| Metric | 4047952:btcusd:double_slow_high_gx:lsma225_115 | 4047952:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 176.16% | 112.61% |
| Max Drawdown | -30.3% | -67.18% |
| Sharpe | 0.74 | 0.36 |
| Sortino | 1.2 | 0.53 |
| Payoff Ratio | 1.22 | 1.22 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.58 | 1.04 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 24.96 | 3.78 |
| Outlier Loss Ratio | 4.42 | 3.43 |
| Volatility (ann.) | 12.09% | 26.35% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.28 | 0.41 |
| Skew | 1.59 | 0.18 |
| Kurtosis | 30.14 | 6.35 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.64% | 1.95% |
| Expected Yearly % | 28.91% | 20.75% |
| Kelly Criterion | 7.33% | 11.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.24% |
| Expected Shortfall (cVaR) | -1.02% | -2.24% |
| Year | 4047952:BTCUSD | 4047952:btcusd:double_slow_high_gx:lsma225_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -9.40 | 0.16 | + |
| 2023 | 155.54 | 62.36 | 0.40 | - |
| 2024 | 121.00 | 98.41 | 0.81 | - |
| 2025 | -11.10 | -5.37 | 0.48 | + |
| Metric | 4047952:btcusd:double_slow_high_gx:lsma225_115 | 4047952:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | -5.37% | -11.3% |
| 6M | 13.52% | 26.51% |
| YTD | -5.37% | -11.1% |
| 1Y | 28.82% | 16.41% |
| 3Y (ann.) | 33.58% | 22.12% |
| 5Y (ann.) | 38.84% | 27.59% |
| Metric | 4047952:btcusd:double_slow_high_gx:lsma225_115 | 4047952:BTCUSD |
|---|---|---|
| Max Drawdown | -30.3% | -67.18% |
| Longest DD Days | 449.0 | 683.0 |
| Avg. Drawdown | -3.25% | -6.61% |
| Avg. Drawdown Days | 27.0 | 34.0 |
| Recovery Factor | 5.81 | 1.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-06-21 | -30.30 | 449 |
| 2024-05-21 | 2024-11-10 | -16.15 | 173 |
| 2024-11-23 | 2025-04-01 | -12.51 | 129 |
| 2023-09-19 | 2023-10-20 | -8.50 | 30 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-11-02 | 2024-02-12 | -5.47 | 102 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2023-06-23 | 2023-09-14 | -3.76 | 82 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-25 | 2023-11-01 | -3.09 | 7 |
| Metric | 4047952:btcusd:double_slow_high_gx:lsma225_115 | 4047952: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 | 98.41% | 155.54% |
| Worst Year | -9.4% | -57.65% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 5.66% | 7.68% |
| Avg. Down Week | -2.41% | -4.41% |
| Avg. Up Month | 11.71% | 18.46% |
| Avg. Down Month | -4.33% | -13.31% |
| Win Days % | 49.0% | 51.1% |
| Win Month % | 59.38% | 58.97% |
| Win Week % | 50.0% | 49.7% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 50.0% | 50.0% |