| Metric | 4047950:btcusd:double_slow_high_gx:lsma220_115 | 4047950:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 170.5% | 116.37% |
| Max Drawdown | -31.71% | -67.18% |
| Sharpe | 0.72 | 0.37 |
| Sortino | 1.17 | 0.53 |
| Payoff Ratio | 1.24 | 1.23 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.57 | 1.04 |
| CPC Index | 0.76 | 0.67 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 24.76 | 3.79 |
| Outlier Loss Ratio | 4.43 | 3.43 |
| Volatility (ann.) | 12.12% | 26.33% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.19 | 0.42 |
| Skew | 1.58 | 0.18 |
| Kurtosis | 29.84 | 6.35 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.58% | 2.0% |
| Expected Yearly % | 28.25% | 21.28% |
| Kelly Criterion | 7.14% | 11.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.24% |
| Expected Shortfall (cVaR) | -1.02% | -2.24% |
| Year | 4047950:BTCUSD | 4047950:btcusd:double_slow_high_gx:lsma220_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | -11.26 | 0.20 | + |
| 2023 | 155.54 | 60.94 | 0.39 | - |
| 2024 | 121.00 | 100.71 | 0.83 | - |
| 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 | 27.32% | 16.41% |
| 3Y (ann.) | 32.44% | 22.12% |
| 5Y (ann.) | 37.87% | 28.28% |
| Metric | 4047950:btcusd:double_slow_high_gx:lsma220_115 | 4047950:BTCUSD |
|---|---|---|
| Max Drawdown | -31.71% | -67.18% |
| Longest DD Days | 451.0 | 683.0 |
| Avg. Drawdown | -3.47% | -6.62% |
| Avg. Drawdown Days | 28.0 | 34.0 |
| Recovery Factor | 5.38 | 1.73 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-06-23 | -31.71 | 451 |
| 2024-05-21 | 2024-10-29 | -15.41 | 161 |
| 2024-11-23 | 2025-04-01 | -12.75 | 129 |
| 2023-09-19 | 2023-10-20 | -8.50 | 30 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-11-02 | 2024-02-11 | -5.72 | 101 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-03-13 | 2024-05-15 | -4.87 | 63 |
| 2024-10-30 | 2024-11-10 | -4.41 | 11 |
| 2023-06-23 | 2023-09-18 | -3.76 | 86 |
| Metric | 4047950:btcusd:double_slow_high_gx:lsma220_115 | 4047950: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 | -10.06% | -37.12% |
| Best Year | 100.71% | 155.54% |
| Worst Year | -11.26% | -56.9% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 5.65% | 7.94% |
| Avg. Down Week | -2.4% | -4.53% |
| Avg. Up Month | 11.81% | 18.6% |
| Avg. Down Month | -3.63% | -11.0% |
| Win Days % | 48.68% | 51.13% |
| Win Month % | 53.12% | 58.97% |
| Win Week % | 50.0% | 49.4% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 50.0% | 50.0% |