| Metric | 12436998:btcusd:triple_med_gx:zlema185_35 | 12436998:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 75.53% | 128.54% |
| Max Drawdown | -37.08% | -66.98% |
| Sharpe | 0.7 | 0.72 |
| Sortino | 1.12 | 1.06 |
| Payoff Ratio | 1.45 | 1.29 |
| Profit Factor | 1.23 | 1.12 |
| Common Sense Ratio | 1.67 | 1.26 |
| CPC Index | 0.79 | 0.71 |
| Tail Ratio | 1.37 | 1.13 |
| Outlier Win Ratio | 18.82 | 3.45 |
| Outlier Loss Ratio | 3.99 | 3.37 |
| Volatility (ann.) | 30.14% | 54.15% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.48 | 0.41 |
| Skew | 1.18 | 0.03 |
| Kurtosis | 24.43 | 4.15 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.35% | 1.99% |
| Expected Yearly % | 11.91% | 17.98% |
| Kelly Criterion | 6.4% | 10.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.54% | -4.56% |
| Expected Shortfall (cVaR) | -2.54% | -4.56% |
| Year | 12436998:BTCUSD | 12436998:btcusd:triple_med_gx:zlema185_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 0.00 | 0.00 | nan | + |
| 2022 | -64.22 | -9.21 | 0.14 | + |
| 2023 | 155.54 | 55.63 | 0.36 | - |
| 2024 | 121.00 | 21.48 | 0.18 | - |
| 2025 | 13.09 | 2.26 | 0.17 | - |
| Metric | 12436998:btcusd:triple_med_gx:zlema185_35 | 12436998:BTCUSD |
|---|---|---|
| MTD | -2.55% | 12.09% |
| 3M | -2.55% | 19.18% |
| 6M | -0.69% | 14.84% |
| YTD | 2.26% | 13.09% |
| 1Y | 12.29% | 54.52% |
| 3Y (ann.) | 25.9% | 53.76% |
| 5Y (ann.) | 17.93% | 27.42% |
| Metric | 12436998:btcusd:triple_med_gx:zlema185_35 | 12436998:BTCUSD |
|---|---|---|
| Max Drawdown | -37.08% | -66.98% |
| Longest DD Days | 421.0 | 769.0 |
| Avg. Drawdown | -5.71% | -9.32% |
| Avg. Drawdown Days | 45.0 | 63.0 |
| Recovery Factor | 2.04 | 1.92 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-27 | -37.08 | 421 |
| 2024-04-09 | 2024-11-06 | -14.44 | 211 |
| 2024-12-18 | 2025-05-29 | -12.73 | 162 |
| 2024-03-18 | 2024-03-25 | -9.42 | 7 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2023-05-06 | 2023-11-10 | -8.14 | 188 |
| 2024-01-09 | 2024-02-28 | -5.91 | 50 |
| 2023-11-16 | 2023-12-01 | -5.63 | 15 |
| 2023-04-28 | 2023-05-05 | -4.77 | 7 |
| 2024-01-03 | 2024-01-08 | -4.69 | 5 |
| Metric | 12436998:btcusd:triple_med_gx:zlema185_35 | 12436998:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -15.17% | -15.42% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -14.04% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -15.45% | -37.12% |
| Best Year | 55.63% | 155.54% |
| Worst Year | -9.21% | -64.22% |
| Avg. Up Day | 2.33% | 2.35% |
| Avg. Down Day | -1.6% | -1.82% |
| Avg. Up Week | 5.92% | 7.78% |
| Avg. Down Week | -3.01% | -4.45% |
| Avg. Up Month | 7.53% | 16.77% |
| Avg. Down Month | -6.54% | -9.98% |
| Win Days % | 44.53% | 49.52% |
| Win Month % | 62.96% | 58.54% |
| Win Week % | 44.44% | 50.83% |
| Win Quarter % | 69.23% | 50.0% |
| Win Year % | 75.0% | 75.0% |