| Metric | 3696751:ethusd:double_slow_high_gx:hma110_50 | 3696751:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 2.37% | -30.41% |
| Max Drawdown | -20.4% | -53.48% |
| Sharpe | 0.23 | -0.24 |
| Sortino | 0.35 | -0.35 |
| Payoff Ratio | 1.14 | 1.14 |
| Profit Factor | 1.07 | 0.96 |
| Common Sense Ratio | 1.1 | 0.93 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.03 | 0.96 |
| Outlier Win Ratio | 27.23 | 3.58 |
| Outlier Loss Ratio | 3.48 | 2.35 |
| Volatility (ann.) | 27.14% | 69.03% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.13 | -0.62 |
| Skew | 1.06 | 0.55 |
| Kurtosis | 14.55 | 4.45 |
| Expected Daily % | 0.01% | -0.11% |
| Expected Monthly % | 0.21% | -3.24% |
| Expected Yearly % | 1.18% | -16.58% |
| Kelly Criterion | -2.78% | 8.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.32% | -5.99% |
| Expected Shortfall (cVaR) | -2.32% | -5.99% |
| Year | 3696751:ETHUSD | 3696751:ethusd:double_slow_high_gx:hma110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.13 | 2.37 | 0.20 | - |
| 2025 | -37.94 | 0.00 | -0.00 | + |
| Metric | 3696751:ethusd:double_slow_high_gx:hma110_50 | 3696751:ETHUSD |
|---|---|---|
| MTD | 0.0% | -7.58% |
| 3M | 0.0% | -36.96% |
| 6M | -5.52% | -19.92% |
| YTD | 0.0% | -37.94% |
| 1Y | 2.37% | -30.41% |
| 3Y (ann.) | 2.64% | -33.2% |
| 5Y (ann.) | 2.64% | -33.2% |
| Metric | 3696751:ethusd:double_slow_high_gx:hma110_50 | 3696751:ETHUSD |
|---|---|---|
| Max Drawdown | -20.4% | -53.48% |
| Longest DD Days | 115.0 | 192.0 |
| Avg. Drawdown | -6.13% | -21.25% |
| Avg. Drawdown Days | 43.0 | 63.0 |
| Recovery Factor | 0.12 | -0.57 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2024-12-08 | -20.40 | 71 |
| 2024-12-09 | 2025-03-25 | -9.56 | 106 |
| 2024-05-28 | 2024-09-20 | -7.31 | 115 |
| 2024-09-25 | 2024-09-27 | -2.79 | 2 |
| 2024-05-24 | 2024-05-26 | -1.43 | 2 |
| 2024-09-22 | 2024-09-23 | -1.23 | 1 |
| 2024-05-22 | 2024-05-23 | -0.18 | 1 |
| Metric | 3696751:ethusd:double_slow_high_gx:hma110_50 | 3696751:ETHUSD |
|---|---|---|
| Best Day | 10.06% | 19.2% |
| Worst Day | -7.32% | -14.77% |
| Best Week | 8.61% | 20.47% |
| Worst Week | -12.46% | -20.52% |
| Best Month | 23.27% | 47.37% |
| Worst Month | -17.06% | -32.24% |
| Best Year | 2.37% | 12.13% |
| Worst Year | 0.0% | -37.94% |
| Avg. Up Day | 2.32% | 2.32% |
| Avg. Down Day | -2.04% | -2.04% |
| Avg. Up Week | 4.29% | 7.86% |
| Avg. Down Week | -8.74% | -6.88% |
| Avg. Up Month | 10.8% | 25.81% |
| Avg. Down Month | -12.69% | -6.73% |
| Win Days % | 45.35% | 51.22% |
| Win Month % | 66.67% | 27.27% |
| Win Week % | 62.5% | 51.02% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |