| Metric | 12436829:btcusd:triple_med_gx:zlema190_35 | 12436829:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 43.91% | 39.08% |
| Max Drawdown | -9.74% | -28.17% |
| Sharpe | 1.55 | 0.72 |
| Sortino | 3.27 | 1.1 |
| Payoff Ratio | 1.71 | 1.58 |
| Profit Factor | 1.77 | 1.11 |
| Common Sense Ratio | 3.15 | 1.21 |
| CPC Index | 1.44 | 0.89 |
| Tail Ratio | 1.78 | 1.09 |
| Outlier Win Ratio | 29.63 | 3.1 |
| Outlier Loss Ratio | 4.23 | 2.43 |
| Volatility (ann.) | 16.99% | 45.46% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.91 | 0.9 |
| Skew | 3.72 | 0.45 |
| Kurtosis | 31.42 | 2.83 |
| Expected Daily % | 0.07% | 0.06% |
| Expected Monthly % | 2.04% | 1.85% |
| Expected Yearly % | 19.96% | 17.93% |
| Kelly Criterion | 16.8% | 19.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -3.82% |
| Expected Shortfall (cVaR) | -1.39% | -3.82% |
| Year | 12436829:BTCUSD | 12436829:btcusd:triple_med_gx:zlema190_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 32.92 | 0.87 | - |
| 2025 | 0.89 | 8.27 | 9.31 | + |
| Metric | 12436829:btcusd:triple_med_gx:zlema190_35 | 12436829:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 0.0% | -19.8% |
| 6M | -2.43% | -9.0% |
| YTD | 8.27% | 0.89% |
| 1Y | 19.2% | 3.43% |
| 3Y (ann.) | 28.31% | 25.35% |
| 5Y (ann.) | 28.31% | 25.35% |
| Metric | 12436829:btcusd:triple_med_gx:zlema190_35 | 12436829:BTCUSD |
|---|---|---|
| Max Drawdown | -9.74% | -28.17% |
| Longest DD Days | 159.0 | 145.0 |
| Avg. Drawdown | -2.08% | -8.11% |
| Avg. Drawdown Days | 19.0 | 27.0 |
| Recovery Factor | 4.51 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-10 | 2025-11-16 | -9.74 | 159 |
| 2024-12-26 | 2025-05-08 | -6.77 | 133 |
| 2025-05-28 | 2025-06-09 | -5.96 | 12 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-12-21 | 2024-12-24 | -3.07 | 3 |
| 2024-12-05 | 2024-12-06 | -1.72 | 1 |
| 2024-11-30 | 2024-12-04 | -1.67 | 4 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| 2024-10-30 | 2024-11-06 | -0.91 | 7 |
| 2025-05-09 | 2025-05-21 | -0.60 | 12 |
| Metric | 12436829:btcusd:triple_med_gx:zlema190_35 | 12436829:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 11.89% |
| Worst Day | -3.81% | -8.6% |
| Best Week | 9.04% | 18.93% |
| Worst Week | -3.73% | -12.33% |
| Best Month | 14.21% | 37.42% |
| Worst Month | -2.74% | -17.69% |
| Best Year | 32.92% | 37.85% |
| Worst Year | 8.27% | 0.89% |
| Avg. Up Day | 1.84% | 1.87% |
| Avg. Down Day | -1.08% | -1.19% |
| Avg. Up Week | 2.72% | 3.81% |
| Avg. Down Week | -2.77% | -2.39% |
| Avg. Up Month | 7.51% | 14.31% |
| Avg. Down Month | -1.51% | -6.49% |
| Win Days % | 47.52% | 50.84% |
| Win Month % | 75.0% | 55.56% |
| Win Week % | 75.0% | 52.56% |
| Win Quarter % | 75.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |