-
- |
- Cumulative Return
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["Cumulative Return %"] >= 0}
- +{abbreviateNumber(
- quantStats[$cryptoTicker?.toUpperCase()][
- "Cumulative Return %"
- ],
- )}%
- {:else}
- {abbreviateNumber(
- quantStats[$cryptoTicker?.toUpperCase()][
- "Cumulative Return %"
- ],
- )}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["Cumulative Return %"] >= 0}
- +{quantStats["SPY"]["Cumulative Return %"]}%
- {:else}
- {quantStats["SPY"]["Cumulative Return %"]}%
-
- {/if}
- |
-
-
-
- |
- Compound Annual Growth Rate (CAGR)
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["CAGR %"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "CAGR %"
- ]}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()]["CAGR %"]}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["CAGR %"] >= 0}
- +{quantStats["SPY"]["CAGR %"]}%
- {:else}
- {quantStats["SPY"]["CAGR %"]}%
-
- {/if}
- |
-
-
-
- |
- Sharpe
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Sharpe"
- ]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Sharpe"]?.toFixed(2)}
- |
-
-
-
- |
- Sortino
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Sortino"
- ]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Sortino"]?.toFixed(2)}
- |
-
-
-
- |
- Max Drawdown
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["Max Drawdown"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "Max Drawdown"
- ]}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Max Drawdown"
- ]}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["Max Drawdown"] >= 0}
- +{quantStats["SPY"]["Max Drawdown"]}%
- {:else}
- {quantStats["SPY"]["Max Drawdown"]}%
-
- {/if}
- |
-
-
-
- |
- Longest Drawdown Days
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Longest DD Days"
- ]}
- |
-
- {quantStats["SPY"]["Longest DD Days"]}
- |
-
-
-
- |
- Volatility (ann.)
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Volatility (ann.) %"
- ]}%
- |
-
- {quantStats["SPY"]["Volatility (ann.) %"]}%
- |
-
-
-
- |
- Correlation
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()]["Correlation"]}%
- |
-
- {quantStats["SPY"]["Correlation"]}
- |
-
-
-
- |
- R^2
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()]["R^2"]}
- |
-
- {quantStats["SPY"]["R^2"]}
- |
-
-
-
- |
- Calmar
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()]["Calmar"]}
- |
-
- {quantStats["SPY"]["Calmar"]}
- |
-
-
-
- |
- Skew
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Skew"
- ]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Skew"]?.toFixed(2)}
- |
-
-
-
- |
- Kurtosis
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Kurtosis"
- ]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Kurtosis"]?.toFixed(2)}
- |
-
-
-
- |
- Expected Daily
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["Expected Daily %"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "Expected Daily %"
- ]}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Expected Daily %"
- ]}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["Expected Daily %"] >= 0}
- +{quantStats["SPY"]["Expected Daily %"]}%
- {:else}
- {quantStats["SPY"]["Expected Daily %"]}%
-
- {/if}
- |
-
-
-
- |
- Expected Monthly
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["Expected Monthly %"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "Expected Monthly %"
- ]}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Expected Monthly %"
- ]}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["Expected Monthly %"] >= 0}
- +{quantStats["SPY"]["Expected Monthly %"]}%
- {:else}
- {quantStats["SPY"]["Expected Monthly %"]}%
-
- {/if}
- |
-
-
-
- |
- Expected Yearly
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["Expected Yearly %"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "Expected Yearly %"
- ]}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Expected Yearly %"
- ]}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["Expected Yearly %"] >= 0}
- +{quantStats["SPY"]["Expected Yearly %"]}%
- {:else}
- {quantStats["SPY"]["Expected Yearly %"]}%
-
- {/if}
- |
-
-
-
- |
- Kelly Criterion
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Kelly Criterion %"
- ]}%
- |
-
- {quantStats["SPY"]["Kelly Criterion %"]}%
- |
-
-
-
- |
- Risk of Ruin
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Risk of Ruin %"
- ]}%
- |
-
- {quantStats["SPY"]["Risk of Ruin %"]}%
- |
-
-
-
- |
- Daily Value-at-Risk
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["Daily Value-at-Risk %"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "Daily Value-at-Risk %"
