| Metric | 4048358:btcusd:double_slow_high_gx:lsma195_50 | 4048358:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 0.48% | 32.88% |
| Max Drawdown | -18.96% | -28.38% |
| Sharpe | 0.07 | 0.44 |
| Sortino | 0.1 | 0.64 |
| Payoff Ratio | 1.21 | 1.24 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 1.13 | 1.01 |
| CPC Index | 0.53 | 0.69 |
| Tail Ratio | 1.11 | 0.94 |
| Outlier Win Ratio | 29.69 | 3.16 |
| Outlier Loss Ratio | 4.11 | 3.01 |
| Volatility (ann.) | 10.44% | 25.93% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.03 | 1.35 |
| Skew | 1.17 | 0.16 |
| Kurtosis | 32.27 | 6.42 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.04% | 2.4% |
| Expected Yearly % | 0.24% | 15.27% |
| Kelly Criterion | -5.01% | 12.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.2% |
| Expected Shortfall (cVaR) | -0.9% | -2.2% |
| Year | 4048358:BTCUSD | 4048358:btcusd:double_slow_high_gx:lsma195_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 11.10 | 0.22 | - |
| 2025 | -11.10 | -9.56 | 0.86 | + |
| Metric | 4048358:btcusd:double_slow_high_gx:lsma195_50 | 4048358:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | -9.56% | -11.3% |
| 6M | -0.16% | 26.51% |
| YTD | -9.56% | -11.1% |
| 1Y | 0.48% | 32.88% |
| 3Y (ann.) | 0.55% | 38.3% |
| 5Y (ann.) | 0.55% | 38.3% |
| Metric | 4048358:btcusd:double_slow_high_gx:lsma195_50 | 4048358:BTCUSD |
|---|---|---|
| Max Drawdown | -18.96% | -28.38% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -5.34% | -4.96% |
| Avg. Drawdown Days | 39.0 | 12.0 |
| Recovery Factor | 0.03 | 1.16 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-04-01 | -18.96 | 138 |
| 2024-05-21 | 2024-11-11 | -16.09 | 174 |
| 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 |
| 2024-05-18 | 2024-05-19 | -0.51 | 0 |
| 2024-05-18 | 2024-05-18 | -0.25 | 0 |
| Metric | 4048358:btcusd:double_slow_high_gx:lsma195_50 | 4048358:BTCUSD |
|---|---|---|
| Best Day | 5.24% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 13.87% | 18.93% |
| Worst Week | -9.02% | -12.33% |
| Best Month | 14.84% | 37.42% |
| Worst Month | -12.71% | -17.69% |
| Best Year | 11.1% | 49.48% |
| Worst Year | -9.56% | -11.1% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.75% | -0.74% |
| Avg. Up Week | 3.89% | 8.62% |
| Avg. Down Week | -1.96% | -4.91% |
| Avg. Up Month | 7.83% | 16.19% |
| Avg. Down Month | -1.59% | -11.18% |
| Win Days % | 42.5% | 51.44% |
| Win Month % | 40.0% | 58.33% |
| Win Week % | 40.74% | 52.08% |
| Win Quarter % | 50.0% | 80.0% |
| Win Year % | 50.0% | 50.0% |