| Metric | 4047926:btcusd:double_slow_high_gx:lsma230_110 | 4047926:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 6.01% | 32.88% |
| Max Drawdown | -18.2% | -28.38% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.3 | 0.64 |
| Payoff Ratio | 1.09 | 1.11 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.1 | 1.01 |
| CPC Index | 0.55 | 0.61 |
| Tail Ratio | 1.04 | 0.94 |
| Outlier Win Ratio | 21.91 | 3.44 |
| Outlier Loss Ratio | 4.03 | 3.21 |
| Volatility (ann.) | 12.37% | 25.93% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.38 | 1.35 |
| Skew | 1.03 | 0.16 |
| Kurtosis | 23.08 | 6.42 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.4% |
| Expected Yearly % | 2.96% | 15.27% |
| Kelly Criterion | -0.87% | 7.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.2% |
| Expected Shortfall (cVaR) | -1.06% | -2.2% |
| Year | 4047926:BTCUSD | 4047926:btcusd:double_slow_high_gx:lsma230_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 20.44 | 0.41 | - |
| 2025 | -11.10 | -11.98 | 1.08 | - |
| Metric | 4047926:btcusd:double_slow_high_gx:lsma230_110 | 4047926:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | -11.98% | -11.3% |
| 6M | -0.46% | 26.51% |
| YTD | -11.98% | -11.1% |
| 1Y | 6.01% | 32.88% |
| 3Y (ann.) | 6.89% | 38.3% |
| 5Y (ann.) | 6.89% | 38.3% |
| Metric | 4047926:btcusd:double_slow_high_gx:lsma230_110 | 4047926:BTCUSD |
|---|---|---|
| Max Drawdown | -18.2% | -28.38% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -4.66% | -4.96% |
| Avg. Drawdown Days | 31.0 | 12.0 |
| Recovery Factor | 0.33 | 1.16 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-04-01 | -18.20 | 129 |
| 2024-05-21 | 2024-11-11 | -15.15 | 174 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-05-16 | 2024-05-17 | -2.49 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-05-18 | 2024-05-19 | -0.51 | 0 |
| 2024-05-18 | 2024-05-18 | -0.25 | 0 |
| 2024-11-22 | 2024-11-22 | -0.02 | 0 |
| Metric | 4047926:btcusd:double_slow_high_gx:lsma230_110 | 4047926:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -5.83% | -12.33% |
| Best Month | 30.28% | 37.42% |
| Worst Month | -9.32% | -17.69% |
| Best Year | 20.44% | 49.48% |
| Worst Year | -11.98% | -11.1% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.77% | -0.76% |
| Avg. Up Week | 4.76% | 8.59% |
| Avg. Down Week | -3.28% | -3.57% |
| Avg. Up Month | 21.49% | 22.39% |
| Avg. Down Month | -4.11% | -4.15% |
| Win Days % | 47.41% | 51.44% |
| Win Month % | 22.22% | 58.33% |
| Win Week % | 38.46% | 52.08% |
| Win Quarter % | 50.0% | 80.0% |
| Win Year % | 50.0% | 50.0% |