| Metric | 4047950:btcusd:double_slow_high_gx:lsma220_115 | 4047950:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 27.95% | 32.88% |
| Max Drawdown | -15.41% | -28.38% |
| Sharpe | 0.62 | 0.44 |
| Sortino | 0.98 | 0.64 |
| Payoff Ratio | 1.19 | 1.22 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.49 | 1.01 |
| CPC Index | 0.7 | 0.67 |
| Tail Ratio | 1.24 | 0.94 |
| Outlier Win Ratio | 21.99 | 3.58 |
| Outlier Loss Ratio | 3.94 | 3.16 |
| Volatility (ann.) | 12.63% | 25.93% |
| R^2 | 0.23 | 0.23 |
| Calmar | 2.11 | 1.35 |
| Skew | 1.38 | 0.16 |
| Kurtosis | 23.1 | 6.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.08% | 2.4% |
| Expected Yearly % | 13.11% | 15.27% |
| Kelly Criterion | 5.33% | 11.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.2% |
| Expected Shortfall (cVaR) | -1.07% | -2.2% |
| Year | 4047950:BTCUSD | 4047950:btcusd:double_slow_high_gx:lsma220_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 35.59 | 0.72 | - |
| 2025 | -11.10 | -5.64 | 0.51 | + |
| Metric | 4047950:btcusd:double_slow_high_gx:lsma220_115 | 4047950:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | -5.64% | -11.3% |
| 6M | 13.21% | 26.51% |
| YTD | -5.64% | -11.1% |
| 1Y | 27.95% | 32.88% |
| 3Y (ann.) | 32.46% | 38.3% |
| 5Y (ann.) | 32.46% | 38.3% |
| Metric | 4047950:btcusd:double_slow_high_gx:lsma220_115 | 4047950:BTCUSD |
|---|---|---|
| Max Drawdown | -15.41% | -28.38% |
| Longest DD Days | 161.0 | 144.0 |
| Avg. Drawdown | -3.56% | -4.96% |
| Avg. Drawdown Days | 24.0 | 12.0 |
| Recovery Factor | 1.81 | 1.16 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-10-29 | -15.41 | 161 |
| 2024-11-23 | 2025-04-01 | -12.75 | 129 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-30 | 2024-11-10 | -4.41 | 11 |
| 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 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-05-18 | 2024-05-19 | -0.51 | 0 |
| Metric | 4047950:btcusd:double_slow_high_gx:lsma220_115 | 4047950:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -5.83% | -12.33% |
| Best Month | 30.28% | 37.42% |
| Worst Month | -5.72% | -17.69% |
| Best Year | 35.59% | 49.48% |
| Worst Year | -5.64% | -11.1% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.77% | -0.76% |
| Avg. Up Week | 5.65% | 8.62% |
| Avg. Down Week | -3.19% | -4.13% |
| Avg. Up Month | 11.32% | 15.93% |
| Avg. Down Month | -3.19% | -4.15% |
| Win Days % | 48.48% | 51.44% |
| Win Month % | 44.44% | 58.33% |
| Win Week % | 45.45% | 52.08% |
| Win Quarter % | 50.0% | 80.0% |
| Win Year % | 50.0% | 50.0% |