| Metric | 4044208:ethusd:double_slow_high_gx:lsma220_35 | 4044208:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 209.73% | 65.51% |
| Max Drawdown | -28.16% | -63.55% |
| Sharpe | 0.69 | 0.3 |
| Sortino | 1.23 | 0.44 |
| Payoff Ratio | 1.32 | 1.3 |
| Profit Factor | 1.24 | 1.05 |
| Common Sense Ratio | 1.54 | 1.06 |
| CPC Index | 0.73 | 0.69 |
| Tail Ratio | 1.24 | 1.01 |
| Outlier Win Ratio | 20.38 | 3.58 |
| Outlier Loss Ratio | 4.79 | 3.54 |
| Volatility (ann.) | 16.66% | 32.41% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.76 | 0.31 |
| Skew | 4.04 | 0.29 |
| Kurtosis | 61.15 | 9.56 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.28% | 1.45% |
| Expected Yearly % | 32.66% | 13.42% |
| Kelly Criterion | 2.55% | 11.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.76% |
| Expected Shortfall (cVaR) | -1.4% | -2.76% |
| Year | 4044208:ETHUSD | 4044208:ethusd:double_slow_high_gx:lsma220_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 24.32 | 120.97 | 4.97 | + |
| 2023 | 91.16 | 14.35 | 0.16 | - |
| 2024 | 45.75 | 68.32 | 1.49 | + |
| 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 | 2.49% | -53.92% |
| 3Y (ann.) | 49.63% | 19.67% |
| 5Y (ann.) | 49.63% | 19.67% |
| Metric | 4044208:ethusd:double_slow_high_gx:lsma220_35 | 4044208:ETHUSD |
|---|---|---|
| Max Drawdown | -28.16% | -63.55% |
| Longest DD Days | 394.0 | 392.0 |
| Avg. Drawdown | -3.87% | -7.45% |
| Avg. Drawdown Days | 17.0 | 24.0 |
| Recovery Factor | 7.45 | 1.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-08 | -28.16 | 122 |
| 2023-01-16 | 2024-02-14 | -19.99 | 394 |
| 2024-04-24 | 2024-05-20 | -17.62 | 26 |
| 2024-05-23 | 2024-07-15 | -9.41 | 53 |
| 2022-11-05 | 2023-01-12 | -9.25 | 68 |
| 2024-07-29 | 2024-09-20 | -9.15 | 52 |
| 2022-08-06 | 2022-10-23 | -8.42 | 78 |
| 2022-06-26 | 2022-07-04 | -6.79 | 8 |
| 2024-02-16 | 2024-02-27 | -6.65 | 11 |
| 2024-02-29 | 2024-03-06 | -6.44 | 5 |
| 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 | 23.38% | 27.36% |
| Worst Week | -9.92% | -21.87% |
| Best Month | 72.77% | 56.93% |
| Worst Month | -12.49% | -32.24% |
| Best Year | 120.97% | 91.16% |
| Worst Year | -27.17% | -52.22% |
| Avg. Up Day | 1.22% | 1.22% |
| Avg. Down Day | -0.92% | -0.94% |
| Avg. Up Week | 6.68% | 10.35% |
| Avg. Down Week | -2.8% | -6.56% |
| Avg. Up Month | 13.12% | 19.2% |
| Avg. Down Month | -6.8% | -10.96% |
| Win Days % | 44.52% | 50.21% |
| Win Month % | 64.71% | 51.43% |
| Win Week % | 43.88% | 51.33% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 75.0% |