| Metric | 12447606:btcusd:triple_med_gx:zlema135_70 | 12447606:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 7.3% | 55.9% |
| Max Drawdown | -4.03% | -28.17% |
| Sharpe | 1.09 | 1.14 |
| Sortino | 2.15 | 1.8 |
| Payoff Ratio | 2.01 | 1.69 |
| Profit Factor | 1.96 | 1.18 |
| Common Sense Ratio | NaN | 1.32 |
| CPC Index | 1.88 | 1.02 |
| Tail Ratio | NaN | 1.12 |
| Outlier Win Ratio | 121.15 | 2.58 |
| Outlier Loss Ratio | 4.88 | 1.92 |
| Volatility (ann.) | 6.74% | 49.74% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.83 | 2.0 |
| Skew | 4.27 | 0.52 |
| Kurtosis | 55.81 | 2.46 |
| Expected Daily % | 0.02% | 0.12% |
| Expected Monthly % | 0.59% | 3.77% |
| Expected Yearly % | 3.59% | 24.86% |
| Kelly Criterion | 21.6% | 21.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -4.13% |
| Expected Shortfall (cVaR) | -0.56% | -4.13% |
| Year | 12447606:BTCUSD | 12447606:btcusd:triple_med_gx:zlema135_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 3.65 | 0.10 | - |
| 2025 | 13.09 | 3.52 | 0.27 | - |
| Metric | 12447606:btcusd:triple_med_gx:zlema135_70 | 12447606:BTCUSD |
|---|---|---|
| MTD | 3.81% | 12.09% |
| 3M | 3.52% | 19.18% |
| 6M | 3.52% | 14.84% |
| YTD | 3.52% | 13.09% |
| 1Y | 7.3% | 55.9% |
| 3Y (ann.) | 7.36% | 56.47% |
| 5Y (ann.) | 7.36% | 56.47% |
| Metric | 12447606:btcusd:triple_med_gx:zlema135_70 | 12447606:BTCUSD |
|---|---|---|
| Max Drawdown | -4.03% | -28.17% |
| Longest DD Days | 10.0 | 145.0 |
| Avg. Drawdown | -1.46% | -7.43% |
| Avg. Drawdown Days | 4.0 | 25.0 |
| Recovery Factor | 1.81 | 1.98 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2024-10-12 | -4.03 | 5 |
| 2025-05-03 | 2025-05-13 | -2.74 | 10 |
| 2025-04-29 | 2025-05-01 | -0.27 | 2 |
| 2024-10-03 | 2024-10-04 | -0.18 | 1 |
| 2024-10-05 | 2024-10-06 | -0.06 | 1 |
| Metric | 12447606:btcusd:triple_med_gx:zlema135_70 | 12447606:BTCUSD |
|---|---|---|
| Best Day | 3.71% | 11.89% |
| Worst Day | -2.49% | -8.6% |
| Best Week | 2.64% | 18.93% |
| Worst Week | -0.05% | -12.33% |
| Best Month | 3.81% | 37.42% |
| Worst Month | -0.27% | -17.69% |
| Best Year | 3.65% | 37.85% |
| Worst Year | 3.52% | 13.09% |
| Avg. Up Day | 1.48% | 1.53% |
| Avg. Down Day | -0.74% | -0.91% |
| Avg. Up Week | 1.28% | 3.25% |
| Avg. Down Week | NaN% | NaN% |
| Avg. Up Month | 3.73% | 11.49% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 47.62% | 50.83% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 83.33% | 54.72% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |