| Metric | 12436829:btcusd:triple_med_gx:zlema190_35 | 12436829:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 139.17% | 99.06% |
| Max Drawdown | -30.18% | -66.79% |
| Sharpe | 0.96 | 0.6 |
| Sortino | 1.61 | 0.88 |
| Payoff Ratio | 1.51 | 1.29 |
| Profit Factor | 1.34 | 1.1 |
| Common Sense Ratio | 1.89 | 1.23 |
| CPC Index | 0.9 | 0.7 |
| Tail Ratio | 1.41 | 1.12 |
| Outlier Win Ratio | 19.77 | 3.43 |
| Outlier Loss Ratio | 4.19 | 3.19 |
| Volatility (ann.) | 27.51% | 52.18% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.84 | 0.29 |
| Skew | 1.6 | 0.03 |
| Kurtosis | 27.61 | 4.4 |
| Expected Daily % | 0.06% | 0.05% |
| Expected Monthly % | 1.87% | 1.48% |
| Expected Yearly % | 24.36% | 18.78% |
| Kelly Criterion | 8.11% | 10.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.3% | -4.41% |
| Expected Shortfall (cVaR) | -2.3% | -4.41% |
| Year | 12436829:BTCUSD | 12436829:btcusd:triple_med_gx:zlema190_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -65.06 | -11.55 | 0.18 | + |
| 2023 | 155.54 | 30.75 | 0.20 | - |
| 2024 | 121.00 | 91.01 | 0.75 | - |
| 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.) | 36.54% | 77.28% |
| 5Y (ann.) | 25.24% | 19.45% |
| Metric | 12436829:btcusd:triple_med_gx:zlema190_35 | 12436829:BTCUSD |
|---|---|---|
| Max Drawdown | -30.18% | -66.79% |
| Longest DD Days | 604.0 | 682.0 |
| Avg. Drawdown | -3.85% | -10.08% |
| Avg. Drawdown Days | 40.0 | 54.0 |
| Recovery Factor | 4.61 | 1.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-12-03 | -30.18 | 604 |
| 2024-04-09 | 2024-11-06 | -11.41 | 211 |
| 2025-06-10 | 2025-11-16 | -9.74 | 159 |
| 2024-03-18 | 2024-03-25 | -9.42 | 7 |
| 2022-02-19 | 2022-02-28 | -7.90 | 9 |
| 2024-12-26 | 2025-05-08 | -6.77 | 133 |
| 2025-05-28 | 2025-06-09 | -5.96 | 12 |
| 2024-01-03 | 2024-01-08 | -4.69 | 5 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2023-12-23 | 2024-01-01 | -4.41 | 9 |
| Metric | 12436829:btcusd:triple_med_gx:zlema190_35 | 12436829:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -14.33% | -15.42% |
| Best Week | 20.79% | 35.75% |
| Worst Week | -9.55% | -29.64% |
| Best Month | 20.79% | 43.77% |
| Worst Month | -14.02% | -37.12% |
| Best Year | 91.01% | 155.54% |
| Worst Year | -11.55% | -65.06% |
| Avg. Up Day | 2.23% | 2.26% |
| Avg. Down Day | -1.47% | -1.76% |
| Avg. Up Week | 4.53% | 6.36% |
| Avg. Down Week | -2.8% | -4.55% |
| Avg. Up Month | 7.64% | 15.59% |
| Avg. Down Month | -4.61% | -11.04% |
| Win Days % | 44.69% | 49.68% |
| Win Month % | 63.33% | 57.45% |
| Win Week % | 53.41% | 50.49% |
| Win Quarter % | 64.29% | 50.0% |
| Win Year % | 75.0% | 75.0% |