| Metric | 4044131:ethusd:double_slow_high_gx:lsma40_30 | 4044131:ETHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | -21.69% | 51.64% |
| Max Drawdown | -51.61% | -63.95% |
| Sharpe | -0.16 | 0.4 |
| Sortino | -0.25 | 0.58 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | 0.85 | 1.1 |
| CPC Index | 0.46 | 0.63 |
| Tail Ratio | 0.89 | 1.03 |
| Outlier Win Ratio | 19.83 | 3.26 |
| Outlier Loss Ratio | 4.71 | 3.49 |
| Volatility (ann.) | 18.58% | 35.79% |
| R^2 | 0.26 | 0.26 |
| Calmar | -0.33 | 0.59 |
| Skew | 3.36 | 0.3 |
| Kurtosis | 66.61 | 10.48 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -1.43% | 2.48% |
| Expected Yearly % | -11.51% | 23.14% |
| Kelly Criterion | -8.92% | 8.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -3.04% |
| Expected Shortfall (cVaR) | -1.61% | -3.04% |
| Year | 4044131:ETHUSD | 4044131:ethusd:double_slow_high_gx:lsma40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 14.91 | 2.96 | 0.20 | - |
| 2025 | 31.97 | -23.94 | -0.75 | - |
| Metric | 4044131:ethusd:double_slow_high_gx:lsma40_30 | 4044131:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 1.49% | 73.76% |
| 6M | -10.42% | 98.28% |
| YTD | -23.94% | 31.97% |
| 1Y | -31.17% | 74.9% |
| 3Y (ann.) | -17.19% | 37.89% |
| 5Y (ann.) | -17.19% | 37.89% |
| Metric | 4044131:ethusd:double_slow_high_gx:lsma40_30 | 4044131:ETHUSD |
|---|---|---|
| Max Drawdown | -51.61% | -63.95% |
| Longest DD Days | 465.0 | 235.0 |
| Avg. Drawdown | -10.34% | -11.38% |
| Avg. Drawdown Days | 78.0 | 31.0 |
| Recovery Factor | -0.42 | 0.81 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2025-09-01 | -51.61 | 465 |
| 2024-05-18 | 2024-05-20 | -3.74 | 2 |
| 2024-05-16 | 2024-05-17 | -2.95 | 1 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| 2024-05-21 | 2024-05-21 | -0.81 | 0 |
| 2024-05-21 | 2024-05-21 | -0.43 | 0 |
| Metric | 4044131:ethusd:double_slow_high_gx:lsma40_30 | 4044131:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 17.17% | 27.26% |
| Worst Week | -13.74% | -20.52% |
| Best Month | 25.07% | 48.75% |
| Worst Month | -15.25% | -32.24% |
| Best Year | 2.96% | 31.97% |
| Worst Year | -23.94% | 14.91% |
| Avg. Up Day | 1.22% | 1.24% |
| Avg. Down Day | -1.04% | -1.05% |
| Avg. Up Week | 5.72% | 10.06% |
| Avg. Down Week | -4.82% | -6.83% |
| Avg. Up Month | 16.7% | 34.2% |
| Avg. Down Month | -8.51% | -11.03% |
| Win Days % | 41.19% | 50.79% |
| Win Month % | 31.25% | 41.18% |
| Win Week % | 37.5% | 55.71% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |