| Metric | 4047785:btcusd:double_slow_high_gx:lsma195_85 | 4047785:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 105.87% | 53.66% |
| Max Drawdown | -18.36% | -67.18% |
| Sharpe | 0.72 | 0.31 |
| Sortino | 1.15 | 0.45 |
| Payoff Ratio | 1.24 | 1.23 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.82 | 1.05 |
| CPC Index | 0.77 | 0.66 |
| Tail Ratio | 1.42 | 0.99 |
| Outlier Win Ratio | 27.57 | 3.96 |
| Outlier Loss Ratio | 4.58 | 3.57 |
| Volatility (ann.) | 12.21% | 26.78% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.08 | 0.32 |
| Skew | 1.05 | 0.17 |
| Kurtosis | 37.39 | 6.32 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.61% | 1.55% |
| Expected Yearly % | 27.21% | 15.4% |
| Kelly Criterion | 6.89% | 11.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.28% |
| Expected Shortfall (cVaR) | -1.03% | -2.28% |
| Year | 4047785:BTCUSD | 4047785:btcusd:double_slow_high_gx:lsma195_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -0.55 | 0.01 | + |
| 2023 | 155.54 | 41.08 | 0.26 | - |
| 2024 | 45.69 | 46.72 | 1.02 | + |
| Metric | 4047785:btcusd:double_slow_high_gx:lsma195_85 | 4047785:BTCUSD |
|---|---|---|
| MTD | 1.03% | 1.54% |
| 3M | 30.72% | 23.23% |
| 6M | 39.21% | 68.64% |
| YTD | 46.72% | 45.69% |
| 1Y | 56.32% | 128.53% |
| 3Y (ann.) | 38.12% | 21.19% |
| 5Y (ann.) | 38.12% | 21.19% |
| Metric | 4047785:btcusd:double_slow_high_gx:lsma195_85 | 4047785:BTCUSD |
|---|---|---|
| Max Drawdown | -18.36% | -67.18% |
| Longest DD Days | 227.0 | 683.0 |
| Avg. Drawdown | -2.71% | -8.69% |
| Avg. Drawdown Days | 21.0 | 50.0 |
| Recovery Factor | 5.77 | 0.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-14 | -18.36 | 227 |
| 2023-03-22 | 2023-10-23 | -12.53 | 215 |
| 2023-12-09 | 2024-02-09 | -8.42 | 62 |
| 2022-03-29 | 2022-05-30 | -7.43 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-01-18 | 2023-01-20 | -3.83 | 2 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-25 | 2023-11-10 | -3.09 | 15 |
| 2024-05-14 | 2024-05-14 | -2.64 | 0 |
| 2023-11-11 | 2023-12-09 | -2.44 | 28 |
| Metric | 4047785:btcusd:double_slow_high_gx:lsma195_85 | 4047785:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 8.99% |
| Worst Day | -7.86% | -7.86% |
| Best Week | 14.85% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 30.21% | 43.77% |
| Worst Month | -12.66% | -37.12% |
| Best Year | 46.72% | 155.54% |
| Worst Year | -0.55% | -58.73% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.75% | -0.75% |
| Avg. Up Week | 5.06% | 8.82% |
| Avg. Down Week | -2.83% | -3.95% |
| Avg. Up Month | 10.75% | 18.97% |
| Avg. Down Month | -4.84% | -12.44% |
| Win Days % | 48.45% | 50.95% |
| Win Month % | 60.0% | 60.71% |
| Win Week % | 52.73% | 47.5% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |