| Metric | 4044131:ethusd:double_slow_high_gx:lsma40_30 | 4044131:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 37.31% | 57.42% |
| Max Drawdown | -51.61% | -67.77% |
| Sharpe | 0.22 | 0.27 |
| Sortino | 0.35 | 0.39 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.07 | 1.04 |
| Common Sense Ratio | 1.16 | 1.05 |
| CPC Index | 0.55 | 0.62 |
| Tail Ratio | 1.09 | 1.01 |
| Outlier Win Ratio | 19.5 | 3.78 |
| Outlier Loss Ratio | 4.83 | 3.77 |
| Volatility (ann.) | 18.95% | 34.1% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.19 | 0.22 |
| Skew | 2.29 | 0.22 |
| Kurtosis | 43.31 | 8.9 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.78% | 1.11% |
| Expected Yearly % | 8.25% | 12.01% |
| Kelly Criterion | -4.28% | 8.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -2.91% |
| Expected Shortfall (cVaR) | -1.62% | -2.91% |
| Year | 4044131:ETHUSD | 4044131:ethusd:double_slow_high_gx:lsma40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.19 | 11.08 | -0.19 | + |
| 2023 | 91.16 | 36.95 | 0.41 | - |
| 2024 | 45.75 | 18.67 | 0.41 | - |
| 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.) | 10.54% | 41.37% |
| 5Y (ann.) | 9.99% | 14.59% |
| Metric | 4044131:ethusd:double_slow_high_gx:lsma40_30 | 4044131:ETHUSD |
|---|---|---|
| Max Drawdown | -51.61% | -67.77% |
| Longest DD Days | 465.0 | 655.0 |
| Avg. Drawdown | -7.08% | -11.81% |
| Avg. Drawdown Days | 33.0 | 75.0 |
| Recovery Factor | 0.72 | 0.85 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2025-09-01 | -51.61 | 465 |
| 2022-05-05 | 2022-07-18 | -36.71 | 74 |
| 2023-03-02 | 2023-10-24 | -21.78 | 236 |
| 2022-09-21 | 2022-11-15 | -18.82 | 54 |
| 2024-04-22 | 2024-05-20 | -10.47 | 28 |
| 2023-11-10 | 2023-12-04 | -9.78 | 23 |
| 2024-01-11 | 2024-02-14 | -8.98 | 33 |
| 2022-08-25 | 2022-09-10 | -8.67 | 16 |
| 2022-07-19 | 2022-08-13 | -8.61 | 25 |
| 2022-11-15 | 2022-11-30 | -6.92 | 14 |
| Metric | 4044131:ethusd:double_slow_high_gx:lsma40_30 | 4044131:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -10.54% | -14.0% |
| Best Week | 24.41% | 27.26% |
| Worst Week | -13.74% | -34.61% |
| Best Month | 29.39% | 56.93% |
| Worst Month | -18.89% | -44.86% |
| Best Year | 36.95% | 91.16% |
| Worst Year | -23.94% | -57.19% |
| Avg. Up Day | 1.24% | 1.25% |
| Avg. Down Day | -1.04% | -1.07% |
| Avg. Up Week | 5.71% | 9.88% |
| Avg. Down Week | -3.43% | -6.54% |
| Avg. Up Month | 10.86% | 21.07% |
| Avg. Down Month | -7.8% | -14.87% |
| Win Days % | 43.2% | 50.5% |
| Win Month % | 55.0% | 51.22% |
| Win Week % | 41.25% | 52.81% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |