| Metric | 4048589:btcusd:double_slow_high_gx:lsma195_85 | 4048589:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 44.2% | 44.44% |
| Max Drawdown | -8.82% | -28.21% |
| Sharpe | 1.27 | 0.77 |
| Sortino | 2.42 | 1.12 |
| Payoff Ratio | 1.32 | 1.51 |
| Profit Factor | 1.45 | 1.12 |
| Common Sense Ratio | 1.93 | 1.23 |
| CPC Index | 0.91 | 0.88 |
| Tail Ratio | 1.33 | 1.09 |
| Outlier Win Ratio | 20.07 | 3.27 |
| Outlier Loss Ratio | 4.34 | 2.94 |
| Volatility (ann.) | 20.81% | 45.11% |
| R^2 | 0.2 | 0.2 |
| Calmar | 3.12 | 0.98 |
| Skew | 2.67 | -0.14 |
| Kurtosis | 19.47 | 3.59 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 1.95% | 1.95% |
| Expected Yearly % | 20.08% | 20.18% |
| Kelly Criterion | 7.56% | 19.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -3.79% |
| Expected Shortfall (cVaR) | -1.72% | -3.79% |
| Year | 4048589:BTCUSD | 4048589:btcusd:double_slow_high_gx:lsma195_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 34.44 | 0.85 | - |
| 2025 | 2.81 | 7.25 | 2.58 | + |
| Metric | 4048589:btcusd:double_slow_high_gx:lsma195_85 | 4048589:BTCUSD |
|---|---|---|
| MTD | 0.0% | -13.5% |
| 3M | 2.18% | -19.24% |
| 6M | -2.4% | -8.05% |
| YTD | 7.25% | 2.81% |
| 1Y | 6.59% | 4.01% |
| 3Y (ann.) | 27.49% | 27.63% |
| 5Y (ann.) | 27.49% | 27.63% |
| Metric | 4048589:btcusd:double_slow_high_gx:lsma195_85 | 4048589:BTCUSD |
|---|---|---|
| Max Drawdown | -8.82% | -28.21% |
| Longest DD Days | 125.0 | 154.0 |
| Avg. Drawdown | -4.33% | -9.07% |
| Avg. Drawdown Days | 44.0 | 37.0 |
| Recovery Factor | 5.01 | 1.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-13 | 2025-07-14 | -8.82 | 62 |
| 2025-01-23 | 2025-04-23 | -8.68 | 90 |
| 2024-05-22 | 2024-07-20 | -7.76 | 59 |
| 2024-07-23 | 2024-11-08 | -6.52 | 108 |
| 2025-07-15 | 2025-11-17 | -5.69 | 125 |
| 2025-01-20 | 2025-01-22 | -3.57 | 2 |
| 2025-04-27 | 2025-05-10 | -3.31 | 13 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-11-17 | 2025-01-17 | -2.00 | 61 |
| Metric | 4048589:btcusd:double_slow_high_gx:lsma195_85 | 4048589:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -4.22% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -5.03% | -18.81% |
| Best Month | 25.66% | 34.43% |
| Worst Month | -6.26% | -23.44% |
| Best Year | 34.44% | 40.49% |
| Worst Year | 7.25% | 2.81% |
| Avg. Up Day | 1.78% | 1.99% |
| Avg. Down Day | -1.35% | -1.32% |
| Avg. Up Week | 3.37% | 6.14% |
| Avg. Down Week | -2.1% | -2.98% |
| Avg. Up Month | 6.12% | 11.29% |
| Avg. Down Month | -2.31% | -8.45% |
| Win Days % | 47.4% | 51.82% |
| Win Month % | 64.29% | 63.16% |
| Win Week % | 55.0% | 54.32% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 100.0% |