| Metric | 4048358:btcusd:double_slow_high_gx:lsma195_50 | 4048358:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 116.56% | 107.21% |
| Max Drawdown | -18.96% | -67.18% |
| Sharpe | 0.58 | 0.35 |
| Sortino | 0.92 | 0.51 |
| Payoff Ratio | 1.23 | 1.25 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.48 | 1.04 |
| CPC Index | 0.69 | 0.67 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 27.76 | 3.85 |
| Outlier Loss Ratio | 4.39 | 3.43 |
| Volatility (ann.) | 11.99% | 26.54% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.49 | 0.39 |
| Skew | 1.09 | 0.17 |
| Kurtosis | 33.54 | 6.34 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.0% | 1.89% |
| Expected Yearly % | 21.31% | 19.98% |
| Kelly Criterion | 3.01% | 11.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.26% |
| Expected Shortfall (cVaR) | -1.01% | -2.26% |
| Year | 4048358:BTCUSD | 4048358:btcusd:double_slow_high_gx:lsma195_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 4.40 | -0.07 | + |
| 2023 | 155.54 | 64.54 | 0.41 | - |
| 2024 | 121.00 | 39.39 | 0.33 | - |
| 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 | -7.22% | 16.41% |
| 3Y (ann.) | 28.13% | 22.12% |
| 5Y (ann.) | 28.15% | 26.35% |
| Metric | 4048358:btcusd:double_slow_high_gx:lsma195_50 | 4048358:BTCUSD |
|---|---|---|
| Max Drawdown | -18.96% | -67.18% |
| Longest DD Days | 253.0 | 683.0 |
| Avg. Drawdown | -4.53% | -7.07% |
| Avg. Drawdown Days | 32.0 | 36.0 |
| Recovery Factor | 6.15 | 1.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-04-01 | -18.96 | 138 |
| 2023-06-23 | 2023-10-24 | -17.24 | 122 |
| 2024-03-05 | 2024-11-13 | -16.89 | 253 |
| 2022-07-30 | 2023-01-13 | -16.50 | 166 |
| 2022-05-31 | 2022-07-19 | -14.91 | 48 |
| 2023-03-20 | 2023-06-21 | -9.86 | 93 |
| 2022-05-23 | 2022-05-30 | -7.56 | 7 |
| 2023-12-06 | 2024-02-09 | -6.15 | 65 |
| 2022-03-02 | 2022-03-27 | -6.12 | 25 |
| 2022-07-20 | 2022-07-30 | -4.75 | 10 |
| Metric | 4048358:btcusd:double_slow_high_gx:lsma195_50 | 4048358:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 20.49% | 35.75% |
| Worst Week | -9.02% | -29.64% |
| Best Month | 39.49% | 43.77% |
| Worst Month | -13.88% | -37.12% |
| Best Year | 64.54% | 155.54% |
| Worst Year | -9.56% | -58.73% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 5.49% | 8.86% |
| Avg. Down Week | -2.8% | -4.62% |
| Avg. Up Month | 11.31% | 17.15% |
| Avg. Down Month | -4.53% | -11.38% |
| Win Days % | 46.53% | 51.11% |
| Win Month % | 50.0% | 58.97% |
| Win Week % | 44.94% | 48.5% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 50.0% |