| Metric | 4047927:btcusd:double_slow_high_gx:lsma225_110 | 4047927:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 137.58% | 112.61% |
| Max Drawdown | -27.79% | -67.18% |
| Sharpe | 0.65 | 0.36 |
| Sortino | 1.05 | 0.53 |
| Payoff Ratio | 1.23 | 1.25 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.49 | 1.04 |
| CPC Index | 0.73 | 0.68 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 25.58 | 3.75 |
| Outlier Loss Ratio | 4.48 | 3.43 |
| Volatility (ann.) | 11.89% | 26.35% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.16 | 0.41 |
| Skew | 1.66 | 0.18 |
| Kurtosis | 31.13 | 6.35 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.24% | 1.95% |
| Expected Yearly % | 24.15% | 20.75% |
| Kelly Criterion | 5.81% | 11.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.24% |
| Expected Shortfall (cVaR) | -1.0% | -2.24% |
| Year | 4047927:BTCUSD | 4047927:btcusd:double_slow_high_gx:lsma225_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -9.28 | 0.16 | + |
| 2023 | 155.54 | 51.08 | 0.33 | - |
| 2024 | 121.00 | 96.93 | 0.80 | - |
| 2025 | -11.10 | -11.98 | 1.08 | - |
| Metric | 4047927:btcusd:double_slow_high_gx:lsma225_110 | 4047927:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | -11.98% | -11.3% |
| 6M | 7.58% | 26.51% |
| YTD | -11.98% | -11.1% |
| 1Y | 15.15% | 16.41% |
| 3Y (ann.) | 27.21% | 22.12% |
| 5Y (ann.) | 32.25% | 27.59% |
| Metric | 4047927:btcusd:double_slow_high_gx:lsma225_110 | 4047927:BTCUSD |
|---|---|---|
| Max Drawdown | -27.79% | -67.18% |
| Longest DD Days | 449.0 | 683.0 |
| Avg. Drawdown | -3.85% | -6.61% |
| Avg. Drawdown Days | 34.0 | 34.0 |
| Recovery Factor | 4.95 | 1.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-06-21 | -27.79 | 449 |
| 2024-05-21 | 2024-11-11 | -15.15 | 174 |
| 2025-01-20 | 2025-04-01 | -15.03 | 70 |
| 2023-06-23 | 2023-10-23 | -9.87 | 121 |
| 2023-10-25 | 2024-02-12 | -8.59 | 109 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-23 | 2025-01-20 | -5.86 | 58 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-03-13 | 2024-05-17 | -2.94 | 65 |
| Metric | 4047927:btcusd:double_slow_high_gx:lsma225_110 | 4047927:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.51% | -29.64% |
| Best Month | 30.28% | 43.77% |
| Worst Month | -10.71% | -37.12% |
| Best Year | 96.93% | 155.54% |
| Worst Year | -11.98% | -57.65% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.73% | -0.72% |
| Avg. Up Week | 5.96% | 8.31% |
| Avg. Down Week | -2.41% | -4.33% |
| Avg. Up Month | 14.96% | 20.67% |
| Avg. Down Month | -3.75% | -10.21% |
| Win Days % | 48.1% | 51.1% |
| Win Month % | 43.33% | 58.97% |
| Win Week % | 42.11% | 49.7% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 50.0% | 50.0% |