| Metric | 4048622:btcusd:double_slow_high_gx:lsma215_90 | 4048622:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 154.06% | 117.8% |
| Max Drawdown | -24.45% | -67.18% |
| Sharpe | 0.68 | 0.37 |
| Sortino | 1.09 | 0.53 |
| Payoff Ratio | 1.22 | 1.24 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.63 | 1.04 |
| CPC Index | 0.74 | 0.68 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 26.41 | 3.79 |
| Outlier Loss Ratio | 4.37 | 3.44 |
| Volatility (ann.) | 12.07% | 26.48% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.43 | 0.42 |
| Skew | 1.23 | 0.18 |
| Kurtosis | 34.81 | 6.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.42% | 2.02% |
| Expected Yearly % | 26.25% | 21.48% |
| Kelly Criterion | 5.86% | 11.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.25% |
| Expected Shortfall (cVaR) | -1.02% | -2.25% |
| Year | 4048622:BTCUSD | 4048622:btcusd:double_slow_high_gx:lsma215_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | -7.07 | 0.12 | + |
| 2023 | 155.54 | 45.00 | 0.29 | - |
| 2024 | 121.00 | 86.72 | 0.72 | - |
| 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 | 27.63% | 16.41% |
| 3Y (ann.) | 33.15% | 22.12% |
| 5Y (ann.) | 35.07% | 28.53% |
| Metric | 4048622:btcusd:double_slow_high_gx:lsma215_90 | 4048622:BTCUSD |
|---|---|---|
| Max Drawdown | -24.45% | -67.18% |
| Longest DD Days | 387.0 | 683.0 |
| Avg. Drawdown | -3.31% | -6.69% |
| Avg. Drawdown Days | 32.0 | 33.0 |
| Recovery Factor | 6.3 | 1.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-06-23 | -24.45 | 387 |
| 2024-05-21 | 2024-11-11 | -11.19 | 174 |
| 2025-01-20 | 2025-04-01 | -9.06 | 70 |
| 2023-10-25 | 2024-02-09 | -8.77 | 106 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-06-23 | 2023-10-02 | -5.75 | 100 |
| 2024-11-13 | 2025-01-17 | -5.47 | 64 |
| 2022-03-29 | 2022-05-30 | -5.31 | 61 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 4048622:btcusd:double_slow_high_gx:lsma215_90 | 4048622:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -9.64% | -29.64% |
| Best Month | 35.12% | 43.77% |
| Worst Month | -13.17% | -37.12% |
| Best Year | 86.72% | 155.54% |
| Worst Year | -7.07% | -56.62% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.76% | -0.75% |
| Avg. Up Week | 5.17% | 7.82% |
| Avg. Down Week | -2.48% | -4.21% |
| Avg. Up Month | 9.79% | 17.61% |
| Avg. Down Month | -3.76% | -11.23% |
| Win Days % | 48.17% | 51.14% |
| Win Month % | 56.67% | 58.97% |
| Win Week % | 48.68% | 49.4% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 50.0% |