| Metric | 3699405:ethusd:double_slow_high_gx:sma110_85 | 3699405:ETHUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 332.89% | -32.83% |
| Max Drawdown | -50.42% | -67.71% |
| Sharpe | 1.25 | 0.15 |
| Sortino | 2.05 | 0.21 |
| Payoff Ratio | 1.16 | 1.07 |
| Profit Factor | 1.29 | 1.02 |
| Common Sense Ratio | 1.54 | 0.97 |
| CPC Index | 0.77 | 0.55 |
| Tail Ratio | 1.19 | 0.94 |
| Outlier Win Ratio | 9.39 | 3.99 |
| Outlier Loss Ratio | 3.96 | 3.5 |
| Volatility (ann.) | 50.18% | 68.73% |
| R^2 | 0.54 | 0.54 |
| Calmar | 1.29 | -0.19 |
| Skew | 1.12 | 0.09 |
| Kurtosis | 10.52 | 4.53 |
| Expected Daily % | 0.14% | -0.04% |
| Expected Monthly % | 4.15% | -1.1% |
| Expected Yearly % | 44.24% | -9.47% |
| Kelly Criterion | 10.06% | 3.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.15% | -5.89% |
| Expected Shortfall (cVaR) | -4.15% | -5.89% |
| Year | 3699405:ETHUSD | 3699405:ethusd:double_slow_high_gx:sma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.16 | 79.93 | -1.31 | + |
| 2023 | 91.16 | 96.58 | 1.06 | + |
| 2024 | 45.75 | 81.62 | 1.78 | + |
| 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 | -19.04% | -40.16% |
| 3Y (ann.) | 64.85% | -12.69% |
| 5Y (ann.) | 64.85% | -12.69% |
| Metric | 3699405:ethusd:double_slow_high_gx:sma110_85 | 3699405:ETHUSD |
|---|---|---|
| Max Drawdown | -50.42% | -67.71% |
| Longest DD Days | 192.0 | 675.0 |
| Avg. Drawdown | -6.68% | -21.09% |
| Avg. Drawdown Days | 22.0 | 176.0 |
| Recovery Factor | 6.6 | -0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-03-25 | -50.42 | 111 |
| 2024-03-12 | 2024-05-20 | -22.36 | 69 |
| 2024-08-25 | 2024-11-27 | -19.67 | 94 |
| 2022-08-15 | 2023-01-14 | -18.34 | 152 |
| 2022-06-26 | 2022-07-16 | -16.43 | 20 |
| 2024-01-12 | 2024-02-12 | -15.32 | 31 |
| 2023-04-17 | 2023-10-26 | -13.03 | 192 |
| 2023-01-21 | 2023-03-17 | -10.36 | 55 |
| 2022-07-25 | 2022-07-27 | -9.87 | 2 |
| 2023-11-10 | 2023-12-02 | -8.84 | 22 |
| Metric | 3699405:ethusd:double_slow_high_gx:sma110_85 | 3699405:ETHUSD |
|---|---|---|
| Best Day | 19.2% | 19.2% |
| Worst Day | -14.77% | -17.59% |
| Best Week | 24.75% | 25.43% |
| Worst Week | -20.52% | -34.61% |
| Best Month | 56.93% | 56.93% |
| Worst Month | -26.42% | -44.86% |
| Best Year | 96.58% | 91.16% |
| Worst Year | -32.62% | -61.16% |
| Avg. Up Day | 2.6% | 2.61% |
| Avg. Down Day | -2.24% | -2.43% |
| Avg. Up Week | 7.29% | 7.69% |
| Avg. Down Week | -5.97% | -6.63% |
| Avg. Up Month | 15.98% | 19.39% |
| Avg. Down Month | -6.88% | -11.79% |
| Win Days % | 51.66% | 50.14% |
| Win Month % | 65.52% | 47.22% |
| Win Week % | 60.61% | 50.32% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |