| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 72.25% | 39.08% |
| Max Drawdown | -9.37% | -28.17% |
| Sharpe | 1.88 | 0.72 |
| Sortino | 4.42 | 1.1 |
| Payoff Ratio | 2.13 | 1.62 |
| Profit Factor | 2.13 | 1.11 |
| Common Sense Ratio | 4.29 | 1.21 |
| CPC Index | 2.17 | 0.91 |
| Tail Ratio | 2.01 | 1.09 |
| Outlier Win Ratio | 24.74 | 3.15 |
| Outlier Loss Ratio | 4.03 | 2.49 |
| Volatility (ann.) | 20.94% | 45.46% |
| R^2 | 0.22 | 0.22 |
| Calmar | 4.82 | 0.9 |
| Skew | 4.43 | 0.45 |
| Kurtosis | 36.53 | 2.83 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 3.07% | 1.85% |
| Expected Yearly % | 31.24% | 17.93% |
| Kelly Criterion | 23.41% | 20.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.82% |
| Expected Shortfall (cVaR) | -1.7% | -3.82% |
| Year | 12483197:BTCUSD | 12483197:btcusd:triple_med_gx:zlema140_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 61.66 | 1.63 | + |
| 2025 | 0.89 | 6.55 | 7.37 | + |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 0.55% | -19.8% |
| 6M | 0.78% | -9.0% |
| YTD | 6.55% | 0.89% |
| 1Y | 17.58% | 3.43% |
| 3Y (ann.) | 45.12% | 25.35% |
| 5Y (ann.) | 45.12% | 25.35% |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Max Drawdown | -9.37% | -28.17% |
| Longest DD Days | 110.0 | 145.0 |
| Avg. Drawdown | -2.61% | -8.11% |
| Avg. Drawdown Days | 31.0 | 27.0 |
| Recovery Factor | 7.71 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-03-02 | -9.37 | 39 |
| 2024-07-03 | 2024-07-14 | -7.30 | 11 |
| 2025-07-29 | 2025-11-16 | -4.76 | 110 |
| 2024-07-22 | 2024-11-06 | -4.11 | 107 |
| 2025-04-18 | 2025-06-23 | -3.16 | 66 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2025-04-15 | 2025-04-17 | -1.14 | 2 |
| 2024-11-16 | 2024-11-20 | -0.82 | 4 |
| 2024-11-28 | 2025-01-21 | -0.66 | 54 |
| 2025-06-26 | 2025-07-03 | -0.40 | 7 |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Best Day | 10.17% | 11.89% |
| Worst Day | -5.16% | -8.6% |
| Best Week | 20.44% | 18.93% |
| Worst Week | -6.0% | -12.33% |
| Best Month | 46.41% | 37.42% |
| Worst Month | -5.84% | -17.69% |
| Best Year | 61.66% | 37.85% |
| Worst Year | 6.55% | 0.89% |
| Avg. Up Day | 2.35% | 2.39% |
| Avg. Down Day | -1.11% | -1.48% |
| Avg. Up Week | 5.86% | 5.52% |
| Avg. Down Week | -3.43% | -5.02% |
| Avg. Up Month | 10.12% | 12.02% |
| Avg. Down Month | -3.77% | -12.09% |
| Win Days % | 47.92% | 50.84% |
| Win Month % | 72.73% | 55.56% |
| Win Week % | 71.43% | 52.56% |
| Win Quarter % | 80.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |