| Metric | 4047802:btcusd:double_slow_high_gx:lsma135_90 | 4047802:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 31.34% | 32.88% |
| Max Drawdown | -12.34% | -28.38% |
| Sharpe | 0.69 | 0.44 |
| Sortino | 1.11 | 0.64 |
| Payoff Ratio | 1.2 | 1.19 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.42 | 1.01 |
| CPC Index | 0.71 | 0.66 |
| Tail Ratio | 1.16 | 0.94 |
| Outlier Win Ratio | 21.38 | 3.49 |
| Outlier Loss Ratio | 3.87 | 3.08 |
| Volatility (ann.) | 12.43% | 25.93% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.95 | 1.35 |
| Skew | 1.54 | 0.16 |
| Kurtosis | 23.06 | 6.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.3% | 2.4% |
| Expected Yearly % | 14.6% | 15.27% |
| Kelly Criterion | 5.44% | 10.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.2% |
| Expected Shortfall (cVaR) | -1.05% | -2.2% |
| Year | 4047802:BTCUSD | 4047802:btcusd:double_slow_high_gx:lsma135_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 27.91 | 0.56 | - |
| 2025 | -11.10 | 2.68 | -0.24 | + |
| Metric | 4047802:btcusd:double_slow_high_gx:lsma135_90 | 4047802:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | 2.68% | -11.3% |
| 6M | 5.97% | 26.51% |
| YTD | 2.68% | -11.1% |
| 1Y | 31.34% | 32.88% |
| 3Y (ann.) | 36.47% | 38.3% |
| 5Y (ann.) | 36.47% | 38.3% |
| Metric | 4047802:btcusd:double_slow_high_gx:lsma135_90 | 4047802:BTCUSD |
|---|---|---|
| Max Drawdown | -12.34% | -28.38% |
| Longest DD Days | 70.0 | 144.0 |
| Avg. Drawdown | -3.3% | -4.96% |
| Avg. Drawdown Days | 15.0 | 12.0 |
| Recovery Factor | 2.54 | 1.16 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-07-16 | -12.34 | 56 |
| 2025-01-20 | 2025-04-01 | -10.74 | 70 |
| 2024-11-13 | 2025-01-20 | -9.48 | 67 |
| 2024-07-22 | 2024-08-23 | -6.07 | 32 |
| 2024-08-26 | 2024-09-19 | -4.58 | 24 |
| 2024-10-30 | 2024-11-11 | -3.82 | 12 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-09-25 | 2024-10-29 | -2.96 | 34 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 4047802:btcusd:double_slow_high_gx:lsma135_90 | 4047802:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 15.19% | 18.93% |
| Worst Week | -5.56% | -12.33% |
| Best Month | 11.38% | 37.42% |
| Worst Month | -5.56% | -17.69% |
| Best Year | 27.91% | 49.48% |
| Worst Year | 2.68% | -11.1% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 5.65% | 7.54% |
| Avg. Down Week | -2.14% | -4.67% |
| Avg. Up Month | 7.02% | 13.12% |
| Avg. Down Month | -4.07% | -10.46% |
| Win Days % | 48.48% | 51.44% |
| Win Month % | 70.0% | 58.33% |
| Win Week % | 43.48% | 52.08% |
| Win Quarter % | 100.0% | 80.0% |
| Win Year % | 100.0% | 50.0% |