| Metric | 4047785:btcusd:double_slow_high_gx:lsma195_85 | 4047785:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 217.45% | 138.4% |
| Max Drawdown | -18.36% | -67.18% |
| Sharpe | 0.72 | 0.36 |
| Sortino | 1.17 | 0.51 |
| Payoff Ratio | 1.25 | 1.26 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.73 | 1.04 |
| CPC Index | 0.77 | 0.69 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 26.91 | 3.85 |
| Outlier Loss Ratio | 4.39 | 3.38 |
| Volatility (ann.) | 11.67% | 25.39% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.97 | 0.39 |
| Skew | 1.54 | 0.17 |
| Kurtosis | 39.31 | 6.75 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.54% | 1.91% |
| Expected Yearly % | 33.48% | 24.26% |
| Kelly Criterion | 6.57% | 12.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.16% |
| Expected Shortfall (cVaR) | -0.98% | -2.16% |
| 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 | 121.00 | 110.95 | 0.92 | - |
| 2025 | 2.28 | 7.25 | 3.19 | + |
| Metric | 4047785:btcusd:double_slow_high_gx:lsma195_85 | 4047785:BTCUSD |
|---|---|---|
| MTD | 0.0% | -12.85% |
| 3M | 2.18% | -18.73% |
| 6M | -2.4% | -7.45% |
| YTD | 7.25% | 2.28% |
| 1Y | 7.47% | 5.34% |
| 3Y (ann.) | 45.88% | 78.97% |
| 5Y (ann.) | 36.13% | 26.11% |
| 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 | -2.72% | -7.56% |
| Avg. Drawdown Days | 22.0 | 36.0 |
| Recovery Factor | 11.84 | 2.06 |
| 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 |
| 2025-01-20 | 2025-04-25 | -11.00 | 94 |
| 2025-05-11 | 2025-11-17 | -9.66 | 190 |
| 2023-12-09 | 2024-02-09 | -8.42 | 62 |
| 2024-05-21 | 2024-07-19 | -8.25 | 59 |
| 2024-07-22 | 2024-11-06 | -8.02 | 107 |
| 2022-03-29 | 2022-05-30 | -7.43 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2025-01-17 | -5.47 | 64 |
| Metric | 4047785:btcusd:double_slow_high_gx:lsma195_85 | 4047785: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 | 30.21% | 43.77% |
| Worst Month | -12.66% | -37.12% |
| Best Year | 110.95% | 155.54% |
| Worst Year | -0.55% | -58.73% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.72% | -0.72% |
| Avg. Up Week | 5.12% | 8.33% |
| Avg. Down Week | -2.47% | -3.81% |
| Avg. Up Month | 10.09% | 16.74% |
| Avg. Down Month | -3.89% | -10.25% |
| Win Days % | 48.02% | 51.46% |
| Win Month % | 60.61% | 58.7% |
| Win Week % | 51.65% | 50.0% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 75.0% | 75.0% |