| Metric | 12478204:btcusd:triple_med_gx:zlema120_15 | 12478204:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 37.29% | 666.32% |
| Max Drawdown | -39.31% | -76.67% |
| Sharpe | 0.42 | 1.06 |
| Sortino | 0.53 | 1.54 |
| Payoff Ratio | 1.51 | 1.07 |
| Profit Factor | 1.25 | 1.18 |
| Common Sense Ratio | 3.35 | 1.3 |
| CPC Index | 0.74 | 0.65 |
| Tail Ratio | 2.67 | 1.1 |
| Outlier Win Ratio | 40.45 | 3.12 |
| Outlier Loss Ratio | 4.08 | 2.83 |
| Volatility (ann.) | 30.57% | 67.54% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.2 | 0.8 |
| Skew | -9.16 | -0.7 |
| Kurtosis | 252.08 | 12.32 |
| Expected Daily % | 0.02% | 0.13% |
| Expected Monthly % | 0.62% | 4.07% |
| Expected Yearly % | 6.54% | 50.27% |
| Kelly Criterion | -1.0% | 5.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.6% | -5.62% |
| Expected Shortfall (cVaR) | -2.6% | -5.62% |
| Year | 12478204:BTCUSD | 12478204:btcusd:triple_med_gx:zlema120_15 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 225.10 | -18.40 | -0.08 | - |
| 2021 | 59.34 | 45.04 | 0.76 | - |
| 2022 | -64.22 | -35.09 | 0.55 | + |
| 2023 | 155.54 | 41.93 | 0.27 | - |
| 2024 | 61.77 | 25.92 | 0.42 | - |
| Metric | 12478204:btcusd:triple_med_gx:zlema120_15 | 12478204:BTCUSD |
|---|---|---|
| MTD | 1.2% | 12.75% |
| 3M | 12.77% | 19.72% |
| 6M | 23.02% | 80.6% |
| YTD | 25.92% | 61.77% |
| 1Y | 40.68% | 146.7% |
| 3Y (ann.) | 18.93% | 25.42% |
| 5Y (ann.) | 7.75% | 61.53% |
| Metric | 12478204:btcusd:triple_med_gx:zlema120_15 | 12478204:BTCUSD |
|---|---|---|
| Max Drawdown | -39.31% | -76.67% |
| Longest DD Days | 659.0 | 846.0 |
| Avg. Drawdown | -10.17% | -11.04% |
| Avg. Drawdown Days | 139.0 | 42.0 |
| Recovery Factor | 0.95 | 8.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2020-03-09 | 2021-08-07 | -39.31 | 516 |
| 2022-04-26 | 2024-02-14 | -38.01 | 659 |
| 2024-03-12 | 2024-05-30 | -7.67 | 79 |
| 2024-03-05 | 2024-03-11 | -6.63 | 6 |
| 2021-08-10 | 2021-10-04 | -6.47 | 55 |
| 2021-08-08 | 2021-08-09 | -1.78 | 1 |
| 2022-02-12 | 2022-04-25 | -1.27 | 72 |
| 2024-02-27 | 2024-02-28 | -0.18 | 1 |
| 2024-03-02 | 2024-03-03 | -0.18 | 1 |
| 2024-02-15 | 2024-02-16 | -0.18 | 1 |
| Metric | 12478204:btcusd:triple_med_gx:zlema120_15 | 12478204:BTCUSD |
|---|---|---|
| Best Day | 14.15% | 19.48% |
| Worst Day | -39.12% | -39.01% |
| Best Week | 22.37% | 38.59% |
| Worst Week | -39.2% | -38.6% |
| Best Month | 17.57% | 47.19% |
| Worst Month | -25.6% | -37.12% |
| Best Year | 45.04% | 225.1% |
| Worst Year | -35.09% | -64.22% |
| Avg. Up Day | 2.98% | 3.05% |
| Avg. Down Day | -1.98% | -2.86% |
| Avg. Up Week | 5.07% | 9.54% |
| Avg. Down Week | -4.58% | -8.55% |
| Avg. Up Month | 7.29% | 19.96% |
| Avg. Down Month | -10.22% | -17.75% |
| Win Days % | 39.3% | 51.39% |
| Win Month % | 63.64% | 58.82% |
| Win Week % | 55.56% | 53.78% |
| Win Quarter % | 64.71% | 55.56% |
| Win Year % | 60.0% | 80.0% |