| Metric | 12484509:btcusd:triple_med_gx:zlema140_40 | 12484509:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 64.07% | 21.88% |
| Max Drawdown | -9.37% | -26.0% |
| Sharpe | 2.57 | 0.72 |
| Sortino | 6.53 | 1.11 |
| Payoff Ratio | 2.3 | 1.75 |
| Profit Factor | 2.48 | 1.11 |
| Common Sense Ratio | 8.63 | 1.18 |
| CPC Index | 2.81 | 0.96 |
| Tail Ratio | 3.48 | 1.06 |
| Outlier Win Ratio | 21.36 | 3.44 |
| Outlier Loss Ratio | 4.03 | 2.34 |
| Volatility (ann.) | 24.3% | 50.3% |
| R^2 | 0.24 | 0.24 |
| Calmar | 8.71 | 1.04 |
| Skew | 3.85 | 0.52 |
| Kurtosis | 25.25 | 2.52 |
| Expected Daily % | 0.16% | 0.07% |
| Expected Monthly % | 5.08% | 2.0% |
| Expected Yearly % | 28.09% | 10.4% |
| Kelly Criterion | 27.21% | 20.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -4.23% |
| Expected Shortfall (cVaR) | -1.92% | -4.23% |
| Year | 12484509:BTCUSD | 12484509:btcusd:triple_med_gx:zlema140_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 56.33 | 1.49 | + |
| 2025 | -11.59 | 4.96 | -0.43 | + |
| Metric | 12484509:btcusd:triple_med_gx:zlema140_40 | 12484509:BTCUSD |
|---|---|---|
| MTD | 11.62% | -2.09% |
| 3M | 4.96% | -13.24% |
| 6M | 40.93% | 25.32% |
| YTD | 4.96% | -11.59% |
| 1Y | 64.07% | 21.88% |
| 3Y (ann.) | 81.57% | 26.91% |
| 5Y (ann.) | 81.57% | 26.91% |
| Metric | 12484509:btcusd:triple_med_gx:zlema140_40 | 12484509:BTCUSD |
|---|---|---|
| Max Drawdown | -9.37% | -26.0% |
| Longest DD Days | 111.0 | 145.0 |
| Avg. Drawdown | -2.45% | -8.01% |
| Avg. Drawdown Days | 24.0 | 25.0 |
| Recovery Factor | 6.84 | 0.84 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-03-02 | -9.37 | 39 |
| 2024-07-22 | 2024-11-10 | -4.11 | 111 |
| 2024-07-07 | 2024-07-13 | -4.10 | 6 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-07-04 | 2024-07-06 | -0.88 | 2 |
| 2024-11-16 | 2024-11-20 | -0.82 | 4 |
| 2024-11-28 | 2025-01-21 | -0.66 | 54 |
| 2024-11-26 | 2024-11-27 | -0.18 | 1 |
| 2024-11-14 | 2024-11-15 | -0.18 | 1 |
| Metric | 12484509:btcusd:triple_med_gx:zlema140_40 | 12484509:BTCUSD |
|---|---|---|
| Best Day | 10.17% | 11.89% |
| Worst Day | -4.1% | -8.6% |
| Best Week | 20.44% | 18.93% |
| Worst Week | -5.88% | -12.33% |
| Best Month | 34.28% | 37.42% |
| Worst Month | -6.05% | -17.69% |
| Best Year | 56.33% | 37.85% |
| Worst Year | 4.96% | -11.59% |
| Avg. Up Day | 2.64% | 2.66% |
| Avg. Down Day | -1.15% | -1.53% |
| Avg. Up Week | 7.65% | 7.6% |
| Avg. Down Week | -2.26% | -7.21% |
| Avg. Up Month | 16.59% | 16.74% |
| Avg. Down Month | -6.05% | -17.69% |
| Win Days % | 49.25% | 49.5% |
| Win Month % | 83.33% | 50.0% |
| Win Week % | 64.29% | 51.11% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |