| Metric | 4047926:btcusd:double_slow_high_gx:lsma230_110 | 4047926:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 121.22% | 110.05% |
| Max Drawdown | -25.6% | -67.18% |
| Sharpe | 0.6 | 0.36 |
| Sortino | 0.96 | 0.52 |
| Payoff Ratio | 1.2 | 1.22 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.44 | 1.04 |
| CPC Index | 0.7 | 0.66 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 25.47 | 3.76 |
| Outlier Loss Ratio | 4.45 | 3.45 |
| Volatility (ann.) | 11.94% | 26.35% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.14 | 0.4 |
| Skew | 1.51 | 0.18 |
| Kurtosis | 30.72 | 6.35 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.06% | 1.92% |
| Expected Yearly % | 21.96% | 20.39% |
| Kelly Criterion | 5.16% | 11.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.24% |
| Expected Shortfall (cVaR) | -1.01% | -2.24% |
| Year | 4047926:BTCUSD | 4047926:btcusd:double_slow_high_gx:lsma230_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | -9.24 | 0.16 | + |
| 2023 | 155.54 | 52.72 | 0.34 | - |
| 2024 | 121.00 | 81.31 | 0.67 | - |
| 2025 | -11.10 | -11.98 | 1.08 | - |
| Metric | 4047926:btcusd:double_slow_high_gx:lsma230_110 | 4047926:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | -11.98% | -11.3% |
| 6M | -0.46% | 26.51% |
| YTD | -11.98% | -11.1% |
| 1Y | 6.01% | 16.41% |
| 3Y (ann.) | 25.44% | 22.12% |
| 5Y (ann.) | 29.29% | 27.15% |
| Metric | 4047926:btcusd:double_slow_high_gx:lsma230_110 | 4047926:BTCUSD |
|---|---|---|
| Max Drawdown | -25.6% | -67.18% |
| Longest DD Days | 358.0 | 683.0 |
| Avg. Drawdown | -4.32% | -6.98% |
| Avg. Drawdown Days | 38.0 | 37.0 |
| Recovery Factor | 4.73 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-03-22 | -25.60 | 358 |
| 2024-11-23 | 2025-04-01 | -18.20 | 129 |
| 2024-05-21 | 2024-11-11 | -15.15 | 174 |
| 2023-06-23 | 2023-10-21 | -8.99 | 119 |
| 2023-10-25 | 2024-02-12 | -8.76 | 109 |
| 2023-03-22 | 2023-06-21 | -7.04 | 90 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-03-13 | 2024-05-20 | -4.99 | 68 |
| 2022-03-02 | 2022-03-24 | -3.23 | 22 |
| Metric | 4047926:btcusd:double_slow_high_gx:lsma230_110 | 4047926:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.51% | -29.64% |
| Best Month | 30.28% | 43.77% |
| Worst Month | -10.71% | -37.12% |
| Best Year | 81.31% | 155.54% |
| Worst Year | -11.98% | -58.16% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.73% | -0.72% |
| Avg. Up Week | 5.88% | 8.56% |
| Avg. Down Week | -2.67% | -3.58% |
| Avg. Up Month | 14.86% | 20.55% |
| Avg. Down Month | -5.37% | -9.4% |
| Win Days % | 48.2% | 51.11% |
| Win Month % | 48.28% | 58.97% |
| Win Week % | 43.42% | 49.09% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 50.0% | 50.0% |