| Metric | 4047802:btcusd:double_slow_high_gx:lsma135_90 | 4047802:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 129.76% | 125.23% |
| Max Drawdown | -26.84% | -67.18% |
| Sharpe | 0.56 | 0.37 |
| Sortino | 0.86 | 0.54 |
| Payoff Ratio | 1.18 | 1.18 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.31 | 1.04 |
| CPC Index | 0.67 | 0.64 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 22.2 | 3.88 |
| Outlier Loss Ratio | 4.2 | 3.51 |
| Volatility (ann.) | 13.53% | 26.63% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.12 | 0.44 |
| Skew | 0.82 | 0.18 |
| Kurtosis | 28.53 | 6.3 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.16% | 2.1% |
| Expected Yearly % | 23.12% | 22.51% |
| Kelly Criterion | 4.06% | 9.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.27% |
| Expected Shortfall (cVaR) | -1.14% | -2.27% |
| Year | 4047802:BTCUSD | 4047802:btcusd:double_slow_high_gx:lsma135_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -4.40 | 0.08 | + |
| 2023 | 155.54 | 39.57 | 0.25 | - |
| 2024 | 121.00 | 67.70 | 0.56 | - |
| 2025 | -11.10 | 2.68 | -0.24 | + |
| Metric | 4047802:btcusd:double_slow_high_gx:lsma135_90 | 4047802:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | 2.68% | -11.3% |
| 6M | 5.97% | 26.51% |
| YTD | 2.68% | -11.1% |
| 1Y | 20.32% | 16.41% |
| 3Y (ann.) | 28.37% | 22.12% |
| 5Y (ann.) | 30.16% | 29.34% |
| Metric | 4047802:btcusd:double_slow_high_gx:lsma135_90 | 4047802:BTCUSD |
|---|---|---|
| Max Drawdown | -26.84% | -67.18% |
| Longest DD Days | 341.0 | 683.0 |
| Avg. Drawdown | -4.15% | -6.84% |
| Avg. Drawdown Days | 27.0 | 35.0 |
| Recovery Factor | 4.84 | 1.86 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-01-18 | -26.84 | 341 |
| 2023-03-22 | 2023-10-24 | -20.42 | 215 |
| 2024-04-08 | 2024-07-16 | -15.19 | 99 |
| 2025-01-20 | 2025-04-01 | -10.74 | 70 |
| 2024-01-11 | 2024-02-09 | -10.24 | 29 |
| 2024-11-13 | 2025-01-20 | -9.48 | 67 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-07-22 | 2024-08-23 | -6.07 | 32 |
| 2023-01-21 | 2023-03-19 | -5.37 | 57 |
| 2023-12-09 | 2024-01-08 | -5.08 | 30 |
| Metric | 4047802:btcusd:double_slow_high_gx:lsma135_90 | 4047802:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 17.62% | 35.75% |
| Worst Week | -8.54% | -29.64% |
| Best Month | 34.53% | 43.77% |
| Worst Month | -13.17% | -37.12% |
| Best Year | 67.7% | 155.54% |
| Worst Year | -4.4% | -55.14% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 5.56% | 8.59% |
| Avg. Down Week | -3.18% | -4.57% |
| Avg. Up Month | 12.25% | 20.5% |
| Avg. Down Month | -3.75% | -14.19% |
| Win Days % | 48.15% | 51.14% |
| Win Month % | 47.22% | 58.97% |
| Win Week % | 46.07% | 49.11% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 50.0% |