| Metric | 12437000:btcusd:triple_med_gx:zlema200_35 | 12437000:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 54.54% | 154.04% |
| Max Drawdown | -41.26% | -66.79% |
| Sharpe | 0.57 | 0.78 |
| Sortino | 0.9 | 1.15 |
| Payoff Ratio | 1.36 | 1.21 |
| Profit Factor | 1.17 | 1.13 |
| Common Sense Ratio | 1.36 | 1.28 |
| CPC Index | 0.72 | 0.68 |
| Tail Ratio | 1.16 | 1.14 |
| Outlier Win Ratio | 17.69 | 3.46 |
| Outlier Loss Ratio | 3.97 | 3.46 |
| Volatility (ann.) | 31.0% | 54.14% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.33 | 0.47 |
| Skew | 1.03 | 0.03 |
| Kurtosis | 22.09 | 4.18 |
| Expected Daily % | 0.04% | 0.08% |
| Expected Monthly % | 1.07% | 2.3% |
| Expected Yearly % | 11.5% | 26.25% |
| Kelly Criterion | 4.83% | 8.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.62% | -4.55% |
| Expected Shortfall (cVaR) | -2.62% | -4.55% |
| Year | 12437000:BTCUSD | 12437000:btcusd:triple_med_gx:zlema200_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.22 | -15.18 | 0.25 | + |
| 2023 | 155.54 | 56.56 | 0.36 | - |
| 2024 | 121.00 | 21.93 | 0.18 | - |
| 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% | 54.52% |
| 3Y (ann.) | 24.39% | 53.76% |
| 5Y (ann.) | 13.69% | 31.64% |
| Metric | 12437000:btcusd:triple_med_gx:zlema200_35 | 12437000:BTCUSD |
|---|---|---|
| Max Drawdown | -41.26% | -66.79% |
| Longest DD Days | 639.0 | 682.0 |
| Avg. Drawdown | -6.41% | -9.54% |
| Avg. Drawdown Days | 59.0 | 52.0 |
| Recovery Factor | 1.32 | 2.31 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-12-01 | -41.26 | 639 |
| 2024-12-18 | 2025-05-29 | -16.05 | 162 |
| 2024-04-09 | 2024-11-06 | -14.44 | 211 |
| 2024-03-18 | 2024-03-25 | -9.42 | 7 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2022-01-13 | 2022-02-28 | -7.64 | 46 |
| 2024-01-09 | 2024-02-28 | -5.91 | 50 |
| 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 | 12437000:btcusd:triple_med_gx:zlema200_35 | 12437000:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -15.17% | -15.42% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -19.75% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -21.07% | -37.12% |
| Best Year | 56.56% | 155.54% |
| Worst Year | -15.18% | -60.22% |
| Avg. Up Day | 2.23% | 2.25% |
| Avg. Down Day | -1.64% | -1.85% |
| Avg. Up Week | 5.88% | 7.64% |
| Avg. Down Week | -3.17% | -4.74% |
| Avg. Up Month | 7.32% | 16.77% |
| Avg. Down Month | -6.31% | -10.49% |
| Win Days % | 45.16% | 49.72% |
| Win Month % | 58.62% | 58.54% |
| Win Week % | 42.53% | 51.11% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 50.0% | 75.0% |