| Metric | 3696751:ethusd:double_slow_high_gx:hma110_50 | 3696751:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 222.31% | -25.66% |
| Max Drawdown | -20.4% | -64.26% |
| Sharpe | 1.39 | 0.19 |
| Sortino | 2.52 | 0.28 |
| Payoff Ratio | 1.32 | 1.28 |
| Profit Factor | 1.5 | 1.03 |
| Common Sense Ratio | 2.02 | 0.98 |
| CPC Index | 0.98 | 0.66 |
| Tail Ratio | 1.35 | 0.95 |
| Outlier Win Ratio | 19.47 | 3.5 |
| Outlier Loss Ratio | 4.18 | 3.01 |
| Volatility (ann.) | 32.92% | 68.65% |
| R^2 | 0.23 | 0.23 |
| Calmar | 2.44 | -0.15 |
| Skew | 2.39 | 0.1 |
| Kurtosis | 23.63 | 4.59 |
| Expected Daily % | 0.11% | -0.03% |
| Expected Monthly % | 3.4% | -0.84% |
| Expected Yearly % | 33.99% | -7.15% |
| Kelly Criterion | 11.16% | 11.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.71% | -5.87% |
| Expected Shortfall (cVaR) | -2.71% | -5.87% |
| Year | 3696751:ETHUSD | 3696751:ethusd:double_slow_high_gx:hma110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.01 | 48.28 | -0.85 | + |
| 2023 | 91.16 | 57.87 | 0.63 | - |
| 2024 | 45.75 | 37.69 | 0.82 | - |
| 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% | -40.16% |
| 3Y (ann.) | 49.8% | -9.73% |
| 5Y (ann.) | 49.8% | -9.73% |
| Metric | 3696751:ethusd:double_slow_high_gx:hma110_50 | 3696751:ETHUSD |
|---|---|---|
| Max Drawdown | -20.4% | -64.26% |
| Longest DD Days | 193.0 | 651.0 |
| Avg. Drawdown | -5.86% | -15.95% |
| Avg. Drawdown Days | 33.0 | 130.0 |
| Recovery Factor | 10.9 | -0.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2024-12-08 | -20.40 | 71 |
| 2022-07-08 | 2022-07-16 | -16.15 | 8 |
| 2022-07-29 | 2022-10-26 | -12.73 | 89 |
| 2022-11-05 | 2023-01-11 | -12.47 | 67 |
| 2023-04-17 | 2023-10-25 | -11.74 | 191 |
| 2024-03-12 | 2024-09-21 | -11.46 | 193 |
| 2023-12-09 | 2024-02-25 | -10.89 | 78 |
| 2022-07-25 | 2022-07-27 | -9.87 | 2 |
| 2024-12-09 | 2025-03-25 | -9.56 | 106 |
| 2023-11-10 | 2023-12-07 | -7.85 | 27 |
| Metric | 3696751:ethusd:double_slow_high_gx:hma110_50 | 3696751:ETHUSD |
|---|---|---|
| Best Day | 18.15% | 19.2% |
| Worst Day | -9.87% | -17.59% |
| Best Week | 24.75% | 25.43% |
| Worst Week | -12.46% | -34.61% |
| Best Month | 45.77% | 56.93% |
| Worst Month | -17.06% | -44.86% |
| Best Year | 57.87% | 91.16% |
| Worst Year | 0.0% | -57.01% |
| Avg. Up Day | 2.66% | 2.67% |
| Avg. Down Day | -2.02% | -2.09% |
| Avg. Up Week | 7.62% | 9.42% |
| Avg. Down Week | -5.47% | -7.45% |
| Avg. Up Month | 14.87% | 21.47% |
| Avg. Down Month | -8.26% | -8.38% |
| Win Days % | 49.5% | 50.28% |
| Win Month % | 65.22% | 48.57% |
| Win Week % | 57.89% | 50.97% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |