| Metric | 4048357:btcusd:double_slow_high_gx:lsma190_50 | 4048357:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -3.97% | 32.88% |
| Max Drawdown | -19.39% | -28.38% |
| Sharpe | -0.06 | 0.44 |
| Sortino | -0.09 | 0.64 |
| Payoff Ratio | 1.18 | 1.22 |
| Profit Factor | 0.98 | 1.07 |
| Common Sense Ratio | 1.04 | 1.01 |
| CPC Index | 0.48 | 0.67 |
| Tail Ratio | 1.06 | 0.94 |
| Outlier Win Ratio | 30.05 | 3.16 |
| Outlier Loss Ratio | 4.15 | 3.07 |
| Volatility (ann.) | 10.5% | 25.93% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.23 | 1.35 |
| Skew | 1.08 | 0.16 |
| Kurtosis | 31.86 | 6.42 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.34% | 2.4% |
| Expected Yearly % | -2.0% | 15.27% |
| Kelly Criterion | -7.36% | 11.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.2% |
| Expected Shortfall (cVaR) | -0.91% | -2.2% |
| Year | 4048357:BTCUSD | 4048357:btcusd:double_slow_high_gx:lsma190_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 6.73 | 0.14 | - |
| 2025 | -11.10 | -10.02 | 0.90 | + |
| Metric | 4048357:btcusd:double_slow_high_gx:lsma190_50 | 4048357:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | -10.02% | -11.3% |
| 6M | -0.2% | 26.51% |
| YTD | -10.02% | -11.1% |
| 1Y | -3.97% | 32.88% |
| 3Y (ann.) | -4.51% | 38.3% |
| 5Y (ann.) | -4.51% | 38.3% |
| Metric | 4048357:btcusd:double_slow_high_gx:lsma190_50 | 4048357:BTCUSD |
|---|---|---|
| Max Drawdown | -19.39% | -28.38% |
| Longest DD Days | 176.0 | 144.0 |
| Avg. Drawdown | -6.3% | -4.96% |
| Avg. Drawdown Days | 45.0 | 12.0 |
| Recovery Factor | -0.2 | 1.16 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-11-13 | -19.39 | 176 |
| 2024-11-13 | 2025-04-01 | -19.38 | 138 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2024-05-18 | 2024-05-19 | -0.51 | 0 |
| 2024-05-18 | 2024-05-18 | -0.25 | 0 |
| Metric | 4048357:btcusd:double_slow_high_gx:lsma190_50 | 4048357:BTCUSD |
|---|---|---|
| Best Day | 5.24% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 13.87% | 18.93% |
| Worst Week | -9.02% | -12.33% |
| Best Month | 14.84% | 37.42% |
| Worst Month | -13.16% | -17.69% |
| Best Year | 6.73% | 49.48% |
| Worst Year | -10.02% | -11.1% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.77% | -0.75% |
| Avg. Up Week | 4.14% | 8.26% |
| Avg. Down Week | -2.23% | -4.91% |
| Avg. Up Month | 7.67% | 16.19% |
| Avg. Down Month | -1.61% | -11.18% |
| Win Days % | 41.84% | 51.44% |
| Win Month % | 40.0% | 58.33% |
| Win Week % | 35.71% | 52.08% |
| Win Quarter % | 50.0% | 80.0% |
| Win Year % | 50.0% | 50.0% |