| Metric | 12481937:btcusd:triple_med_gx:zlema145_30 | 12481937:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 61.4% | 74.07% |
| Max Drawdown | -26.16% | -75.93% |
| Sharpe | 3.11 | 2.46 |
| Sortino | 7.64 | 4.91 |
| Payoff Ratio | 4.13 | 0.96 |
| Profit Factor | 2.05 | 1.53 |
| Common Sense Ratio | 5.1 | 3.39 |
| CPC Index | 2.29 | 0.69 |
| Tail Ratio | 2.49 | 2.22 |
| Outlier Win Ratio | 5.64 | 3.04 |
| Outlier Loss Ratio | 15.91 | 2.7 |
| Volatility (ann.) | 112.33% | 302.74% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.51 | 0.21 |
| Skew | 2.51 | 1.34 |
| Kurtosis | 11.54 | 3.8 |
| Expected Daily % | 0.8% | 0.93% |
| Expected Monthly % | 1.93% | 2.24% |
| Expected Yearly % | 10.05% | 11.72% |
| Kelly Criterion | 9.45% | -7.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.71% | -24.02% |
| Expected Shortfall (cVaR) | -8.71% | -24.02% |
| Year | 12481937:BTCUSD | 12481937:btcusd:triple_med_gx:zlema145_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 25.68 | -5.43 | -0.21 | - |
| 2022 | -74.45 | -13.52 | 0.18 | + |
| 2023 | 67.40 | 17.39 | 0.26 | - |
| 2024 | 249.56 | 79.73 | 0.32 | - |
| 2025 | -7.35 | -6.47 | 0.88 | + |
| Metric | 12481937:btcusd:triple_med_gx:zlema145_30 | 12481937:BTCUSD |
|---|---|---|
| MTD | 2.25% | 2.44% |
| 3M | -6.47% | -7.35% |
| 6M | 25.76% | 48.22% |
| YTD | -6.47% | -7.35% |
| 1Y | 58.04% | 37.82% |
| 3Y (ann.) | 13.98% | 25.74% |
| 5Y (ann.) | 13.38% | 15.65% |
| Metric | 12481937:btcusd:triple_med_gx:zlema145_30 | 12481937:BTCUSD |
|---|---|---|
| Max Drawdown | -26.16% | -75.93% |
| Longest DD Days | 691.0 | 865.0 |
| Avg. Drawdown | -5.18% | -24.64% |
| Avg. Drawdown Days | 113.0 | 215.0 |
| Recovery Factor | 2.35 | 0.98 |
| Ulcer Index | 1.6 | 2.23 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-13 | 2024-03-04 | -26.16 | 691 |
| 2025-01-22 | 2025-03-03 | -8.53 | 40 |
| 2021-10-20 | 2022-03-01 | -6.28 | 132 |
| 2024-08-03 | 2024-11-11 | -4.71 | 100 |
| 2024-07-31 | 2024-08-01 | -0.18 | 1 |
| 2021-09-07 | 2021-09-17 | -0.18 | 10 |
| 2024-03-22 | 2024-03-30 | -0.18 | 8 |
| 2024-07-03 | 2024-07-29 | -0.18 | 26 |
| 2024-11-17 | 2024-11-25 | -0.18 | 8 |
| Metric | 12481937:btcusd:triple_med_gx:zlema145_30 | 12481937:BTCUSD |
|---|---|---|
| Best Day | 30.68% | 61.12% |
| Worst Day | -14.48% | -31.61% |
| Best Week | 30.68% | 61.12% |
| Worst Week | -14.64% | -34.84% |
| Best Month | 34.46% | 59.97% |
| Worst Month | -14.64% | -38.28% |
| Best Year | 79.73% | 249.56% |
| Worst Year | -13.52% | -74.45% |
| Avg. Up Day | 7.02% | 7.21% |
| Avg. Down Day | -1.7% | -7.52% |
| Avg. Up Week | 7.77% | 7.83% |
| Avg. Down Week | -2.66% | -10.54% |
| Avg. Up Month | 9.61% | 19.5% |
| Avg. Down Month | -5.28% | -16.47% |
| Win Days % | 27.12% | 47.46% |
| Win Month % | 52.0% | 56.0% |
| Win Week % | 36.59% | 56.1% |
| Win Quarter % | 64.29% | 42.86% |
| Win Year % | 40.0% | 60.0% |