| Metric | 4049456:btcusd:double_slow_high_gx:lsma225_95 | 4049456:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 20.82% | 293.26% |
| Max Drawdown | -37.43% | -32.34% |
| Sharpe | 0.12 | 0.39 |
| Sortino | 0.17 | 0.55 |
| Payoff Ratio | 1.12 | 1.16 |
| Profit Factor | 1.04 | 1.06 |
| Common Sense Ratio | 1.12 | 1.09 |
| CPC Index | 0.54 | 0.63 |
| Tail Ratio | 1.08 | 1.03 |
| Outlier Win Ratio | 23.64 | 3.62 |
| Outlier Loss Ratio | 3.75 | 3.55 |
| Volatility (ann.) | 5.48% | 10.51% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.33 | 4.06 |
| Skew | 0.7 | -0.02 |
| Kurtosis | 51.66 | 9.07 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.95% | 7.09% |
| Expected Yearly % | 6.51% | 57.84% |
| Kelly Criterion | -1.6% | 9.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -0.89% |
| Expected Shortfall (cVaR) | -0.47% | -0.89% |
| Year | 4049456:BTCUSD | 4049456:btcusd:double_slow_high_gx:lsma225_95 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.60 | 20.46 | 0.39 | - |
| 2024 | 121.00 | 13.89 | 0.11 | - |
| 2025 | 16.61 | -11.93 | -0.72 | - |
| Metric | 4049456:btcusd:double_slow_high_gx:lsma225_95 | 4049456:BTCUSD |
|---|---|---|
| MTD | 4.43% | 15.58% |
| 3M | -2.54% | 22.89% |
| 6M | -22.57% | 17.06% |
| YTD | -11.93% | 16.61% |
| 1Y | -25.18% | 56.92% |
| 3Y (ann.) | 12.28% | 131.31% |
| 5Y (ann.) | 12.28% | 131.31% |
| Metric | 4049456:btcusd:double_slow_high_gx:lsma225_95 | 4049456:BTCUSD |
|---|---|---|
| Max Drawdown | -37.43% | -32.34% |
| Longest DD Days | 376.0 | 236.0 |
| Avg. Drawdown | -2.52% | -2.28% |
| Avg. Drawdown Days | 12.0 | 5.0 |
| Recovery Factor | 0.56 | 9.07 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-16 | 2025-05-28 | -37.43 | 376 |
| 2024-01-02 | 2024-02-09 | -9.48 | 37 |
| 2024-02-29 | 2024-03-25 | -9.21 | 25 |
| 2023-11-09 | 2023-12-04 | -6.78 | 24 |
| 2023-12-05 | 2024-01-02 | -6.59 | 27 |
| 2024-04-23 | 2024-05-15 | -5.98 | 22 |
| 2024-04-08 | 2024-04-22 | -5.94 | 14 |
| 2023-10-24 | 2023-11-09 | -4.89 | 16 |
| 2024-03-26 | 2024-04-08 | -3.81 | 12 |
| 2023-10-16 | 2023-10-21 | -3.59 | 4 |
| Metric | 4049456:btcusd:double_slow_high_gx:lsma225_95 | 4049456:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.04% | 23.06% |
| Worst Week | -10.1% | -12.33% |
| Best Month | 33.0% | 43.77% |
| Worst Month | -12.5% | -17.69% |
| Best Year | 20.46% | 121.0% |
| Worst Year | -11.93% | 16.61% |
| Avg. Up Day | 0.4% | 0.41% |
| Avg. Down Day | -0.36% | -0.35% |
| Avg. Up Week | 5.23% | 9.62% |
| Avg. Down Week | -2.45% | -4.3% |
| Avg. Up Month | 9.24% | 18.51% |
| Avg. Down Month | -7.5% | -9.02% |
| Win Days % | 46.31% | 51.08% |
| Win Month % | 50.0% | 70.0% |
| Win Week % | 43.04% | 56.82% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 66.67% | 100.0% |