| Metric | 12437000:btcusd:triple_med_gx:zlema200_35 | 12437000:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 4.81% | 55.9% |
| Max Drawdown | -16.05% | -28.17% |
| Sharpe | 0.33 | 1.14 |
| Sortino | 0.53 | 1.8 |
| Payoff Ratio | 1.28 | 1.18 |
| Profit Factor | 1.11 | 1.18 |
| Common Sense Ratio | 1.2 | 1.32 |
| CPC Index | 0.64 | 0.71 |
| Tail Ratio | 1.08 | 1.12 |
| Outlier Win Ratio | 29.88 | 3.19 |
| Outlier Loss Ratio | 3.39 | 2.69 |
| Volatility (ann.) | 20.21% | 49.74% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.3 | 2.0 |
| Skew | 1.52 | 0.52 |
| Kurtosis | 21.42 | 2.46 |
| Expected Daily % | 0.01% | 0.12% |
| Expected Monthly % | 0.39% | 3.77% |
| Expected Yearly % | 2.38% | 24.86% |
| Kelly Criterion | 1.91% | 9.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -4.13% |
| Expected Shortfall (cVaR) | -1.72% | -4.13% |
| Year | 12437000:BTCUSD | 12437000:btcusd:triple_med_gx:zlema200_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 9.81 | 0.26 | - |
| 2025 | 13.09 | -4.56 | -0.35 | - |
| Metric | 12437000:btcusd:triple_med_gx:zlema200_35 | 12437000:BTCUSD |
|---|---|---|
| MTD | -2.55% | 12.09% |
| 3M | -2.55% | 19.18% |
| 6M | -7.31% | 14.84% |
| YTD | -4.56% | 13.09% |
| 1Y | 4.81% | 55.9% |
| 3Y (ann.) | 4.85% | 56.47% |
| 5Y (ann.) | 4.85% | 56.47% |
| Metric | 12437000:btcusd:triple_med_gx:zlema200_35 | 12437000:BTCUSD |
|---|---|---|
| Max Drawdown | -16.05% | -28.17% |
| Longest DD Days | 162.0 | 145.0 |
| Avg. Drawdown | -3.35% | -7.43% |
| Avg. Drawdown Days | 17.0 | 25.0 |
| Recovery Factor | 0.3 | 1.98 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-05-29 | -16.05 | 162 |
| 2024-10-30 | 2024-11-06 | -6.41 | 7 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-10-07 | 2024-10-12 | -4.03 | 5 |
| 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 |
| 2024-10-13 | 2024-10-14 | -0.54 | 1 |
| 2024-11-27 | 2024-11-29 | -0.48 | 2 |
| 2024-10-04 | 2024-10-06 | -0.24 | 2 |
| Metric | 12437000:btcusd:triple_med_gx:zlema200_35 | 12437000:BTCUSD |
|---|---|---|
| Best Day | 8.84% | 11.89% |
| Worst Day | -5.64% | -8.6% |
| Best Week | 8.7% | 18.93% |
| Worst Week | -4.12% | -12.33% |
| Best Month | 7.95% | 37.42% |
| Worst Month | -3.28% | -17.69% |
| Best Year | 9.81% | 37.85% |
| Worst Year | -4.56% | 13.09% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.46% | -1.59% |
| Avg. Up Week | 4.41% | 4.91% |
| Avg. Down Week | -2.42% | -3.52% |
| Avg. Up Month | 4.78% | 19.34% |
| Avg. Down Month | -3.25% | -10.46% |
| Win Days % | 45.0% | 50.83% |
| Win Month % | 50.0% | 58.33% |
| Win Week % | 38.89% | 54.72% |
| Win Quarter % | 33.33% | 60.0% |
| Win Year % | 50.0% | 100.0% |