| Metric | 4044208:ethusd:double_slow_high_gx:lsma220_35 | 4044208:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 19.53% | -45.1% |
| Max Drawdown | -28.16% | -63.27% |
| Sharpe | 0.37 | -0.28 |
| Sortino | 0.62 | -0.39 |
| Payoff Ratio | 1.32 | 1.3 |
| Profit Factor | 1.12 | 0.95 |
| Common Sense Ratio | 1.37 | 0.91 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.22 | 0.95 |
| Outlier Win Ratio | 18.39 | 3.1 |
| Outlier Loss Ratio | 5.04 | 3.39 |
| Volatility (ann.) | 17.47% | 35.89% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.78 | -0.77 |
| Skew | 4.4 | 0.0 |
| Kurtosis | 89.84 | 11.89 |
| Expected Daily % | 0.01% | -0.05% |
| Expected Monthly % | 1.5% | -4.87% |
| Expected Yearly % | 9.33% | -25.9% |
| Kelly Criterion | -1.46% | 9.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -3.12% |
| Expected Shortfall (cVaR) | -1.49% | -3.12% |
| Year | 4044208:ETHUSD | 4044208:ethusd:double_slow_high_gx:lsma220_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 14.91 | 64.13 | 4.30 | + |
| 2025 | -52.22 | -27.17 | 0.52 | + |
| Metric | 4044208:ethusd:double_slow_high_gx:lsma220_35 | 4044208:ETHUSD |
|---|---|---|
| MTD | -7.73% | -12.66% |
| 3M | -27.17% | -56.23% |
| 6M | -9.44% | -34.78% |
| YTD | -27.17% | -52.22% |
| 1Y | 19.53% | -45.1% |
| 3Y (ann.) | 22.04% | -48.79% |
| 5Y (ann.) | 22.04% | -48.79% |
| Metric | 4044208:ethusd:double_slow_high_gx:lsma220_35 | 4044208:ETHUSD |
|---|---|---|
| Max Drawdown | -28.16% | -63.27% |
| Longest DD Days | 122.0 | 191.0 |
| Avg. Drawdown | -4.03% | -13.68% |
| Avg. Drawdown Days | 14.0 | 32.0 |
| Recovery Factor | 0.69 | -0.71 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-08 | -28.16 | 122 |
| 2024-05-23 | 2024-07-15 | -9.41 | 53 |
| 2024-07-29 | 2024-09-20 | -9.15 | 52 |
| 2024-11-10 | 2024-11-21 | -5.77 | 11 |
| 2024-11-23 | 2024-12-04 | -5.64 | 11 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-07-17 | 2024-07-29 | -3.57 | 11 |
| 2024-09-23 | 2024-10-14 | -3.56 | 20 |
| 2024-05-18 | 2024-05-20 | -3.47 | 2 |
| 2024-10-21 | 2024-11-09 | -3.11 | 19 |
| Metric | 4044208:ethusd:double_slow_high_gx:lsma220_35 | 4044208:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.64% | -14.0% |
| Best Week | 19.36% | 20.47% |
| Worst Week | -9.41% | -20.52% |
| Best Month | 22.56% | 47.37% |
| Worst Month | -12.36% | -32.24% |
| Best Year | 64.13% | 14.91% |
| Worst Year | -27.17% | -52.22% |
| Avg. Up Day | 1.26% | 1.27% |
| Avg. Down Day | -0.95% | -0.98% |
| Avg. Up Week | 5.85% | 9.09% |
| Avg. Down Week | -3.31% | -7.85% |
| Avg. Up Month | 13.62% | 26.85% |
| Avg. Down Month | -9.49% | -13.62% |
| Win Days % | 42.2% | 49.16% |
| Win Month % | 66.67% | 25.0% |
| Win Week % | 45.16% | 46.94% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |