| Metric | 3484579:ethusd:double_slow_high_gx:zlema130_30 | 3484579:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 160.35% | 83.14% |
| Max Drawdown | -36.75% | -64.23% |
| Sharpe | 0.5 | 0.3 |
| Sortino | 0.86 | 0.44 |
| Payoff Ratio | 1.29 | 1.28 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.4 | 1.06 |
| CPC Index | 0.65 | 0.68 |
| Tail Ratio | 1.21 | 1.01 |
| Outlier Win Ratio | 19.95 | 3.67 |
| Outlier Loss Ratio | 5.01 | 3.54 |
| Volatility (ann.) | 17.27% | 33.97% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.91 | 0.31 |
| Skew | 3.28 | 0.22 |
| Kurtosis | 48.32 | 9.0 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.36% | 1.49% |
| Expected Yearly % | 27.03% | 16.33% |
| Kelly Criterion | -0.75% | 12.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.9% |
| Expected Shortfall (cVaR) | -1.46% | -2.9% |
| Year | 3484579:ETHUSD | 3484579:ethusd:double_slow_high_gx:zlema130_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.19 | 47.57 | -0.95 | + |
| 2023 | 91.16 | 16.59 | 0.18 | - |
| 2024 | 45.75 | 49.11 | 1.07 | + |
| 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.) | 22.59% | 41.37% |
| 5Y (ann.) | 33.49% | 20.04% |
| Metric | 3484579:ethusd:double_slow_high_gx:zlema130_30 | 3484579:ETHUSD |
|---|---|---|
| Max Drawdown | -36.75% | -64.23% |
| Longest DD Days | 351.0 | 609.0 |
| Avg. Drawdown | -6.03% | -9.41% |
| Avg. Drawdown Days | 25.0 | 54.0 |
| Recovery Factor | 4.36 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-07-18 | -36.75 | 181 |
| 2022-05-31 | 2022-07-14 | -23.99 | 44 |
| 2023-03-14 | 2024-02-29 | -23.53 | 351 |
| 2024-03-08 | 2024-05-23 | -22.05 | 75 |
| 2024-11-10 | 2025-01-03 | -14.70 | 54 |
| 2022-05-18 | 2022-05-30 | -12.35 | 12 |
| 2022-07-20 | 2022-07-28 | -12.25 | 8 |
| 2022-12-03 | 2023-01-11 | -9.85 | 39 |
| 2024-10-21 | 2024-11-09 | -9.44 | 19 |
| 2022-09-11 | 2022-10-25 | -8.97 | 44 |
| 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% | -34.61% |
| Best Month | 63.5% | 56.93% |
| Worst Month | -15.24% | -44.86% |
| Best Year | 49.11% | 91.16% |
| Worst Year | 1.48% | -50.19% |
| Avg. Up Day | 1.21% | 1.22% |
| Avg. Down Day | -0.94% | -0.95% |
| Avg. Up Week | 6.58% | 10.55% |
| Avg. Down Week | -3.61% | -5.67% |
| Avg. Up Month | 15.32% | 24.62% |
| Avg. Down Month | -7.68% | -12.02% |
| Win Days % | 43.31% | 50.57% |
| Win Month % | 53.85% | 51.22% |
| Win Week % | 43.08% | 53.11% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |