| Metric | 4049456:btcusd:double_slow_high_gx:lsma225_95 | 4049456:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | -24.98% | 61.27% |
| Max Drawdown | -35.82% | -30.99% |
| Sharpe | -0.19 | 0.24 |
| Sortino | -0.27 | 0.34 |
| Payoff Ratio | 1.04 | 1.1 |
| Profit Factor | 0.94 | 1.04 |
| Common Sense Ratio | 0.95 | 1.05 |
| CPC Index | 0.45 | 0.58 |
| Tail Ratio | 1.01 | 1.01 |
| Outlier Win Ratio | 24.26 | 3.53 |
| Outlier Loss Ratio | 3.78 | 3.61 |
| Volatility (ann.) | 5.47% | 10.62% |
| R^2 | 0.24 | 0.24 |
| Calmar | -0.7 | 2.0 |
| Skew | -0.27 | 0.01 |
| Kurtosis | 51.28 | 9.32 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -2.37% | 4.06% |
| Expected Yearly % | -13.39% | 26.99% |
| Kelly Criterion | -6.74% | 5.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -0.91% |
| Expected Shortfall (cVaR) | -0.47% | -0.91% |
| Year | 4049456:BTCUSD | 4049456:btcusd:double_slow_high_gx:lsma225_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.30 | -14.82 | -0.39 | - |
| 2025 | 16.61 | -11.93 | -0.72 | - |
| Metric | 4049456:btcusd:double_slow_high_gx:lsma225_95 | 4049456:BTCUSD |
|---|---|---|
| MTD | 4.43% | 15.58% |
| 3M | -2.54% | 22.89% |
| 6M | -22.57% | 17.06% |
| YTD | -11.93% | 16.61% |
| 1Y | -24.98% | 61.27% |
| 3Y (ann.) | -25.22% | 62.12% |
| 5Y (ann.) | -25.22% | 62.12% |
| Metric | 4049456:btcusd:double_slow_high_gx:lsma225_95 | 4049456:BTCUSD |
|---|---|---|
| Max Drawdown | -35.82% | -30.99% |
| Longest DD Days | 357.0 | 154.0 |
| Avg. Drawdown | -4.45% | -2.5% |
| Avg. Drawdown Days | 40.0 | 6.0 |
| Recovery Factor | -0.7 | 1.98 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-28 | -35.82 | 357 |
| 2024-06-03 | 2024-06-04 | -1.67 | 1 |
| 2024-06-02 | 2024-06-03 | -0.83 | 0 |
| 2024-06-04 | 2024-06-05 | -0.63 | 0 |
| 2024-06-03 | 2024-06-03 | -0.34 | 0 |
| 2024-06-03 | 2024-06-03 | -0.25 | 0 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.21 | 0 |
| 2024-06-03 | 2024-06-03 | -0.11 | 0 |
| Metric | 4049456:btcusd:double_slow_high_gx:lsma225_95 | 4049456:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 6.91% | 18.93% |
| Worst Week | -10.1% | -12.33% |
| Best Month | 11.49% | 37.42% |
| Worst Month | -12.5% | -17.69% |
| Best Year | -11.93% | 38.3% |
| Worst Year | -14.82% | 16.61% |
| Avg. Up Day | 0.39% | 0.39% |
| Avg. Down Day | -0.37% | -0.36% |
| Avg. Up Week | 3.7% | 8.99% |
| Avg. Down Week | -2.59% | -4.49% |
| Avg. Up Month | 5.45% | 18.4% |
| Avg. Down Month | -8.97% | -7.54% |
| Win Days % | 45.46% | 50.7% |
| Win Month % | 41.67% | 58.33% |
| Win Week % | 39.58% | 56.6% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |