| Metric | 3699405:ethusd:double_slow_high_gx:sma110_85 | 3699405:ETHUSD |
|---|---|---|
| Time in Market | 71.0% | 100.0% |
| Cumulative Return | -17.66% | -30.41% |
| Max Drawdown | -50.42% | -53.48% |
| Sharpe | -0.1 | -0.24 |
| Sortino | -0.14 | -0.35 |
| Payoff Ratio | 0.95 | 0.86 |
| Profit Factor | 0.98 | 0.96 |
| Common Sense Ratio | 0.93 | 0.93 |
| CPC Index | 0.46 | 0.42 |
| Tail Ratio | 0.95 | 0.96 |
| Outlier Win Ratio | 7.91 | 4.31 |
| Outlier Loss Ratio | 3.38 | 3.1 |
| Volatility (ann.) | 57.15% | 69.03% |
| R^2 | 0.69 | 0.69 |
| Calmar | -0.39 | -0.62 |
| Skew | 0.91 | 0.55 |
| Kurtosis | 9.69 | 4.45 |
| Expected Daily % | -0.06% | -0.11% |
| Expected Monthly % | -1.75% | -3.24% |
| Expected Yearly % | -9.26% | -16.58% |
| Kelly Criterion | -3.41% | -5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.94% | -5.99% |
| Expected Shortfall (cVaR) | -4.94% | -5.99% |
| Year | 3699405:ETHUSD | 3699405:ethusd:double_slow_high_gx:sma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.13 | 22.19 | 1.83 | + |
| 2025 | -37.94 | -32.62 | 0.86 | + |
| Metric | 3699405:ethusd:double_slow_high_gx:sma110_85 | 3699405:ETHUSD |
|---|---|---|
| MTD | -7.58% | -7.58% |
| 3M | -31.55% | -36.96% |
| 6M | -38.15% | -19.92% |
| YTD | -32.62% | -37.94% |
| 1Y | -17.66% | -30.41% |
| 3Y (ann.) | -19.45% | -33.2% |
| 5Y (ann.) | -19.45% | -33.2% |
| Metric | 3699405:ethusd:double_slow_high_gx:sma110_85 | 3699405:ETHUSD |
|---|---|---|
| Max Drawdown | -50.42% | -53.48% |
| Longest DD Days | 111.0 | 192.0 |
| Avg. Drawdown | -12.56% | -21.25% |
| Avg. Drawdown Days | 39.0 | 63.0 |
| Recovery Factor | -0.35 | -0.57 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-03-25 | -50.42 | 111 |
| 2024-08-25 | 2024-11-27 | -19.67 | 94 |
| 2024-05-28 | 2024-08-08 | -8.74 | 72 |
| 2024-05-06 | 2024-05-20 | -8.17 | 14 |
| 2024-08-09 | 2024-08-12 | -4.85 | 3 |
| 2024-08-13 | 2024-08-23 | -4.46 | 10 |
| 2024-11-28 | 2024-11-30 | -2.50 | 2 |
| 2024-05-22 | 2024-05-26 | -1.65 | 4 |
| Metric | 3699405:ethusd:double_slow_high_gx:sma110_85 | 3699405:ETHUSD |
|---|---|---|
| Best Day | 19.2% | 19.2% |
| Worst Day | -14.77% | -14.77% |
| Best Week | 20.47% | 20.47% |
| Worst Week | -20.52% | -20.52% |
| Best Month | 26.54% | 47.37% |
| Worst Month | -26.42% | -32.24% |
| Best Year | 22.19% | 12.13% |
| Worst Year | -32.62% | -37.94% |
| Avg. Up Day | 2.45% | 2.46% |
| Avg. Down Day | -2.57% | -2.87% |
| Avg. Up Week | 5.74% | 6.16% |
| Avg. Down Week | -7.42% | -8.01% |
| Avg. Up Month | 13.45% | 25.81% |
| Avg. Down Month | -11.12% | -11.91% |
| Win Days % | 49.57% | 51.22% |
| Win Month % | 50.0% | 27.27% |
| Win Week % | 56.41% | 51.02% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |