| Metric | 4047786:btcusd:double_slow_high_gx:lsma200_85 | 4047786:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 188.21% | 106.81% |
| Max Drawdown | -22.1% | -67.18% |
| Sharpe | 0.75 | 0.35 |
| Sortino | 1.23 | 0.51 |
| Payoff Ratio | 1.28 | 1.28 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.67 | 1.04 |
| CPC Index | 0.79 | 0.69 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 26.15 | 3.85 |
| Outlier Loss Ratio | 4.41 | 3.41 |
| Volatility (ann.) | 12.34% | 26.55% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.83 | 0.39 |
| Skew | 1.59 | 0.17 |
| Kurtosis | 36.54 | 6.34 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.75% | 1.88% |
| Expected Yearly % | 30.29% | 19.92% |
| Kelly Criterion | 7.27% | 12.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.26% |
| Expected Shortfall (cVaR) | -1.04% | -2.26% |
| Year | 4047786:BTCUSD | 4047786:btcusd:double_slow_high_gx:lsma200_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.81 | -5.66 | 0.10 | + |
| 2023 | 155.54 | 37.82 | 0.24 | - |
| 2024 | 121.00 | 116.58 | 0.96 | - |
| 2025 | -11.10 | 2.35 | -0.21 | + |
| Metric | 4047786:btcusd:double_slow_high_gx:lsma200_85 | 4047786:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | 2.35% | -11.3% |
| 6M | 26.98% | 26.51% |
| YTD | 2.35% | -11.1% |
| 1Y | 52.15% | 16.41% |
| 3Y (ann.) | 39.45% | 22.12% |
| 5Y (ann.) | 40.51% | 26.3% |
| Metric | 4047786:btcusd:double_slow_high_gx:lsma200_85 | 4047786:BTCUSD |
|---|---|---|
| Max Drawdown | -22.1% | -67.18% |
| Longest DD Days | 234.0 | 683.0 |
| Avg. Drawdown | -3.13% | -7.29% |
| Avg. Drawdown Days | 23.0 | 37.0 |
| Recovery Factor | 8.51 | 1.59 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-20 | -22.10 | 234 |
| 2023-03-22 | 2023-10-23 | -13.14 | 215 |
| 2025-01-20 | 2025-04-01 | -9.76 | 70 |
| 2023-11-11 | 2024-02-11 | -9.04 | 92 |
| 2024-05-21 | 2024-07-19 | -8.25 | 59 |
| 2022-03-29 | 2022-05-30 | -7.43 | 61 |
| 2024-07-22 | 2024-09-19 | -7.00 | 59 |
| 2024-09-25 | 2024-11-06 | -6.87 | 42 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2025-01-17 | -5.47 | 64 |
| Metric | 4047786:btcusd:double_slow_high_gx:lsma200_85 | 4047786:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 30.62% | 43.77% |
| Worst Month | -12.66% | -37.12% |
| Best Year | 116.58% | 155.54% |
| Worst Year | -5.66% | -58.81% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 5.37% | 8.69% |
| Avg. Down Week | -2.53% | -4.38% |
| Avg. Up Month | 11.27% | 18.36% |
| Avg. Down Month | -4.16% | -11.51% |
| Win Days % | 48.02% | 51.12% |
| Win Month % | 58.62% | 58.97% |
| Win Week % | 50.65% | 48.8% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 50.0% |