- ]?.toFixed(2)}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Daily Value-at-Risk %"
- ]?.toFixed(2)}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["Daily Value-at-Risk %"] >= 0}
- +{quantStats["SPY"][
- "Daily Value-at-Risk %"
- ]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["Daily Value-at-Risk %"]?.toFixed(
- 2,
- )}%
-
- {/if}
- |
-
-
-
- |
- Expected Shortfall (cVaR)
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["Expected Shortfall (cVaR) %"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "Expected Shortfall (cVaR) %"
- ]?.toFixed(2)}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Expected Shortfall (cVaR) %"
- ]?.toFixed(2)}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["Expected Shortfall (cVaR) %"] >= 0}
- +{quantStats["SPY"][
- "Expected Shortfall (cVaR) %"
- ]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"][
- "Expected Shortfall (cVaR) %"
- ]?.toFixed(2)}%
-
- {/if}
- |
-
-
-
- |
- Max Consecutive Wins
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Max Consecutive Wins"
- ]}
- |
-
- {quantStats["SPY"]["Max Consecutive Wins"]}
- |
-
-
-
- |
- Max Consecutive Losses
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Max Consecutive Losses"
- ]}
- |
-
- {quantStats["SPY"]["Max Consecutive Losses"]}
- |
-
-
-
- |
- Gain/Pain Ratio
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Gain/Pain Ratio"
- ]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Gain/Pain Ratio"]?.toFixed(2)}
- |
-
-
-
- |
- Gain/Pain (1M)
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Gain/Pain (1M)"
- ]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Gain/Pain (1M)"]?.toFixed(2)}
- |
-
-
-
- |
- Payoff Ratio
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Payoff Ratio"
- ]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Payoff Ratio"]?.toFixed(2)}
- |
-
-
-
- |
- Profit Factor
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Profit Factor"
- ]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Profit Factor"]?.toFixed(2)}
- |
-
-
-
- |
- Outlier Win Ratio
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Outlier Win Ratio"
- ]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Outlier Win Ratio"]?.toFixed(2)}
- |
-
-
-
- |
- Outlier Loss Ratio
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Outlier Loss Ratio"
- ]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Outlier Loss Ratio"]?.toFixed(2)}
- |
-
-
-
- |
- MTD
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["MTD %"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "MTD %"
- ]?.toFixed(2)}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()][
- "MTD %"
- ]?.toFixed(2)}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["MTD %"] >= 0}
- +{quantStats["SPY"]["MTD %"]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["MTD %"]?.toFixed(2)}%
-
- {/if}
- |
-
-
-
- |
- 3M
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["3M %"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "3M %"
- ]?.toFixed(2)}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()][
- "3M %"
- ]?.toFixed(2)}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["3M %"] >= 0}
- +{quantStats["SPY"]["3M %"]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["3M %"]?.toFixed(2)}%
-
- {/if}
- |
-
-
-
- |
- 6M
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["6M %"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "6M %"
- ]?.toFixed(2)}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()][
- "6M %"
- ]?.toFixed(2)}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["6M %"] >= 0}
- +{quantStats["SPY"]["6M %"]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["6M %"]?.toFixed(2)}%
-
- {/if}
- |
-
-
-
- |
- Best Day
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["Best Day %"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "Best Day %"
- ]?.toFixed(2)}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Best Day %"
- ]?.toFixed(2)}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["Best Day %"] >= 0}
- +{quantStats["SPY"]["Best Day %"]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["Best Day %"]?.toFixed(2)}%
-
- {/if}
- |
-
-
-
- |
- Worst Day
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["Worst Day %"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "Worst Day %"
- ]?.toFixed(2)}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Worst Day %"
- ]?.toFixed(2)}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["Worst Day %"] >= 0}
- +{quantStats["SPY"]["Worst Day %"]?.toFixed(
- 2,
- )}%
- {:else}
- {quantStats["SPY"]["Worst Day %"]?.toFixed(2)}%
