| Metric | 12436829:btcusd:triple_med_gx:zlema190_35 | 12436829:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 123.39% | 913.57% |
| Max Drawdown | -42.18% | -76.67% |
| Sharpe | 0.76 | 1.2 |
| Sortino | 1.14 | 1.8 |
| Payoff Ratio | 1.29 | 1.13 |
| Profit Factor | 1.23 | 1.2 |
| Common Sense Ratio | 1.62 | 1.33 |
| CPC Index | 0.74 | 0.7 |
| Tail Ratio | 1.32 | 1.11 |
| Outlier Win Ratio | 18.78 | 3.41 |
| Outlier Loss Ratio | 4.05 | 3.27 |
| Volatility (ann.) | 32.76% | 63.43% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.51 | 0.97 |
| Skew | 0.13 | 0.1 |
| Kurtosis | 16.65 | 3.37 |
| Expected Daily % | 0.05% | 0.15% |
| Expected Monthly % | 1.62% | 4.74% |
| Expected Yearly % | 17.44% | 58.92% |
| Kelly Criterion | 6.06% | 8.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.75% | -5.25% |
| Expected Shortfall (cVaR) | -2.75% | -5.25% |
| Year | 12436829:BTCUSD | 12436829:btcusd:triple_med_gx:zlema190_35 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 329.99 | 36.47 | 0.11 | - |
| 2021 | 59.34 | 18.00 | 0.30 | - |
| 2022 | -64.22 | -20.20 | 0.31 | + |
| 2023 | 155.54 | 20.98 | 0.13 | - |
| 2024 | 61.77 | 43.71 | 0.71 | - |
| Metric | 12436829:btcusd:triple_med_gx:zlema190_35 | 12436829:BTCUSD |
|---|---|---|
| MTD | 0.0% | 12.75% |
| 3M | 14.69% | 19.72% |
| 6M | 48.55% | 80.6% |
| YTD | 43.71% | 61.77% |
| 1Y | 57.54% | 146.7% |
| 3Y (ann.) | 6.95% | 25.42% |
| 5Y (ann.) | 21.32% | 74.52% |
| Metric | 12436829:btcusd:triple_med_gx:zlema190_35 | 12436829:BTCUSD |
|---|---|---|
| Max Drawdown | -42.18% | -76.67% |
| Longest DD Days | 904.0 | 846.0 |
| Avg. Drawdown | -5.24% | -9.09% |
| Avg. Drawdown Days | 45.0 | 37.0 |
| Recovery Factor | 2.93 | 11.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-09-07 | 2024-02-28 | -42.18 | 904 |
| 2020-08-18 | 2020-12-16 | -17.65 | 120 |
| 2021-01-15 | 2021-02-03 | -17.36 | 19 |
| 2024-04-09 | 2024-05-30 | -11.41 | 51 |
| 2020-05-15 | 2020-06-01 | -11.02 | 17 |
| 2021-03-21 | 2021-03-29 | -10.69 | 8 |
| 2024-03-18 | 2024-03-25 | -9.42 | 7 |
| 2020-06-23 | 2020-07-22 | -6.96 | 29 |
| 2021-08-24 | 2021-09-03 | -5.38 | 10 |
| 2021-02-25 | 2021-03-01 | -4.01 | 4 |
| Metric | 12436829:btcusd:triple_med_gx:zlema190_35 | 12436829:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 19.48% |
| Worst Day | -14.33% | -15.42% |
| Best Week | 26.33% | 38.59% |
| Worst Week | -10.34% | -29.64% |
| Best Month | 26.12% | 47.19% |
| Worst Month | -12.91% | -37.12% |
| Best Year | 43.71% | 329.99% |
| Worst Year | -20.2% | -64.22% |
| Avg. Up Day | 2.38% | 2.4% |
| Avg. Down Day | -1.85% | -2.12% |
| Avg. Up Week | 5.6% | 7.17% |
| Avg. Down Week | -3.1% | -4.89% |
| Avg. Up Month | 8.32% | 20.26% |
| Avg. Down Month | -6.08% | -9.89% |
| Win Days % | 47.15% | 51.36% |
| Win Month % | 58.33% | 60.0% |
| Win Week % | 47.57% | 53.18% |
| Win Quarter % | 58.82% | 58.82% |
| Win Year % | 80.0% | 80.0% |