| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 31.67% | 63.59% |
| Max Drawdown | -9.8% | -28.17% |
| Sharpe | 1.33 | 1.01 |
| Sortino | 2.99 | 1.56 |
| Payoff Ratio | 2.16 | 1.33 |
| Profit Factor | 2.1 | 1.16 |
| Common Sense Ratio | 0.0 | 1.29 |
| CPC Index | 2.06 | 0.79 |
| Tail Ratio | 0.0 | 1.11 |
| Outlier Win Ratio | 46.73 | 3.11 |
| Outlier Loss Ratio | 4.35 | 2.4 |
| Volatility (ann.) | 16.0% | 45.71% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.27 | 1.53 |
| Skew | 5.74 | 0.48 |
| Kurtosis | 66.88 | 2.92 |
| Expected Daily % | 0.05% | 0.1% |
| Expected Monthly % | 1.63% | 2.94% |
| Expected Yearly % | 14.75% | 27.9% |
| Kelly Criterion | 20.18% | 14.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -3.81% |
| Expected Shortfall (cVaR) | -1.32% | -3.81% |
| Year | 12483197:BTCUSD | 12483197:btcusd:triple_med_gx:zlema140_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 15.59 | 0.41 | - |
| 2025 | 18.67 | 13.91 | 0.75 | - |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| MTD | 0.0% | -2.88% |
| 3M | -4.27% | -7.58% |
| 6M | -1.27% | 30.96% |
| YTD | 13.91% | 18.67% |
| 1Y | 44.66% | 67.68% |
| 3Y (ann.) | 22.19% | 43.13% |
| 5Y (ann.) | 22.19% | 43.13% |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Max Drawdown | -9.8% | -28.17% |
| Longest DD Days | 128.0 | 145.0 |
| Avg. Drawdown | -2.05% | -7.37% |
| Avg. Drawdown Days | 28.0 | 26.0 |
| Recovery Factor | 3.23 | 2.26 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2024-11-08 | -9.80 | 128 |
| 2025-07-29 | 2025-10-15 | -5.00 | 78 |
| 2025-06-20 | 2025-06-23 | -2.39 | 3 |
| 2025-01-22 | 2025-03-01 | -2.35 | 38 |
| 2025-04-15 | 2025-04-17 | -1.14 | 2 |
| 2024-11-16 | 2024-11-20 | -0.75 | 4 |
| 2024-11-28 | 2025-01-21 | -0.59 | 54 |
| 2024-11-14 | 2024-11-15 | -0.14 | 1 |
| 2024-11-26 | 2024-11-27 | -0.14 | 1 |
| 2025-04-13 | 2025-04-14 | -0.14 | 1 |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Best Day | 9.43% | 11.89% |
| Worst Day | -5.16% | -8.6% |
| Best Week | 11.66% | 18.93% |
| Worst Week | -5.97% | -12.33% |
| Best Month | 26.99% | 37.42% |
| Worst Month | -9.8% | -17.69% |
| Best Year | 15.59% | 37.85% |
| Worst Year | 13.91% | 18.67% |
| Avg. Up Day | 2.23% | 2.29% |
| Avg. Down Day | -1.03% | -1.73% |
| Avg. Up Week | 4.42% | 5.5% |
| Avg. Down Week | -2.98% | -5.51% |
| Avg. Up Month | 6.74% | 13.81% |
| Avg. Down Month | -3.08% | -6.49% |
| Win Days % | 45.45% | 51.1% |
| Win Month % | 72.73% | 58.82% |
| Win Week % | 64.71% | 54.79% |
| Win Quarter % | 60.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |