| Metric | 4047784:btcusd:double_slow_high_gx:lsma190_85 | 4047784:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 195.57% | 92.14% |
| Max Drawdown | -19.49% | -67.18% |
| Sharpe | 0.76 | 0.33 |
| Sortino | 1.25 | 0.48 |
| Payoff Ratio | 1.26 | 1.27 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.75 | 1.03 |
| CPC Index | 0.79 | 0.68 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 26.11 | 3.84 |
| Outlier Loss Ratio | 4.39 | 3.42 |
| Volatility (ann.) | 12.37% | 26.56% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.13 | 0.35 |
| Skew | 1.54 | 0.16 |
| Kurtosis | 36.81 | 6.32 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.82% | 1.69% |
| Expected Yearly % | 31.12% | 17.73% |
| Kelly Criterion | 7.49% | 12.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.26% |
| Expected Shortfall (cVaR) | -1.04% | -2.26% |
| Year | 4047784:BTCUSD | 4047784:btcusd:double_slow_high_gx:lsma190_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 0.55 | -0.01 | + |
| 2023 | 155.54 | 37.72 | 0.24 | - |
| 2024 | 121.00 | 101.91 | 0.84 | - |
| 2025 | -11.10 | 5.71 | -0.51 | + |
| Metric | 4047784:btcusd:double_slow_high_gx:lsma190_85 | 4047784:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | 5.71% | -11.3% |
| 6M | 30.91% | 26.51% |
| YTD | 5.71% | -11.1% |
| 1Y | 47.68% | 16.41% |
| 3Y (ann.) | 39.44% | 22.12% |
| 5Y (ann.) | 41.57% | 23.3% |
| Metric | 4047784:btcusd:double_slow_high_gx:lsma190_85 | 4047784:BTCUSD |
|---|---|---|
| Max Drawdown | -19.49% | -67.18% |
| Longest DD Days | 227.0 | 683.0 |
| Avg. Drawdown | -3.05% | -7.49% |
| Avg. Drawdown Days | 21.0 | 37.0 |
| Recovery Factor | 10.03 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-14 | -19.49 | 227 |
| 2023-05-29 | 2023-10-23 | -13.18 | 147 |
| 2024-07-22 | 2024-11-10 | -10.38 | 111 |
| 2025-01-20 | 2025-04-01 | -9.33 | 70 |
| 2023-11-11 | 2024-02-11 | -9.27 | 92 |
| 2024-05-21 | 2024-07-17 | -8.25 | 57 |
| 2022-03-29 | 2022-05-30 | -7.43 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2025-01-15 | -5.47 | 62 |
| 2024-05-10 | 2024-05-15 | -4.64 | 5 |
| Metric | 4047784:btcusd:double_slow_high_gx:lsma190_85 | 4047784:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 29.59% | 43.77% |
| Worst Month | -12.66% | -37.12% |
| Best Year | 101.91% | 155.54% |
| Worst Year | 0.55% | -61.73% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.75% | -0.75% |
| Avg. Up Week | 5.67% | 8.87% |
| Avg. Down Week | -2.54% | -4.03% |
| Avg. Up Month | 11.19% | 18.36% |
| Avg. Down Month | -4.67% | -11.85% |
| Win Days % | 48.36% | 51.08% |
| Win Month % | 64.29% | 58.97% |
| Win Week % | 48.68% | 48.5% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 100.0% | 50.0% |