| Metric | 12433369:btcusd:triple_med_gx:zlema205_20 | 12433369:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 41.17% | 55.9% |
| Max Drawdown | -6.77% | -28.17% |
| Sharpe | 2.1 | 1.14 |
| Sortino | 4.39 | 1.8 |
| Payoff Ratio | 1.8 | 1.45 |
| Profit Factor | 2.08 | 1.18 |
| Common Sense Ratio | 8.95 | 1.32 |
| CPC Index | 1.85 | 0.87 |
| Tail Ratio | 4.31 | 1.12 |
| Outlier Win Ratio | 28.22 | 3.04 |
| Outlier Loss Ratio | 4.68 | 2.37 |
| Volatility (ann.) | 17.22% | 49.74% |
| R^2 | 0.12 | 0.12 |
| Calmar | 6.14 | 2.0 |
| Skew | 3.42 | 0.52 |
| Kurtosis | 32.16 | 2.46 |
| Expected Daily % | 0.1% | 0.12% |
| Expected Monthly % | 2.92% | 3.77% |
| Expected Yearly % | 18.82% | 24.86% |
| Kelly Criterion | 21.26% | 16.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -4.13% |
| Expected Shortfall (cVaR) | -1.38% | -4.13% |
| Year | 12433369:BTCUSD | 12433369:btcusd:triple_med_gx:zlema205_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 32.07 | 0.85 | - |
| 2025 | 13.09 | 6.89 | 0.53 | - |
| Metric | 12433369:btcusd:triple_med_gx:zlema205_20 | 12433369:BTCUSD |
|---|---|---|
| MTD | 4.14% | 12.09% |
| 3M | 4.14% | 19.18% |
| 6M | 10.34% | 14.84% |
| YTD | 6.89% | 13.09% |
| 1Y | 41.17% | 55.9% |
| 3Y (ann.) | 41.57% | 56.47% |
| 5Y (ann.) | 41.57% | 56.47% |
| Metric | 12433369:btcusd:triple_med_gx:zlema205_20 | 12433369:BTCUSD |
|---|---|---|
| Max Drawdown | -6.77% | -28.17% |
| Longest DD Days | 110.0 | 145.0 |
| Avg. Drawdown | -2.02% | -7.43% |
| Avg. Drawdown Days | 13.0 | 25.0 |
| Recovery Factor | 6.08 | 1.98 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-01-30 | -6.77 | 35 |
| 2025-01-31 | 2025-05-21 | -5.86 | 110 |
| 2024-12-09 | 2024-12-15 | -4.15 | 6 |
| 2024-12-20 | 2024-12-24 | -3.24 | 4 |
| 2024-10-25 | 2024-10-28 | -2.34 | 3 |
| 2025-05-28 | 2025-05-29 | -2.25 | 1 |
| 2024-11-30 | 2024-12-04 | -1.67 | 4 |
| 2024-11-27 | 2024-11-29 | -0.48 | 2 |
| 2024-10-01 | 2024-10-04 | -0.44 | 3 |
| 2024-10-05 | 2024-10-15 | -0.42 | 10 |
| Metric | 12433369:btcusd:triple_med_gx:zlema205_20 | 12433369:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 11.89% |
| Worst Day | -3.98% | -8.6% |
| Best Week | 9.96% | 18.93% |
| Worst Week | -3.68% | -12.33% |
| Best Month | 14.72% | 37.42% |
| Worst Month | -1.92% | -17.69% |
| Best Year | 32.07% | 37.85% |
| Worst Year | 6.89% | 13.09% |
| Avg. Up Day | 1.87% | 1.91% |
| Avg. Down Day | -1.04% | -1.32% |
| Avg. Up Week | 4.98% | 6.29% |
| Avg. Down Week | -1.54% | -3.02% |
| Avg. Up Month | 8.86% | 17.53% |
| Avg. Down Month | -1.92% | -17.69% |
| Win Days % | 49.33% | 50.83% |
| Win Month % | 83.33% | 58.33% |
| Win Week % | 54.55% | 54.72% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |