| Metric | 4047813:btcusd:double_slow_high_gx:lsma190_90 | 4047813:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 166.52% | 92.14% |
| Max Drawdown | -18.96% | -67.18% |
| Sharpe | 0.71 | 0.33 |
| Sortino | 1.13 | 0.48 |
| Payoff Ratio | 1.24 | 1.25 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.64 | 1.03 |
| CPC Index | 0.76 | 0.67 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 26.35 | 3.85 |
| Outlier Loss Ratio | 4.42 | 3.42 |
| Volatility (ann.) | 12.19% | 26.56% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.95 | 0.35 |
| Skew | 1.26 | 0.16 |
| Kurtosis | 34.41 | 6.32 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.55% | 1.69% |
| Expected Yearly % | 27.77% | 17.73% |
| Kelly Criterion | 6.74% | 11.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.26% |
| Expected Shortfall (cVaR) | -1.03% | -2.26% |
| Year | 4047813:BTCUSD | 4047813:btcusd:double_slow_high_gx:lsma190_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 4.71 | -0.08 | + |
| 2023 | 155.54 | 37.05 | 0.24 | - |
| 2024 | 121.00 | 79.95 | 0.66 | - |
| 2025 | -11.10 | 3.20 | -0.29 | + |
| Metric | 4047813:btcusd:double_slow_high_gx:lsma190_90 | 4047813:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | 3.2% | -11.3% |
| 6M | 19.49% | 26.51% |
| YTD | 3.2% | -11.1% |
| 1Y | 26.5% | 16.41% |
| 3Y (ann.) | 33.74% | 22.12% |
| 5Y (ann.) | 36.95% | 23.3% |
| Metric | 4047813:btcusd:double_slow_high_gx:lsma190_90 | 4047813:BTCUSD |
|---|---|---|
| Max Drawdown | -18.96% | -67.18% |
| Longest DD Days | 215.0 | 683.0 |
| Avg. Drawdown | -3.37% | -7.49% |
| Avg. Drawdown Days | 23.0 | 37.0 |
| Recovery Factor | 8.78 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-14 | -18.96 | 123 |
| 2022-05-31 | 2022-07-20 | -14.21 | 49 |
| 2023-03-22 | 2023-10-23 | -12.00 | 215 |
| 2024-05-21 | 2024-11-11 | -11.19 | 174 |
| 2025-01-20 | 2025-04-01 | -10.14 | 70 |
| 2023-10-25 | 2024-02-09 | -8.46 | 106 |
| 2022-07-20 | 2022-09-13 | -7.50 | 54 |
| 2024-03-08 | 2024-05-15 | -6.42 | 67 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2025-01-15 | -5.47 | 63 |
| Metric | 4047813:btcusd:double_slow_high_gx:lsma190_90 | 4047813:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.46% | -29.64% |
| Best Month | 34.28% | 43.77% |
| Worst Month | -13.17% | -37.12% |
| Best Year | 79.95% | 155.54% |
| Worst Year | 3.2% | -61.73% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.74% | -0.74% |
| Avg. Up Week | 5.75% | 8.6% |
| Avg. Down Week | -2.51% | -4.04% |
| Avg. Up Month | 11.49% | 18.98% |
| Avg. Down Month | -3.63% | -10.71% |
| Win Days % | 48.4% | 51.08% |
| Win Month % | 51.72% | 58.97% |
| Win Week % | 44.74% | 48.5% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 100.0% | 50.0% |