| Metric | 3483036:ethusd:double_slow_high_gx:kama180_45 | 3483036:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 335.07% | 139.11% |
| Max Drawdown | -29.06% | -64.23% |
| Sharpe | 0.8 | 0.37 |
| Sortino | 1.33 | 0.54 |
| Payoff Ratio | 1.17 | 1.19 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.44 | 1.1 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.15 | 1.04 |
| Outlier Win Ratio | 19.88 | 3.64 |
| Outlier Loss Ratio | 4.26 | 3.52 |
| Volatility (ann.) | 15.96% | 33.29% |
| R^2 | 0.23 | 0.23 |
| Calmar | 2.03 | 0.49 |
| Skew | 1.73 | 0.28 |
| Kurtosis | 18.55 | 8.93 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.84% | 2.26% |
| Expected Yearly % | 44.42% | 24.35% |
| Kelly Criterion | 6.09% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.83% |
| Expected Shortfall (cVaR) | -1.34% | -2.83% |
| Year | 3483036:ETHUSD | 3483036:ethusd:double_slow_high_gx:kama180_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.63 | 28.28 | -0.84 | + |
| 2023 | 91.16 | 4.45 | 0.05 | - |
| 2024 | 45.75 | 87.81 | 1.92 | + |
| 2025 | 29.29 | 72.90 | 2.49 | + |
| Metric | 3483036:ethusd:double_slow_high_gx:kama180_45 | 3483036:ETHUSD |
|---|---|---|
| MTD | 3.34% | 16.43% |
| 3M | 30.43% | 66.69% |
| 6M | 72.9% | 63.56% |
| YTD | 72.9% | 29.29% |
| 1Y | 131.46% | 65.02% |
| 3Y (ann.) | 51.42% | 32.39% |
| 5Y (ann.) | 58.89% | 31.59% |
| Metric | 3483036:ethusd:double_slow_high_gx:kama180_45 | 3483036:ETHUSD |
|---|---|---|
| Max Drawdown | -29.06% | -64.23% |
| Longest DD Days | 318.0 | 515.0 |
| Avg. Drawdown | -5.11% | -9.61% |
| Avg. Drawdown Days | 27.0 | 40.0 |
| Recovery Factor | 11.53 | 2.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-14 | 2024-02-26 | -29.06 | 318 |
| 2024-11-12 | 2024-12-04 | -15.62 | 22 |
| 2024-05-27 | 2024-11-07 | -15.57 | 164 |
| 2023-01-21 | 2023-04-14 | -14.25 | 83 |
| 2022-07-22 | 2022-08-10 | -12.78 | 19 |
| 2024-12-06 | 2025-05-08 | -10.19 | 153 |
| 2025-05-14 | 2025-07-10 | -9.95 | 57 |
| 2025-07-21 | 2025-08-11 | -7.83 | 20 |
| 2022-08-13 | 2022-10-29 | -7.78 | 76 |
| 2022-10-29 | 2023-01-11 | -7.12 | 74 |
| Metric | 3483036:ethusd:double_slow_high_gx:kama180_45 | 3483036:ETHUSD |
|---|---|---|
| Best Day | 7.85% | 16.51% |
| Worst Day | -5.12% | -14.0% |
| Best Week | 19.96% | 27.26% |
| Worst Week | -8.25% | -34.61% |
| Best Month | 33.34% | 56.93% |
| Worst Month | -11.99% | -40.58% |
| Best Year | 87.81% | 91.16% |
| Worst Year | 4.45% | -33.63% |
| Avg. Up Day | 1.17% | 1.17% |
| Avg. Down Day | -1.0% | -0.99% |
| Avg. Up Week | 7.21% | 11.11% |
| Avg. Down Week | -3.41% | -5.49% |
| Avg. Up Month | 11.53% | 22.58% |
| Avg. Down Month | -3.82% | -7.62% |
| Win Days % | 49.33% | 50.55% |
| Win Month % | 66.67% | 51.28% |
| Win Week % | 50.0% | 53.53% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 75.0% |