| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 42.91% | 63.59% |
| Max Drawdown | -8.43% | -28.17% |
| Sharpe | 1.65 | 1.01 |
| Sortino | 3.87 | 1.56 |
| Payoff Ratio | 2.27 | 1.41 |
| Profit Factor | 2.38 | 1.16 |
| Common Sense Ratio | 7.28 | 1.29 |
| CPC Index | 2.57 | 0.83 |
| Tail Ratio | 3.06 | 1.11 |
| Outlier Win Ratio | 40.34 | 3.13 |
| Outlier Loss Ratio | 4.52 | 2.4 |
| Volatility (ann.) | 16.57% | 45.71% |
| R^2 | 0.13 | 0.13 |
| Calmar | 3.52 | 1.53 |
| Skew | 5.45 | 0.48 |
| Kurtosis | 58.82 | 2.92 |
| Expected Daily % | 0.07% | 0.1% |
| Expected Monthly % | 2.12% | 2.94% |
| Expected Yearly % | 19.54% | 27.9% |
| Kelly Criterion | 24.46% | 16.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -3.81% |
| Expected Shortfall (cVaR) | -1.35% | -3.81% |
| Year | 12483197:BTCUSD | 12483197:btcusd:triple_med_gx:zlema140_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 23.00 | 0.61 | - |
| 2025 | 18.67 | 16.19 | 0.87 | - |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| MTD | 0.0% | -2.88% |
| 3M | -2.83% | -7.58% |
| 6M | 0.82% | 30.96% |
| YTD | 16.19% | 18.67% |
| 1Y | 54.67% | 67.68% |
| 3Y (ann.) | 29.71% | 43.13% |
| 5Y (ann.) | 29.71% | 43.13% |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Max Drawdown | -8.43% | -28.17% |
| Longest DD Days | 126.0 | 145.0 |
| Avg. Drawdown | -1.97% | -7.37% |
| Avg. Drawdown Days | 34.0 | 26.0 |
| Recovery Factor | 5.09 | 2.26 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2024-11-06 | -8.43 | 126 |
| 2025-07-29 | 2025-10-15 | -4.72 | 78 |
| 2025-04-18 | 2025-06-23 | -3.09 | 66 |
| 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 |
| 2025-07-02 | 2025-07-03 | -0.15 | 1 |
| 2024-11-14 | 2024-11-15 | -0.14 | 1 |
| 2024-11-26 | 2024-11-27 | -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 | 33.12% | 37.42% |
| Worst Month | -8.43% | -17.69% |
| Best Year | 23.0% | 37.85% |
| Worst Year | 16.19% | 18.67% |
| Avg. Up Day | 2.24% | 2.29% |
| Avg. Down Day | -0.98% | -1.63% |
| Avg. Up Week | 4.63% | 5.25% |
| Avg. Down Week | -2.44% | -4.87% |
| Avg. Up Month | 8.07% | 13.81% |
| Avg. Down Month | -1.62% | -6.49% |
| Win Days % | 47.54% | 51.1% |
| Win Month % | 72.73% | 58.82% |
| Win Week % | 66.67% | 54.79% |
| Win Quarter % | 60.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |