| Metric | 4048357:btcusd:double_slow_high_gx:lsma190_50 | 4048357:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 93.61% | 92.14% |
| Max Drawdown | -19.78% | -67.18% |
| Sharpe | 0.5 | 0.33 |
| Sortino | 0.8 | 0.48 |
| Payoff Ratio | 1.22 | 1.23 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.43 | 1.03 |
| CPC Index | 0.67 | 0.66 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 28.21 | 3.84 |
| Outlier Loss Ratio | 4.41 | 3.42 |
| Volatility (ann.) | 11.91% | 26.56% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.19 | 0.35 |
| Skew | 1.07 | 0.16 |
| Kurtosis | 34.18 | 6.32 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.71% | 1.69% |
| Expected Yearly % | 17.96% | 17.73% |
| Kelly Criterion | 1.74% | 11.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.26% |
| Expected Shortfall (cVaR) | -1.01% | -2.26% |
| Year | 4048357:BTCUSD | 4048357:btcusd:double_slow_high_gx:lsma190_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 7.95 | -0.13 | + |
| 2023 | 155.54 | 57.89 | 0.37 | - |
| 2024 | 121.00 | 26.25 | 0.22 | - |
| 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 | -10.91% | 16.41% |
| 3Y (ann.) | 23.6% | 22.12% |
| 5Y (ann.) | 23.6% | 23.3% |
| Metric | 4048357:btcusd:double_slow_high_gx:lsma190_50 | 4048357:BTCUSD |
|---|---|---|
| Max Drawdown | -19.78% | -67.18% |
| Longest DD Days | 392.0 | 683.0 |
| Avg. Drawdown | -4.12% | -7.49% |
| Avg. Drawdown Days | 33.0 | 37.0 |
| Recovery Factor | 4.73 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-04-01 | -19.78 | 392 |
| 2023-06-23 | 2023-10-24 | -17.35 | 122 |
| 2022-05-31 | 2022-07-19 | -14.91 | 48 |
| 2022-07-30 | 2023-01-12 | -13.02 | 165 |
| 2023-03-20 | 2023-06-21 | -11.17 | 93 |
| 2022-05-23 | 2022-05-30 | -7.56 | 7 |
| 2023-12-06 | 2024-02-09 | -7.39 | 65 |
| 2022-03-02 | 2022-03-27 | -6.50 | 25 |
| 2022-07-20 | 2022-07-30 | -4.75 | 10 |
| 2024-02-29 | 2024-03-04 | -3.13 | 4 |
| Metric | 4048357:btcusd:double_slow_high_gx:lsma190_50 | 4048357:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 17.56% | 35.75% |
| Worst Week | -9.02% | -29.64% |
| Best Month | 32.64% | 43.77% |
| Worst Month | -13.88% | -37.12% |
| Best Year | 57.89% | 155.54% |
| Worst Year | -10.02% | -61.73% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 5.36% | 8.77% |
| Avg. Down Week | -2.85% | -4.3% |
| Avg. Up Month | 12.33% | 19.26% |
| Avg. Down Month | -4.36% | -11.38% |
| Win Days % | 45.99% | 51.08% |
| Win Month % | 45.45% | 58.97% |
| Win Week % | 42.7% | 48.5% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 50.0% |