| Metric | 3484595:ethusd:double_slow_high_gx:zlema45_35 | 3484595:ETHUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 42.81% | 50.51% |
| Max Drawdown | -63.44% | -67.77% |
| Sharpe | 0.23 | 0.26 |
| Sortino | 0.36 | 0.37 |
| Payoff Ratio | 1.16 | 1.12 |
| Profit Factor | 1.06 | 1.04 |
| Common Sense Ratio | 1.15 | 1.04 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 16.52 | 3.8 |
| Outlier Loss Ratio | 4.91 | 3.77 |
| Volatility (ann.) | 19.4% | 34.08% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.18 | 0.19 |
| Skew | 1.84 | 0.22 |
| Kurtosis | 34.3 | 8.89 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.85% | 0.98% |
| Expected Yearly % | 9.32% | 10.76% |
| Kelly Criterion | -3.3% | 6.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -2.91% |
| Expected Shortfall (cVaR) | -1.66% | -2.91% |
| Year | 3484595:ETHUSD | 3484595:ethusd:double_slow_high_gx:zlema45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.07 | 10.98 | -0.19 | + |
| 2023 | 91.16 | 45.18 | 0.50 | - |
| 2024 | 45.75 | 47.50 | 1.04 | + |
| 2025 | 31.97 | -39.91 | -1.25 | - |
| Metric | 3484595:ethusd:double_slow_high_gx:zlema45_35 | 3484595:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 7.2% | 73.76% |
| 6M | -21.12% | 98.28% |
| YTD | -39.91% | 31.97% |
| 1Y | -43.82% | 74.9% |
| 3Y (ann.) | 11.98% | 41.37% |
| 5Y (ann.) | 11.24% | 13.0% |
| Metric | 3484595:ethusd:double_slow_high_gx:zlema45_35 | 3484595:ETHUSD |
|---|---|---|
| Max Drawdown | -63.44% | -67.77% |
| Longest DD Days | 293.0 | 655.0 |
| Avg. Drawdown | -6.21% | -12.18% |
| Avg. Drawdown Days | 27.0 | 75.0 |
| Recovery Factor | 0.67 | 0.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-09-01 | -63.44 | 293 |
| 2022-05-18 | 2022-07-16 | -31.74 | 59 |
| 2023-02-16 | 2023-10-24 | -19.02 | 249 |
| 2022-07-20 | 2022-11-15 | -18.50 | 117 |
| 2024-07-17 | 2024-11-11 | -18.11 | 117 |
| 2024-04-24 | 2024-05-20 | -14.90 | 26 |
| 2022-11-15 | 2023-01-11 | -11.89 | 57 |
| 2024-05-23 | 2024-07-15 | -11.20 | 53 |
| 2023-12-06 | 2024-01-10 | -10.02 | 35 |
| 2023-01-16 | 2023-02-16 | -8.08 | 30 |
| Metric | 3484595:ethusd:double_slow_high_gx:zlema45_35 | 3484595:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -10.09% | -14.0% |
| Best Week | 21.84% | 27.26% |
| Worst Week | -17.67% | -34.61% |
| Best Month | 22.31% | 56.93% |
| Worst Month | -24.5% | -44.86% |
| Best Year | 47.5% | 91.16% |
| Worst Year | -39.91% | -59.07% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -1.0% | -1.04% |
| Avg. Up Week | 5.79% | 10.37% |
| Avg. Down Week | -3.83% | -6.06% |
| Avg. Up Month | 11.77% | 24.02% |
| Avg. Down Month | -9.25% | -12.74% |
| Win Days % | 44.61% | 50.5% |
| Win Month % | 55.0% | 50.0% |
| Win Week % | 46.15% | 52.51% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |