| Metric | 4048594:btcusd:double_slow_high_gx:lsma215_85 | 4048594:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 199.69% | 117.8% |
| Max Drawdown | -22.68% | -67.18% |
| Sharpe | 0.78 | 0.37 |
| Sortino | 1.27 | 0.53 |
| Payoff Ratio | 1.24 | 1.24 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.74 | 1.04 |
| CPC Index | 0.79 | 0.68 |
| Tail Ratio | 1.34 | 0.98 |
| Outlier Win Ratio | 26.18 | 3.83 |
| Outlier Loss Ratio | 4.32 | 3.42 |
| Volatility (ann.) | 12.28% | 26.48% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.87 | 0.42 |
| Skew | 1.54 | 0.18 |
| Kurtosis | 37.0 | 6.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.85% | 2.02% |
| Expected Yearly % | 31.57% | 21.48% |
| Kelly Criterion | 7.95% | 11.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.25% |
| Expected Shortfall (cVaR) | -1.03% | -2.25% |
| Year | 4048594:BTCUSD | 4048594:btcusd:double_slow_high_gx:lsma215_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | -7.59 | 0.13 | + |
| 2023 | 155.54 | 50.66 | 0.33 | - |
| 2024 | 121.00 | 109.84 | 0.91 | - |
| 2025 | -11.10 | 2.58 | -0.23 | + |
| Metric | 4048594:btcusd:double_slow_high_gx:lsma215_85 | 4048594:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | 2.58% | -11.3% |
| 6M | 27.9% | 26.51% |
| YTD | 2.58% | -11.1% |
| 1Y | 47.77% | 16.41% |
| 3Y (ann.) | 40.21% | 22.12% |
| 5Y (ann.) | 42.46% | 28.53% |
| Metric | 4048594:btcusd:double_slow_high_gx:lsma215_85 | 4048594:BTCUSD |
|---|---|---|
| Max Drawdown | -22.68% | -67.18% |
| Longest DD Days | 290.0 | 683.0 |
| Avg. Drawdown | -3.24% | -6.69% |
| Avg. Drawdown Days | 23.0 | 33.0 |
| Recovery Factor | 8.8 | 1.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-03-17 | -22.68 | 290 |
| 2023-03-22 | 2023-06-23 | -13.50 | 92 |
| 2025-01-20 | 2025-04-01 | -9.76 | 70 |
| 2023-06-23 | 2023-10-20 | -9.45 | 118 |
| 2023-11-11 | 2024-02-10 | -8.95 | 91 |
| 2024-05-21 | 2024-07-21 | -8.25 | 61 |
| 2024-07-22 | 2024-09-19 | -7.96 | 59 |
| 2022-03-29 | 2022-05-30 | -7.43 | 61 |
| 2024-09-25 | 2024-11-06 | -6.41 | 42 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4048594:btcusd:double_slow_high_gx:lsma215_85 | 4048594:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 30.6% | 43.77% |
| Worst Month | -12.66% | -37.12% |
| Best Year | 109.84% | 155.54% |
| Worst Year | -7.59% | -56.62% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.76% | -0.76% |
| Avg. Up Week | 5.36% | 8.59% |
| Avg. Down Week | -2.69% | -4.54% |
| Avg. Up Month | 12.86% | 19.59% |
| Avg. Down Month | -4.88% | -11.15% |
| Win Days % | 49.02% | 51.14% |
| Win Month % | 58.62% | 58.97% |
| Win Week % | 53.25% | 49.4% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 50.0% |