| Metric | 4045013:ethusd:double_slow_high_gx:lsma220_35 | 4045013:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 207.33% | 61.49% |
| Max Drawdown | -24.66% | -63.55% |
| Sharpe | 0.7 | 0.29 |
| Sortino | 1.26 | 0.43 |
| Payoff Ratio | 1.31 | 1.29 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.51 | 1.06 |
| CPC Index | 0.74 | 0.68 |
| Tail Ratio | 1.21 | 1.01 |
| Outlier Win Ratio | 21.29 | 3.55 |
| Outlier Loss Ratio | 5.01 | 3.52 |
| Volatility (ann.) | 16.04% | 32.41% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.0 | 0.29 |
| Skew | 4.31 | 0.29 |
| Kurtosis | 67.05 | 9.57 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.26% | 1.38% |
| Expected Yearly % | 32.4% | 12.73% |
| Kelly Criterion | 3.11% | 11.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.76% |
| Expected Shortfall (cVaR) | -1.35% | -2.76% |
| Year | 4045013:ETHUSD | 4045013:ethusd:double_slow_high_gx:lsma220_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 24.32 | 100.96 | 4.15 | + |
| 2023 | 91.16 | 20.28 | 0.22 | - |
| 2024 | 45.75 | 66.53 | 1.45 | + |
| 2025 | -53.38 | -23.65 | 0.44 | + |
| Metric | 4045013:ethusd:double_slow_high_gx:lsma220_35 | 4045013:ETHUSD |
|---|---|---|
| MTD | -7.7% | -14.79% |
| 3M | -23.65% | -57.29% |
| 6M | -7.15% | -36.36% |
| YTD | -23.65% | -53.38% |
| 1Y | 6.67% | -53.69% |
| 3Y (ann.) | 49.21% | 18.63% |
| 5Y (ann.) | 49.21% | 18.63% |
| Metric | 4045013:ethusd:double_slow_high_gx:lsma220_35 | 4045013:ETHUSD |
|---|---|---|
| Max Drawdown | -24.66% | -63.55% |
| Longest DD Days | 163.0 | 391.0 |
| Avg. Drawdown | -4.22% | -7.45% |
| Avg. Drawdown Days | 19.0 | 24.0 |
| Recovery Factor | 8.41 | 0.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-07 | -24.66 | 122 |
| 2023-01-16 | 2023-05-28 | -17.88 | 132 |
| 2024-03-08 | 2024-05-20 | -16.37 | 73 |
| 2023-05-30 | 2023-11-09 | -15.81 | 163 |
| 2022-10-27 | 2023-01-13 | -10.06 | 78 |
| 2024-07-17 | 2024-09-20 | -9.72 | 65 |
| 2022-07-28 | 2022-10-23 | -8.86 | 87 |
| 2024-05-23 | 2024-07-15 | -7.98 | 53 |
| 2024-02-29 | 2024-03-06 | -7.41 | 5 |
| 2022-06-26 | 2022-07-04 | -7.08 | 8 |
| Metric | 4045013:ethusd:double_slow_high_gx:lsma220_35 | 4045013:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -5.95% | -14.0% |
| Best Week | 23.42% | 27.36% |
| Worst Week | -9.25% | -21.87% |
| Best Month | 64.98% | 56.93% |
| Worst Month | -12.44% | -32.24% |
| Best Year | 100.96% | 91.16% |
| Worst Year | -23.65% | -53.38% |
| Avg. Up Day | 1.15% | 1.22% |
| Avg. Down Day | -0.88% | -0.95% |
| Avg. Up Week | 6.23% | 9.59% |
| Avg. Down Week | -2.66% | -6.68% |
| Avg. Up Month | 12.8% | 19.2% |
| Avg. Down Month | -5.62% | -11.12% |
| Win Days % | 45.09% | 50.2% |
| Win Month % | 61.76% | 51.43% |
| Win Week % | 45.92% | 51.33% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 75.0% |