| Metric | 12481905:btcusd:triple_med_gx:zlema135_30 | 12481905:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 98.0% |
| Cumulative Return | 100.70% | 1,293.09% |
| Max Drawdown | -22.81% | -69.99% |
| Sharpe | 4.0 | -0.76 |
| Sortino | 12.23 | -1.07 |
| Payoff Ratio | 4.06 | 3.33 |
| Profit Factor | 2.76 | 0.83 |
| Common Sense Ratio | 6.15 | 1.1 |
| CPC Index | 7.12 | 0.54 |
| Tail Ratio | 2.23 | 0.95 |
| Outlier Win Ratio | 642.6 | 2.24 |
| Outlier Loss Ratio | 3674.15 | 5.08 |
| Volatility (ann.) | 106.46% | 878.05% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.66 | -0.45 |
| Skew | 3.47 | 0.12 |
| Kurtosis | 18.28 | 11.99 |
| Expected Daily % | 1.03% | 4.03% |
| Expected Monthly % | 2.72% | 10.9% |
| Expected Yearly % | 12.31% | 56.56% |
| Kelly Criterion | 24.29% | -12.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.0% | -3764.47% |
| Expected Shortfall (cVaR) | -8.0% | -3335.19% |
| Year | 12481905:BTCUSD | 12481905:btcusd:triple_med_gx:zlema135_30 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 81.82 | 8.46 | 0.10 | - |
| 2021 | 400.14 | -10.31 | -0.03 | - |
| 2022 | -67.23 | -8.70 | 0.13 | + |
| 2023 | 30.08 | 23.61 | 0.78 | - |
| 2024 | 250.51 | 69.25 | 0.28 | - |
| 2025 | 2.54 | 8.02 | 3.15 | + |
| Metric | 12481905:btcusd:triple_med_gx:zlema135_30 | 12481905:BTCUSD |
|---|---|---|
| MTD | 9.19% | 11.82% |
| 3M | 8.02% | 2.54% |
| 6M | 39.72% | 45.9% |
| YTD | 8.02% | 2.54% |
| 1Y | 68.53% | 102.0% |
| 3Y (ann.) | 30.21% | 36.94% |
| 5Y (ann.) | 15.14% | 72.31% |
| Metric | 12481905:btcusd:triple_med_gx:zlema135_30 | 12481905:BTCUSD |
|---|---|---|
| Max Drawdown | -22.81% | -69.99% |
| Longest DD Days | 805.0 | 753.0 |
| Avg. Drawdown | -3.77% | -20.23% |
| Avg. Drawdown Days | 121.0 | 178.0 |
| Recovery Factor | 4.42 | 12.61 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-04-20 | 2023-07-04 | -22.81 | 805 |
| 2024-11-23 | 2025-03-02 | -7.50 | 99 |
| 2024-07-29 | 2024-11-15 | -4.25 | 109 |
| 2023-08-17 | 2024-01-10 | -2.04 | 146 |
| 2024-11-16 | 2024-11-20 | -0.18 | 4 |
| 2024-03-03 | 2024-03-04 | -0.18 | 1 |
| 2024-03-10 | 2024-03-11 | -0.18 | 1 |
| 2020-07-31 | 2020-08-17 | -0.18 | 17 |
| 2024-03-17 | 2024-03-28 | -0.18 | 11 |
| 2024-07-03 | 2024-07-24 | -0.18 | 21 |
| Metric | 12481905:btcusd:triple_med_gx:zlema135_30 | 12481905:BTCUSD |
|---|---|---|
| Best Day | 34.05% | 10149.87% |
| Worst Day | -8.55% | -9867.27% |
| Best Week | 34.05% | 10149.87% |
| Worst Week | -8.71% | -4312.83% |
| Best Month | 29.35% | 10149.87% |
| Worst Month | -8.88% | -689.39% |
| Best Year | 69.25% | 1180.74% |
| Worst Year | -10.31% | -260.22% |
| Avg. Up Day | 9.7% | 189.11% |
| Avg. Down Day | -1.0% | -789.84% |
| Avg. Up Week | 8.06% | 1013.31% |
| Avg. Down Week | -1.78% | -584.8% |
| Avg. Up Month | 11.61% | 858.56% |
| Avg. Down Month | -1.56% | -168.82% |
| Win Days % | 32.84% | 25.76% |
| Win Month % | 52.0% | 45.83% |
| Win Week % | 40.91% | 16.28% |
| Win Quarter % | 62.5% | 53.33% |
| Win Year % | 66.67% | 50.0% |