| Metric | 3484579:ethusd:double_slow_high_gx:zlema130_30 | 3484579:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 32.24% | 25.11% |
| Max Drawdown | -36.75% | -63.95% |
| Sharpe | 0.38 | 0.29 |
| Sortino | 0.65 | 0.42 |
| Payoff Ratio | 1.35 | 1.32 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | 1.27 | 1.08 |
| CPC Index | 0.62 | 0.7 |
| Tail Ratio | 1.14 | 1.03 |
| Outlier Win Ratio | 20.94 | 3.21 |
| Outlier Loss Ratio | 4.92 | 3.24 |
| Volatility (ann.) | 16.49% | 35.45% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.59 | 0.27 |
| Skew | 4.21 | 0.27 |
| Kurtosis | 77.26 | 10.11 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.56% | 1.25% |
| Expected Yearly % | 15.0% | 11.85% |
| Kelly Criterion | -2.55% | 13.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -3.02% |
| Expected Shortfall (cVaR) | -1.4% | -3.02% |
| Year | 3484579:ETHUSD | 3484579:ethusd:double_slow_high_gx:zlema130_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.20 | 30.31 | -5.83 | + |
| 2025 | 31.97 | 1.48 | 0.05 | - |
| Metric | 3484579:ethusd:double_slow_high_gx:zlema130_30 | 3484579:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 15.97% | 73.76% |
| 6M | 40.6% | 98.28% |
| YTD | 1.48% | 31.97% |
| 1Y | 17.23% | 74.9% |
| 3Y (ann.) | 21.76% | 17.1% |
| 5Y (ann.) | 21.76% | 17.1% |
| Metric | 3484579:ethusd:double_slow_high_gx:zlema130_30 | 3484579:ETHUSD |
|---|---|---|
| Max Drawdown | -36.75% | -63.95% |
| Longest DD Days | 181.0 | 235.0 |
| Avg. Drawdown | -5.66% | -13.99% |
| Avg. Drawdown Days | 23.0 | 36.0 |
| Recovery Factor | 0.88 | 0.39 |
| Ulcer Index | 1.02 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-07-18 | -36.75 | 181 |
| 2024-04-08 | 2024-05-20 | -14.99 | 42 |
| 2024-11-10 | 2025-01-03 | -14.70 | 54 |
| 2024-10-21 | 2024-11-09 | -9.44 | 19 |
| 2025-07-18 | 2025-09-01 | -8.53 | 44 |
| 2024-08-14 | 2024-09-13 | -7.77 | 30 |
| 2024-05-23 | 2024-07-15 | -6.54 | 53 |
| 2024-09-14 | 2024-09-20 | -5.81 | 6 |
| 2024-07-17 | 2024-08-14 | -4.65 | 28 |
| 2024-09-22 | 2024-10-14 | -2.79 | 22 |
| Metric | 3484579:ethusd:double_slow_high_gx:zlema130_30 | 3484579:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 19.36% | 27.26% |
| Worst Week | -14.96% | -20.52% |
| Best Month | 20.09% | 48.75% |
| Worst Month | -15.24% | -32.24% |
| Best Year | 30.31% | 31.97% |
| Worst Year | 1.48% | -5.2% |
| Avg. Up Day | 1.29% | 1.3% |
| Avg. Down Day | -0.95% | -0.98% |
| Avg. Up Week | 5.78% | 10.72% |
| Avg. Down Week | -3.74% | -6.9% |
| Avg. Up Month | 13.04% | 33.09% |
| Avg. Down Month | -7.38% | -9.0% |
| Win Days % | 41.07% | 50.56% |
| Win Month % | 56.25% | 38.89% |
| Win Week % | 46.15% | 52.63% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |