| Metric | 12478204:btcusd:triple_med_gx:zlema120_15 | 12478204:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 18.66% | 39.08% |
| Max Drawdown | -19.54% | -28.17% |
| Sharpe | 0.76 | 0.72 |
| Sortino | 1.29 | 1.1 |
| Payoff Ratio | 1.71 | 1.27 |
| Profit Factor | 1.32 | 1.11 |
| Common Sense Ratio | 2.01 | 1.21 |
| CPC Index | 0.86 | 0.71 |
| Tail Ratio | 1.52 | 1.09 |
| Outlier Win Ratio | 30.61 | 3.0 |
| Outlier Loss Ratio | 5.38 | 2.65 |
| Volatility (ann.) | 17.29% | 45.46% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.64 | 0.9 |
| Skew | 2.22 | 0.45 |
| Kurtosis | 34.42 | 2.83 |
| Expected Daily % | 0.03% | 0.06% |
| Expected Monthly % | 0.95% | 1.85% |
| Expected Yearly % | 8.93% | 17.93% |
| Kelly Criterion | 1.48% | 11.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -3.82% |
| Expected Shortfall (cVaR) | -1.45% | -3.82% |
| Year | 12478204:BTCUSD | 12478204:btcusd:triple_med_gx:zlema120_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 42.72 | 1.13 | + |
| 2025 | 0.89 | -16.86 | -18.97 | - |
| Metric | 12478204:btcusd:triple_med_gx:zlema120_15 | 12478204:BTCUSD |
|---|---|---|
| MTD | -1.96% | -14.03% |
| 3M | -7.33% | -19.8% |
| 6M | -3.15% | -9.0% |
| YTD | -16.86% | 0.89% |
| 1Y | -15.12% | 3.43% |
| 3Y (ann.) | 12.43% | 25.35% |
| 5Y (ann.) | 12.43% | 25.35% |
| Metric | 12478204:btcusd:triple_med_gx:zlema120_15 | 12478204:BTCUSD |
|---|---|---|
| Max Drawdown | -19.54% | -28.17% |
| Longest DD Days | 296.0 | 145.0 |
| Avg. Drawdown | -3.07% | -8.11% |
| Avg. Drawdown Days | 34.0 | 27.0 |
| Recovery Factor | 0.95 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-11-16 | -19.54 | 296 |
| 2024-07-02 | 2024-07-15 | -9.54 | 13 |
| 2024-11-01 | 2024-11-05 | -2.04 | 4 |
| 2024-11-16 | 2024-12-24 | -1.70 | 38 |
| 2024-10-06 | 2024-10-15 | -1.63 | 9 |
| 2024-07-22 | 2024-09-08 | -1.27 | 48 |
| 2024-06-28 | 2024-06-29 | -0.18 | 1 |
| 2024-07-19 | 2024-07-20 | -0.18 | 1 |
| 2024-06-24 | 2024-06-25 | -0.18 | 1 |
| 2024-10-25 | 2024-10-26 | -0.18 | 1 |
| Metric | 12478204:btcusd:triple_med_gx:zlema120_15 | 12478204:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 11.89% |
| Worst Day | -6.39% | -8.6% |
| Best Week | 10.82% | 18.93% |
| Worst Week | -9.2% | -12.33% |
| Best Month | 15.42% | 37.42% |
| Worst Month | -9.2% | -17.69% |
| Best Year | 42.72% | 37.85% |
| Worst Year | -16.86% | 0.89% |
| Avg. Up Day | 1.76% | 1.83% |
| Avg. Down Day | -1.03% | -1.45% |
| Avg. Up Week | 3.17% | 6.16% |
| Avg. Down Week | -2.81% | -4.49% |
| Avg. Up Month | 4.17% | 11.8% |
| Avg. Down Month | -5.33% | -10.07% |
| Win Days % | 37.82% | 50.84% |
| Win Month % | 64.71% | 55.56% |
| Win Week % | 51.28% | 52.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |