| Metric | 4048622:btcusd:double_slow_high_gx:lsma215_90 | 4048622:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 26.72% | 32.88% |
| Max Drawdown | -11.19% | -28.38% |
| Sharpe | 0.64 | 0.44 |
| Sortino | 1.06 | 0.64 |
| Payoff Ratio | 1.26 | 1.27 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.37 | 1.01 |
| CPC Index | 0.73 | 0.7 |
| Tail Ratio | 1.11 | 0.94 |
| Outlier Win Ratio | 25.36 | 3.49 |
| Outlier Loss Ratio | 3.93 | 3.01 |
| Volatility (ann.) | 11.6% | 25.93% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.77 | 1.35 |
| Skew | 2.01 | 0.16 |
| Kurtosis | 28.11 | 6.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.99% | 2.4% |
| Expected Yearly % | 12.57% | 15.27% |
| Kelly Criterion | 4.98% | 13.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.2% |
| Expected Shortfall (cVaR) | -0.98% | -2.2% |
| Year | 4048622:BTCUSD | 4048622:btcusd:double_slow_high_gx:lsma215_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 25.49 | 0.52 | - |
| 2025 | -11.10 | 0.98 | -0.09 | + |
| Metric | 4048622:btcusd:double_slow_high_gx:lsma215_90 | 4048622:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | 0.98% | -11.3% |
| 6M | 15.09% | 26.51% |
| YTD | 0.98% | -11.1% |
| 1Y | 26.72% | 32.88% |
| 3Y (ann.) | 31.01% | 38.3% |
| 5Y (ann.) | 31.01% | 38.3% |
| Metric | 4048622:btcusd:double_slow_high_gx:lsma215_90 | 4048622:BTCUSD |
|---|---|---|
| Max Drawdown | -11.19% | -28.38% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -3.48% | -4.96% |
| Avg. Drawdown Days | 28.0 | 12.0 |
| Recovery Factor | 2.39 | 1.16 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-11-11 | -11.19 | 174 |
| 2025-01-20 | 2025-04-01 | -9.06 | 70 |
| 2024-11-13 | 2025-01-17 | -5.47 | 64 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 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 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2024-05-18 | 2024-05-19 | -0.51 | 0 |
| Metric | 4048622:btcusd:double_slow_high_gx:lsma215_90 | 4048622:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -3.7% | -12.33% |
| Best Month | 19.27% | 37.42% |
| Worst Month | -4.44% | -17.69% |
| Best Year | 25.49% | 49.48% |
| Worst Year | 0.98% | -11.1% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.76% | -0.75% |
| Avg. Up Week | 4.73% | 7.68% |
| Avg. Down Week | -1.9% | -4.0% |
| Avg. Up Month | 7.02% | 13.12% |
| Avg. Down Month | -2.73% | -7.93% |
| Win Days % | 47.12% | 51.44% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 47.62% | 52.08% |
| Win Quarter % | 100.0% | 80.0% |
| Win Year % | 100.0% | 50.0% |