| Metric | 4045010:ethusd:double_slow_high_gx:lsma215_35 | 4045010:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 13.09% | -46.43% |
| Max Drawdown | -29.5% | -63.27% |
| Sharpe | 0.29 | -0.3 |
| Sortino | 0.49 | -0.42 |
| Payoff Ratio | 1.28 | 1.25 |
| Profit Factor | 1.09 | 0.95 |
| Common Sense Ratio | 1.19 | 0.91 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.09 | 0.95 |
| Outlier Win Ratio | 19.39 | 3.11 |
| Outlier Loss Ratio | 5.29 | 3.4 |
| Volatility (ann.) | 16.87% | 35.88% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.5 | -0.79 |
| Skew | 5.14 | 0.01 |
| Kurtosis | 101.33 | 11.91 |
| Expected Daily % | 0.01% | -0.05% |
| Expected Monthly % | 1.03% | -5.07% |
| Expected Yearly % | 6.34% | -26.81% |
| Kelly Criterion | -2.56% | 8.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -3.12% |
| Expected Shortfall (cVaR) | -1.44% | -3.12% |
| Year | 4045010:ETHUSD | 4045010:ethusd:double_slow_high_gx:lsma215_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 14.91 | 58.28 | 3.91 | + |
| 2025 | -53.38 | -28.55 | 0.53 | + |
| Metric | 4045010:ethusd:double_slow_high_gx:lsma215_35 | 4045010:ETHUSD |
|---|---|---|
| MTD | -7.7% | -14.79% |
| 3M | -28.55% | -57.29% |
| 6M | -15.25% | -36.36% |
| YTD | -28.55% | -53.38% |
| 1Y | 13.09% | -46.43% |
| 3Y (ann.) | 14.72% | -50.18% |
| 5Y (ann.) | 14.72% | -50.18% |
| Metric | 4045010:ethusd:double_slow_high_gx:lsma215_35 | 4045010:ETHUSD |
|---|---|---|
| Max Drawdown | -29.5% | -63.27% |
| Longest DD Days | 122.0 | 191.0 |
| Avg. Drawdown | -4.34% | -13.68% |
| Avg. Drawdown Days | 16.0 | 32.0 |
| Recovery Factor | 0.44 | -0.73 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-07 | -29.50 | 122 |
| 2024-07-17 | 2024-09-20 | -9.72 | 65 |
| 2024-05-23 | 2024-07-15 | -7.98 | 53 |
| 2024-11-10 | 2024-11-21 | -5.92 | 11 |
| 2024-11-23 | 2024-12-04 | -5.00 | 11 |
| 2024-10-16 | 2024-11-09 | -4.44 | 23 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-09-23 | 2024-10-14 | -2.82 | 20 |
| 2024-05-18 | 2024-05-20 | -2.63 | 2 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| Metric | 4045010:ethusd:double_slow_high_gx:lsma215_35 | 4045010:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -5.95% | -14.0% |
| Best Week | 20.44% | 20.47% |
| Worst Week | -7.41% | -20.52% |
| Best Month | 23.69% | 47.37% |
| Worst Month | -13.39% | -32.24% |
| Best Year | 58.28% | 14.91% |
| Worst Year | -28.55% | -53.38% |
| Avg. Up Day | 1.17% | 1.25% |
| Avg. Down Day | -0.92% | -1.0% |
| Avg. Up Week | 5.64% | 9.09% |
| Avg. Down Week | -3.24% | -8.15% |
| Avg. Up Month | 14.06% | 26.85% |
| Avg. Down Month | -7.23% | -15.02% |
| Win Days % | 42.48% | 49.12% |
| Win Month % | 58.33% | 25.0% |
| Win Week % | 41.18% | 46.94% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |