71% | -5.88% |
| Avg. Up Month | 13.22% | 25.47% |
| Avg. Down Month | -8.16% | -14.65% |
| Win Days % | 43.71% | 50.5% |
| Win Month % | 45.0% | 50.0% |
| Win Week % | 45.34% | 52.51% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |