| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 98.24% | 118.11% |
| Max Drawdown | -8.58% | -68.97% |
| Sharpe | 1.3 | 0.65 |
| Sortino | 2.95 | 0.96 |
| Payoff Ratio | 2.06 | 1.33 |
| Profit Factor | 2.01 | 1.11 |
| Common Sense Ratio | 0.0 | 1.25 |
| CPC Index | 1.91 | 0.73 |
| Tail Ratio | 0.0 | 1.13 |
| Outlier Win Ratio | 52.98 | 2.97 |
| Outlier Loss Ratio | 5.21 | 2.65 |
| Volatility (ann.) | 14.64% | 52.44% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.3 | 0.33 |
| Skew | 6.03 | 0.03 |
| Kurtosis | 72.21 | 4.38 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.47% | 1.67% |
| Expected Yearly % | 14.67% | 16.88% |
| Kelly Criterion | 20.2% | 11.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -4.42% |
| Expected Shortfall (cVaR) | -1.21% | -4.42% |
| Year | 12483197:BTCUSD | 12483197:btcusd:triple_med_gx:zlema140_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -9.05 | 0.93 | -0.10 | + |
| 2022 | -64.22 | 1.14 | -0.02 | + |
| 2023 | 155.54 | 10.39 | 0.07 | - |
| 2024 | 121.00 | 52.92 | 0.44 | - |
| 2025 | 18.67 | 15.04 | 0.81 | - |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| MTD | 0.0% | -2.88% |
| 3M | -2.83% | -7.58% |
| 6M | 0.78% | 30.96% |
| YTD | 15.04% | 18.67% |
| 1Y | 69.02% | 67.68% |
| 3Y (ann.) | 24.74% | 79.33% |
| 5Y (ann.) | 19.7% | 22.74% |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Max Drawdown | -8.58% | -68.97% |
| Longest DD Days | 383.0 | 779.0 |
| Avg. Drawdown | -2.27% | -9.33% |
| Avg. Drawdown Days | 53.0 | 58.0 |
| Recovery Factor | 11.45 | 1.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-29 | 2024-11-06 | -8.58 | 222 |
| 2024-01-09 | 2024-03-25 | -7.90 | 76 |
| 2023-02-07 | 2023-07-03 | -6.20 | 146 |
| 2022-01-02 | 2023-01-20 | -5.46 | 383 |
| 2025-07-29 | 2025-10-15 | -4.72 | 78 |
| 2025-01-22 | 2025-03-02 | -4.58 | 39 |
| 2025-04-18 | 2025-06-23 | -3.09 | 66 |
| 2023-08-17 | 2023-11-09 | -2.75 | 84 |
| 2023-01-24 | 2023-01-25 | -1.26 | 1 |
| 2025-04-15 | 2025-04-17 | -1.14 | 2 |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Best Day | 10.21% | 14.52% |
| Worst Day | -5.16% | -15.42% |
| Best Week | 20.52% | 35.75% |
| Worst Week | -6.1% | -29.64% |
| Best Month | 46.92% | 43.77% |
| Worst Month | -6.48% | -37.12% |
| Best Year | 52.92% | 155.54% |
| Worst Year | 0.93% | -64.22% |
| Avg. Up Day | 2.09% | 2.13% |
| Avg. Down Day | -1.02% | -1.6% |
| Avg. Up Week | 4.9% | 5.31% |
| Avg. Down Week | -2.21% | -5.34% |
| Avg. Up Month | 8.72% | 14.84% |
| Avg. Down Month | -2.11% | -8.89% |
| Win Days % | 46.31% | 49.64% |
| Win Month % | 68.18% | 57.45% |
| Win Week % | 64.86% | 50.99% |
| Win Quarter % | 66.67% | 47.06% |
| Win Year % | 100.0% | 60.0% |