| Metric | 4047785:btcusd:double_slow_high_gx:lsma195_85 | 4047785:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 51.96% | 52.89% |
| Max Drawdown | -11.0% | -29.51% |
| Sharpe | 0.69 | 0.42 |
| Sortino | 1.17 | 0.6 |
| Payoff Ratio | 1.28 | 1.3 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.61 | 0.99 |
| CPC Index | 0.76 | 0.73 |
| Tail Ratio | 1.27 | 0.93 |
| Outlier Win Ratio | 24.75 | 3.5 |
| Outlier Loss Ratio | 4.07 | 3.06 |
| Volatility (ann.) | 10.81% | 23.2% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.9 | 1.1 |
| Skew | 2.56 | 0.18 |
| Kurtosis | 42.28 | 7.26 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.23% | 2.26% |
| Expected Yearly % | 23.27% | 23.65% |
| Kelly Criterion | 5.79% | 15.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -1.97% |
| Expected Shortfall (cVaR) | -0.91% | -1.97% |
| Year | 4047785:BTCUSD | 4047785:btcusd:double_slow_high_gx:lsma195_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 41.68 | 0.84 | - |
| 2025 | 2.28 | 7.25 | 3.19 | + |
| Metric | 4047785:btcusd:double_slow_high_gx:lsma195_85 | 4047785:BTCUSD |
|---|---|---|
| MTD | 0.0% | -12.85% |
| 3M | 2.18% | -18.73% |
| 6M | -2.4% | -7.45% |
| YTD | 7.25% | 2.28% |
| 1Y | 7.47% | 5.34% |
| 3Y (ann.) | 31.94% | 32.47% |
| 5Y (ann.) | 31.94% | 32.47% |
| Metric | 4047785:btcusd:double_slow_high_gx:lsma195_85 | 4047785:BTCUSD |
|---|---|---|
| Max Drawdown | -11.0% | -29.51% |
| Longest DD Days | 190.0 | 144.0 |
| Avg. Drawdown | -2.73% | -5.99% |
| Avg. Drawdown Days | 23.0 | 18.0 |
| Recovery Factor | 4.72 | 1.79 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-04-25 | -11.00 | 94 |
| 2025-05-11 | 2025-11-17 | -9.66 | 190 |
| 2024-05-21 | 2024-07-19 | -8.25 | 59 |
| 2024-07-22 | 2024-11-06 | -8.02 | 107 |
| 2024-11-13 | 2025-01-17 | -5.47 | 64 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2025-04-26 | 2025-05-08 | -3.54 | 12 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| Metric | 4047785:btcusd:double_slow_high_gx:lsma195_85 | 4047785:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.2% | -12.33% |
| Best Month | 29.59% | 37.42% |
| Worst Month | -6.26% | -17.69% |
| Best Year | 41.68% | 49.48% |
| Worst Year | 7.25% | 2.28% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.68% | -0.67% |
| Avg. Up Week | 4.82% | 6.95% |
| Avg. Down Week | -1.67% | -3.51% |
| Avg. Up Month | 7.79% | 11.64% |
| Avg. Down Month | -2.31% | -6.6% |
| Win Days % | 47.17% | 52.18% |
| Win Month % | 64.29% | 57.89% |
| Win Week % | 51.35% | 54.32% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 100.0% | 100.0% |