| Metric | 4048588:btcusd:double_slow_high_gx:lsma190_85 | 4048588:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 47.83% | 32.88% |
| Max Drawdown | -10.38% | -28.38% |
| Sharpe | 0.97 | 0.44 |
| Sortino | 1.74 | 0.64 |
| Payoff Ratio | 1.38 | 1.42 |
| Profit Factor | 1.38 | 1.07 |
| Common Sense Ratio | 1.73 | 1.01 |
| CPC Index | 0.92 | 0.78 |
| Tail Ratio | 1.25 | 0.94 |
| Outlier Win Ratio | 23.63 | 3.49 |
| Outlier Loss Ratio | 3.98 | 2.97 |
| Volatility (ann.) | 12.23% | 25.93% |
| R^2 | 0.22 | 0.22 |
| Calmar | 5.41 | 1.35 |
| Skew | 3.09 | 0.16 |
| Kurtosis | 38.56 | 6.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.31% | 2.4% |
| Expected Yearly % | 21.58% | 15.27% |
| Kelly Criterion | 10.22% | 17.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.2% |
| Expected Shortfall (cVaR) | -1.02% | -2.2% |
| Year | 4048588:BTCUSD | 4048588:btcusd:double_slow_high_gx:lsma190_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 39.84 | 0.81 | - |
| 2025 | -11.10 | 5.71 | -0.51 | + |
| Metric | 4048588:btcusd:double_slow_high_gx:lsma190_85 | 4048588:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | 5.71% | -11.3% |
| 6M | 30.91% | 26.51% |
| YTD | 5.71% | -11.1% |
| 1Y | 47.83% | 32.88% |
| 3Y (ann.) | 56.18% | 38.3% |
| 5Y (ann.) | 56.18% | 38.3% |
| Metric | 4048588:btcusd:double_slow_high_gx:lsma190_85 | 4048588:BTCUSD |
|---|---|---|
| Max Drawdown | -10.38% | -28.38% |
| Longest DD Days | 111.0 | 144.0 |
| Avg. Drawdown | -3.07% | -4.96% |
| Avg. Drawdown Days | 18.0 | 12.0 |
| Recovery Factor | 4.61 | 1.16 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-10 | -10.38 | 111 |
| 2025-01-20 | 2025-04-01 | -9.33 | 70 |
| 2024-05-21 | 2024-07-17 | -8.25 | 57 |
| 2024-11-13 | 2025-01-15 | -5.47 | 62 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 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 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| Metric | 4048588:btcusd:double_slow_high_gx:lsma190_85 | 4048588:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -3.53% | -12.33% |
| Best Month | 29.59% | 37.42% |
| Worst Month | -4.44% | -17.69% |
| Best Year | 39.84% | 49.48% |
| Worst Year | 5.71% | -11.1% |
| Avg. Up Day | 1.01% | 1.02% |
| Avg. Down Day | -0.73% | -0.72% |
| Avg. Up Week | 5.86% | 7.31% |
| Avg. Down Week | -1.32% | -3.85% |
| Avg. Up Month | 10.39% | 13.12% |
| Avg. Down Month | -2.97% | -7.93% |
| Win Days % | 47.91% | 51.44% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 47.83% | 52.08% |
| Win Quarter % | 100.0% | 80.0% |
| Win Year % | 100.0% | 50.0% |