| Metric | 12478204:btcusd:triple_med_gx:zlema120_15 | 12478204:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 99.0% |
| Cumulative Return | 67.21% | 890.0% |
| Max Drawdown | -39.2% | -71.88% |
| Sharpe | 1.64 | -1.39 |
| Sortino | 2.4 | -1.39 |
| Payoff Ratio | 3.29 | 0.36 |
| Profit Factor | 1.49 | 0.13 |
| Common Sense Ratio | 3.11 | 6.0 |
| CPC Index | 2.27 | 0.23 |
| Tail Ratio | 2.09 | 0.79 |
| Outlier Win Ratio | 779.39 | 3.03 |
| Outlier Loss Ratio | 1710.18 | 0.68 |
| Volatility (ann.) | 96.75% | 702.14% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.28 | -0.02 |
| Skew | -1.58 | -13.1 |
| Kurtosis | 24.48 | 172.4 |
| Expected Daily % | 0.3% | -0.85% |
| Expected Monthly % | 1.23% | -3.46% |
| Expected Yearly % | 8.95% | -21.86% |
| Kelly Criterion | 15.86% | -532.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.89% | -48092.87% |
| Expected Shortfall (cVaR) | -7.89% | -51921.63% |
| Year | 12478204:BTCUSD | 12478204:btcusd:triple_med_gx:zlema120_15 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 25.28 | -18.25 | -0.72 | - |
| 2021 | 456.73 | 45.04 | 0.10 | - |
| 2022 | -70.72 | -35.09 | 0.50 | + |
| 2023 | 169.48 | 41.93 | 0.25 | - |
| 2024 | 125.75 | 79.71 | 0.63 | - |
| 2025 | -20.32 | -14.82 | 0.73 | + |
| Metric | 12478204:btcusd:triple_med_gx:zlema120_15 | 12478204:BTCUSD |
|---|---|---|
| MTD | -9.2% | -18.57% |
| 3M | -12.61% | -13.21% |
| 6M | 12.22% | 45.61% |
| YTD | -14.82% | -20.32% |
| 1Y | 22.59% | 17.36% |
| 3Y (ann.) | 12.75% | 23.76% |
| 5Y (ann.) | 10.84% | -25.64% |
| Metric | 12478204:btcusd:triple_med_gx:zlema120_15 | 12478204:BTCUSD |
|---|---|---|
| Max Drawdown | -39.2% | -71.88% |
| Longest DD Days | 732.0 | 1045.0 |
| Avg. Drawdown | -5.93% | -19.05% |
| Avg. Drawdown Days | 78.0 | 155.0 |
| Recovery Factor | 1.71 | -0.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2020-03-12 | 2021-08-10 | -39.20 | 516 |
| 2022-02-12 | 2024-02-14 | -35.20 | 732 |
| 2025-01-24 | 2025-03-10 | -16.77 | 45 |
| 2024-04-14 | 2024-07-16 | -6.52 | 93 |
| 2021-08-11 | 2021-08-20 | -4.88 | 9 |
| 2021-09-23 | 2021-09-30 | -4.32 | 7 |
| 2024-11-16 | 2024-12-24 | -1.70 | 38 |
| 2024-10-06 | 2024-10-16 | -1.63 | 10 |
| 2024-11-01 | 2024-11-10 | -0.69 | 9 |
| 2025-01-13 | 2025-01-14 | -0.18 | 1 |
| Metric | 12478204:btcusd:triple_med_gx:zlema120_15 | 12478204:BTCUSD |
|---|---|---|
| Best Day | 22.59% | 17511.79% |
| Worst Day | -39.09% | -368423.28% |
| Best Week | 22.37% | 14575.05% |
| Worst Week | -39.09% | -113491.42% |
| Best Month | 17.57% | 14575.05% |
| Worst Month | -25.47% | -127435.73% |
| Best Year | 79.71% | 338.3% |
| Worst Year | -35.09% | -319.51% |
| Avg. Up Day | 9.92% | 159.43% |
| Avg. Down Day | -0.92% | -4588.65% |
| Avg. Up Week | 6.19% | 327.18% |
| Avg. Down Week | -1.85% | -365.0% |
| Avg. Up Month | 7.38% | 366.95% |
| Avg. Down Month | -6.52% | -199.73% |
| Win Days % | 29.48% | 26.16% |
| Win Month % | 64.29% | 23.81% |
| Win Week % | 51.09% | 23.08% |
| Win Quarter % | 65.0% | 35.0% |
| Win Year % | 50.0% | 33.33% |