| Metric | 4047785:btcusd:double_slow_high_gx:lsma195_85 | 4047785:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 207.14% | 98.89% |
| Max Drawdown | -11.99% | -63.3% |
| Sharpe | 3.7 | 2.01 |
| Sortino | 16.15 | 2.83 |
| Payoff Ratio | 6.12 | 1.59 |
| Profit Factor | 2.81 | 1.47 |
| Common Sense Ratio | 9.66 | 2.5 |
| CPC Index | 3.71 | 1.38 |
| Tail Ratio | 3.44 | 1.7 |
| Outlier Win Ratio | 3.64 | 5.36 |
| Outlier Loss Ratio | 26.55 | 4.01 |
| Volatility (ann.) | 88.96% | 148.25% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.75 | 0.4 |
| Skew | 3.74 | -1.02 |
| Kurtosis | 16.14 | 8.87 |
| Expected Daily % | 0.8% | 0.49% |
| Expected Monthly % | 4.09% | 2.49% |
| Expected Yearly % | 32.38% | 18.76% |
| Kelly Criterion | 8.78% | 33.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.76% | -11.95% |
| Expected Shortfall (cVaR) | -6.76% | -11.95% |
| Year | 4047785:BTCUSD | 4047785:btcusd:double_slow_high_gx:lsma195_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.67 | -0.37 | 0.01 | + |
| 2023 | 159.19 | 41.08 | 0.26 | - |
| 2024 | 126.56 | 110.95 | 0.88 | - |
| 2025 | -13.88 | 3.58 | -0.26 | + |
| Metric | 4047785:btcusd:double_slow_high_gx:lsma195_85 | 4047785:BTCUSD |
|---|---|---|
| MTD | 2.17% | -18.64% |
| 3M | 3.58% | -13.88% |
| 6M | 27.14% | 33.48% |
| YTD | 3.58% | -13.88% |
| 1Y | 50.46% | 18.27% |
| 3Y (ann.) | 45.51% | 25.84% |
| 5Y (ann.) | 45.02% | 25.58% |
| Metric | 4047785:btcusd:double_slow_high_gx:lsma195_85 | 4047785:BTCUSD |
|---|---|---|
| Max Drawdown | -11.99% | -63.3% |
| Longest DD Days | 231.0 | 632.0 |
| Avg. Drawdown | -2.86% | -25.37% |
| Avg. Drawdown Days | 45.0 | 222.0 |
| Recovery Factor | 17.28 | 1.56 |
| Ulcer Index | 1.0 | 1.26 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2023-01-19 | -11.99 | 231 |
| 2023-05-28 | 2023-10-30 | -9.39 | 154 |
| 2023-12-06 | 2024-02-18 | -7.31 | 74 |
| 2024-09-26 | 2024-11-17 | -5.48 | 52 |
| 2024-08-24 | 2024-09-25 | -3.81 | 32 |
| 2024-05-24 | 2024-07-23 | -3.37 | 60 |
| 2025-01-23 | 2025-03-28 | -1.69 | 63 |
| 2023-01-19 | 2023-01-24 | -1.01 | 4 |
| 2024-03-10 | 2024-03-12 | -0.42 | 2 |
| 2023-11-09 | 2023-11-13 | -0.18 | 4 |
| Metric | 4047785:btcusd:double_slow_high_gx:lsma195_85 | 4047785:BTCUSD |
|---|---|---|
| Best Day | 28.26% | 28.49% |
| Worst Day | -6.89% | -36.45% |
| Best Week | 29.83% | 41.45% |
| Worst Week | -7.06% | -36.33% |
| Best Month | 29.59% | 40.96% |
| Worst Month | -5.82% | -36.33% |
| Best Year | 110.95% | 159.19% |
| Worst Year | -0.37% | -60.67% |
| Avg. Up Day | 6.53% | 6.72% |
| Avg. Down Day | -1.07% | -4.24% |
| Avg. Up Week | 7.82% | 10.01% |
| Avg. Down Week | -1.84% | -7.82% |
| Avg. Up Month | 12.45% | 19.4% |
| Avg. Down Month | -2.16% | -11.11% |
| Win Days % | 21.58% | 58.99% |
| Win Month % | 53.57% | 57.14% |
| Win Week % | 36.76% | 60.29% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 75.0% | 50.0% |