| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 59.5% | 63.59% |
| Max Drawdown | -7.27% | -28.17% |
| Sharpe | 1.87 | 1.01 |
| Sortino | 4.85 | 1.56 |
| Payoff Ratio | 2.44 | 1.6 |
| Profit Factor | 2.53 | 1.16 |
| Common Sense Ratio | 10.96 | 1.29 |
| CPC Index | 2.97 | 0.95 |
| Tail Ratio | 4.33 | 1.11 |
| Outlier Win Ratio | 31.84 | 3.13 |
| Outlier Loss Ratio | 4.74 | 2.49 |
| Volatility (ann.) | 19.07% | 45.71% |
| R^2 | 0.18 | 0.18 |
| Calmar | 5.57 | 1.53 |
| Skew | 5.66 | 0.48 |
| Kurtosis | 53.54 | 2.92 |
| Expected Daily % | 0.09% | 0.1% |
| Expected Monthly % | 2.78% | 2.94% |
| Expected Yearly % | 26.29% | 27.9% |
| Kelly Criterion | 26.65% | 20.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -3.81% |
| Expected Shortfall (cVaR) | -1.54% | -3.81% |
| Year | 12483197:BTCUSD | 12483197:btcusd:triple_med_gx:zlema140_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 38.65 | 1.02 | + |
| 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.) | 40.52% | 43.13% |
| 5Y (ann.) | 40.52% | 43.13% |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Max Drawdown | -7.27% | -28.17% |
| Longest DD Days | 126.0 | 145.0 |
| Avg. Drawdown | -2.09% | -7.37% |
| Avg. Drawdown Days | 34.0 | 26.0 |
| Recovery Factor | 8.19 | 2.26 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2024-11-06 | -7.27 | 126 |
| 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 |
| 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 |
| 2025-06-26 | 2025-07-03 | -0.37 | 7 |
| 2024-11-26 | 2024-11-27 | -0.15 | 1 |
| 2024-11-14 | 2024-11-15 | -0.14 | 1 |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Best Day | 10.21% | 11.89% |
| Worst Day | -5.16% | -8.6% |
| Best Week | 20.52% | 18.93% |
| Worst Week | -5.97% | -12.33% |
| Best Month | 46.92% | 37.42% |
| Worst Month | -6.48% | -17.69% |
| Best Year | 38.65% | 37.85% |
| Worst Year | 15.04% | 18.67% |
| Avg. Up Day | 2.32% | 2.37% |
| Avg. Down Day | -0.95% | -1.48% |
| Avg. Up Week | 5.42% | 4.98% |
| Avg. Down Week | -2.63% | -4.87% |
| Avg. Up Month | 10.63% | 13.81% |
| Avg. Down Month | -1.62% | -6.49% |
| Win Days % | 47.95% | 51.1% |
| Win Month % | 72.73% | 58.82% |
| Win Week % | 72.22% | 54.79% |
| Win Quarter % | 60.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |