| Metric | 3484612:ethusd:double_slow_high_gx:zlema130_35 | 3484612:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 30.53% | 25.11% |
| Max Drawdown | -31.95% | -63.95% |
| Sharpe | 0.36 | 0.29 |
| Sortino | 0.61 | 0.42 |
| Payoff Ratio | 1.31 | 1.3 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | 1.22 | 1.08 |
| CPC Index | 0.61 | 0.69 |
| Tail Ratio | 1.09 | 1.03 |
| Outlier Win Ratio | 21.6 | 3.26 |
| Outlier Loss Ratio | 4.81 | 3.31 |
| Volatility (ann.) | 16.76% | 35.45% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.65 | 0.27 |
| Skew | 3.92 | 0.27 |
| Kurtosis | 73.52 | 10.11 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.49% | 1.25% |
| Expected Yearly % | 14.25% | 11.85% |
| Kelly Criterion | -2.97% | 12.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -3.02% |
| Expected Shortfall (cVaR) | -1.43% | -3.02% |
| Year | 3484612:ETHUSD | 3484612:ethusd:double_slow_high_gx:zlema130_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.20 | 22.47 | -4.33 | + |
| 2025 | 31.97 | 6.58 | 0.21 | - |
| Metric | 3484612:ethusd:double_slow_high_gx:zlema130_35 | 3484612:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 11.52% | 73.76% |
| 6M | 41.71% | 98.28% |
| YTD | 6.58% | 31.97% |
| 1Y | 32.06% | 74.9% |
| 3Y (ann.) | 20.65% | 17.1% |
| 5Y (ann.) | 20.65% | 17.1% |
| Metric | 3484612:ethusd:double_slow_high_gx:zlema130_35 | 3484612:ETHUSD |
|---|---|---|
| Max Drawdown | -31.95% | -63.95% |
| Longest DD Days | 192.0 | 235.0 |
| Avg. Drawdown | -5.74% | -13.99% |
| Avg. Drawdown Days | 24.0 | 36.0 |
| Recovery Factor | 0.96 | 0.39 |
| Ulcer Index | 1.03 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-18 | -31.95 | 192 |
| 2024-04-09 | 2024-05-23 | -21.95 | 44 |
| 2024-07-17 | 2024-09-23 | -9.85 | 67 |
| 2024-11-12 | 2024-12-05 | -8.37 | 23 |
| 2024-10-21 | 2024-11-09 | -8.14 | 19 |
| 2024-05-23 | 2024-07-15 | -7.56 | 53 |
| 2025-07-21 | 2025-08-13 | -4.91 | 23 |
| 2025-08-14 | 2025-09-01 | -4.40 | 18 |
| 2025-07-18 | 2025-07-21 | -3.85 | 3 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| Metric | 3484612:ethusd:double_slow_high_gx:zlema130_35 | 3484612:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 19.36% | 27.26% |
| Worst Week | -11.76% | -20.52% |
| Best Month | 23.01% | 48.75% |
| Worst Month | -16.46% | -32.24% |
| Best Year | 22.47% | 31.97% |
| Worst Year | 6.58% | -5.2% |
| Avg. Up Day | 1.31% | 1.33% |
| Avg. Down Day | -1.0% | -1.02% |
| Avg. Up Week | 6.4% | 10.79% |
| Avg. Down Week | -4.48% | -7.15% |
| Avg. Up Month | 14.03% | 30.7% |
| Avg. Down Month | -9.61% | -12.45% |
| Win Days % | 41.55% | 50.56% |
| Win Month % | 62.5% | 38.89% |
| Win Week % | 50.98% | 52.63% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |