| Metric | 4048623:btcusd:double_slow_high_gx:lsma220_90 | 4048623:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 151.7% | 116.37% |
| Max Drawdown | -22.53% | -67.18% |
| Sharpe | 0.68 | 0.37 |
| Sortino | 1.09 | 0.53 |
| Payoff Ratio | 1.23 | 1.24 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.64 | 1.04 |
| CPC Index | 0.74 | 0.68 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 26.55 | 3.78 |
| Outlier Loss Ratio | 4.33 | 3.38 |
| Volatility (ann.) | 11.98% | 26.33% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.54 | 0.42 |
| Skew | 1.3 | 0.18 |
| Kurtosis | 35.66 | 6.35 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.4% | 2.0% |
| Expected Yearly % | 25.96% | 21.28% |
| Kelly Criterion | 5.87% | 11.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.24% |
| Expected Shortfall (cVaR) | -1.01% | -2.24% |
| Year | 4048623:BTCUSD | 4048623:btcusd:double_slow_high_gx:lsma220_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | -6.65 | 0.12 | + |
| 2023 | 155.54 | 47.38 | 0.30 | - |
| 2024 | 121.00 | 80.27 | 0.66 | - |
| 2025 | -11.10 | 1.49 | -0.13 | + |
| Metric | 4048623:btcusd:double_slow_high_gx:lsma220_90 | 4048623:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | 1.49% | -11.3% |
| 6M | 15.98% | 26.51% |
| YTD | 1.49% | -11.1% |
| 1Y | 25.03% | 16.41% |
| 3Y (ann.) | 33.47% | 22.12% |
| 5Y (ann.) | 34.7% | 28.28% |
| Metric | 4048623:btcusd:double_slow_high_gx:lsma220_90 | 4048623:BTCUSD |
|---|---|---|
| Max Drawdown | -22.53% | -67.18% |
| Longest DD Days | 292.0 | 683.0 |
| Avg. Drawdown | -3.44% | -6.62% |
| Avg. Drawdown Days | 29.0 | 34.0 |
| Recovery Factor | 6.73 | 1.73 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-03-20 | -22.53 | 292 |
| 2024-05-21 | 2024-11-11 | -13.35 | 174 |
| 2023-03-22 | 2023-06-23 | -13.19 | 92 |
| 2025-01-20 | 2025-04-01 | -8.60 | 70 |
| 2023-10-25 | 2024-02-09 | -8.39 | 106 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-11-13 | 2025-01-17 | -5.47 | 64 |
| 2023-06-23 | 2023-10-02 | -5.46 | 100 |
| 2022-03-29 | 2022-05-30 | -5.31 | 61 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| Metric | 4048623:btcusd:double_slow_high_gx:lsma220_90 | 4048623: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 | 33.84% | 43.77% |
| Worst Month | -13.17% | -37.12% |
| Best Year | 80.27% | 155.54% |
| Worst Year | -6.65% | -56.9% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.75% | -0.75% |
| Avg. Up Week | 5.32% | 7.91% |
| Avg. Down Week | -2.41% | -4.07% |
| Avg. Up Month | 9.7% | 17.61% |
| Avg. Down Month | -3.95% | -11.23% |
| Win Days % | 48.08% | 51.13% |
| Win Month % | 56.67% | 58.97% |
| Win Week % | 46.75% | 49.4% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 50.0% |