-
- {/if}
- |
-
-
-
- |
- Best Month
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["Best Month %"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "Best Month %"
- ]?.toFixed(2)}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Best Month %"
- ]?.toFixed(2)}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["Best Month %"] >= 0}
- +{quantStats["SPY"]["Best Month %"]?.toFixed(
- 2,
- )}%
- {:else}
- {quantStats["SPY"]["Best Month %"]?.toFixed(2)}%
-
- {/if}
- |
-
-
-
- |
- Worst Month
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["Worst Month %"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "Worst Month %"
- ]?.toFixed(2)}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Worst Month %"
- ]?.toFixed(2)}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["Worst Month %"] >= 0}
- +{quantStats["SPY"]["Worst Month %"]?.toFixed(
- 2,
- )}%
- {:else}
- {quantStats["SPY"]["Worst Month %"]?.toFixed(2)}%
-
- {/if}
- |
-
-
-
- |
- Best Year
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["Best Year %"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "Best Year %"
- ]?.toFixed(2)}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Best Year %"
- ]?.toFixed(2)}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["Best Year %"] >= 0}
- +{quantStats["SPY"]["Best Year %"]?.toFixed(
- 2,
- )}%
- {:else}
- {quantStats["SPY"]["Best Year %"]?.toFixed(2)}%
-
- {/if}
- |
-
-
-
- |
- Worst Year
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["Worst Year %"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "Worst Year %"
- ]?.toFixed(2)}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Worst Year %"
- ]?.toFixed(2)}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["Worst Year %"] >= 0}
- +{quantStats["SPY"]["Worst Year %"]?.toFixed(
- 2,
- )}%
- {:else}
- {quantStats["SPY"]["Worst Year %"]?.toFixed(2)}%
-
- {/if}
- |
-
-
-
- |
- Avg. Drawdown
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["Avg. Drawdown"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "Avg. Drawdown"
- ]?.toFixed(2)}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Avg. Drawdown"
- ]?.toFixed(2)}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["Avg. Drawdown"] >= 0}
- +{quantStats["SPY"]["Avg. Drawdown"]?.toFixed(
- 2,
- )}%
- {:else}
- {quantStats["SPY"]["Avg. Drawdown"]?.toFixed(2)}%
-
- {/if}
- |
-
-
-
- |
- Avg. Drawdown Days
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Avg. Drawdown Days"
- ]}
- |
-
- {quantStats["SPY"]["Avg. Drawdown Days"]}
- |
-
-
-
- |
- Recovery Factor
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Recovery Factor"
- ]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Recovery Factor"]?.toFixed(2)}
- |
-
-
-
- |
- Ulcer Index
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Ulcer Index"
- ]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Ulcer Index"]?.toFixed(2)}
- |
-
-
-
- |
- Avg. Up Month
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["Avg. Up Month %"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "Avg. Up Month %"
- ]?.toFixed(2)}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Avg. Up Month %"
- ]?.toFixed(2)}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["Avg. Up Month %"] >= 0}
- +{quantStats["SPY"]["Avg. Up Month %"]?.toFixed(
- 2,
- )}%
- {:else}
- {quantStats["SPY"]["Avg. Up Month %"]?.toFixed(2)}%
-
- {/if}
- |
-
-
-
- |
- Avg. Down Month
- |
-
- {#if quantStats[$cryptoTicker?.toUpperCase()]["Avg. Down Month %"] >= 0}
- +{quantStats[$cryptoTicker?.toUpperCase()][
- "Avg. Down Month %"
- ]?.toFixed(2)}%
- {:else}
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Avg. Down Month %"
- ]?.toFixed(2)}%
-
- {/if}
- |
-
- {#if quantStats["SPY"]["Avg. Down Month %"] >= 0}
- +{quantStats["SPY"]["Avg. Down Month %"]?.toFixed(
- 2,
- )}%
- {:else}
- {quantStats["SPY"]["Avg. Down Month %"]?.toFixed(2)}%
-
- {/if}
- |
-
-
-
- |
- Win Days
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Win Days %"
- ]?.toFixed(2)}%
- |
-
- {quantStats["SPY"]["Win Days %"]?.toFixed(2)}%
- |
-
-
-
- |
- Win Month
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Win Month %"
- ]?.toFixed(2)}%
- |
-
- {quantStats["SPY"]["Win Month %"]?.toFixed(2)}%
- |
-
-
-
- |
- Win Quarter
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Win Quarter %"
- ]?.toFixed(2)}%
- |
-
- {quantStats["SPY"]["Win Quarter %"]?.toFixed(2)}%
- |
-
-
-
- |
- Win Year
- |
-
- {quantStats[$cryptoTicker?.toUpperCase()][
- "Win Year %"
- ]?.toFixed(2)}%
- |
-
- {quantStats["SPY"]["Win Year %"]?.toFixed(2)}%
- |
-
-
-