| Metric | 12484509:btcusd:triple_med_gx:zlema140_40 | 12484509:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 97.0% |
| Cumulative Return | 150.22% | 750.88% |
| Max Drawdown | -13.24% | -71.29% |
| Sharpe | 5.86 | -0.75 |
| Sortino | 15.69 | -0.96 |
| Payoff Ratio | 3.46 | 0.08 |
| Profit Factor | 3.91 | 0.76 |
| Common Sense Ratio | 19.32 | 0.69 |
| CPC Index | 11.9 | 0.01 |
| Tail Ratio | 4.94 | 0.79 |
| Outlier Win Ratio | 1472.76 | 3.26 |
| Outlier Loss Ratio | 12467.52 | 7.16 |
| Volatility (ann.) | 97.41% | 962.73% |
| R^2 | 0.0 | 0.0 |
| Calmar | 1.67 | -0.51 |
| Skew | 1.68 | -1.9 |
| Kurtosis | 5.52 | 23.21 |
| Expected Daily % | 1.44% | 1.43% |
| Expected Monthly % | 3.59% | 3.56% |
| Expected Yearly % | 16.52% | 16.35% |
| Kelly Criterion | 27.45% | -1565.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.82% | -10381.34% |
| Expected Shortfall (cVaR) | -6.82% | -10242.23% |
| Year | 12484509:BTCUSD | 12484509:btcusd:triple_med_gx:zlema140_40 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 4.77 | 4.58 | 0.96 | - |
| 2021 | 307.54 | -8.17 | -0.03 | - |
| 2022 | -65.25 | 10.77 | -0.16 | + |
| 2023 | 125.93 | 27.72 | 0.22 | - |
| 2024 | 157.59 | 75.47 | 0.48 | - |
| 2025 | -1.46 | 4.96 | -3.39 | + |
| Metric | 12484509:btcusd:triple_med_gx:zlema140_40 | 12484509:BTCUSD |
|---|---|---|
| MTD | 11.62% | 11.82% |
| 3M | 4.96% | -1.46% |
| 6M | 40.93% | 44.38% |
| YTD | 4.96% | -1.46% |
| 1Y | 71.75% | 50.96% |
| 3Y (ann.) | 35.04% | 30.91% |
| 5Y (ann.) | 22.15% | 21.92% |
| Metric | 12484509:btcusd:triple_med_gx:zlema140_40 | 12484509:BTCUSD |
|---|---|---|
| Max Drawdown | -13.24% | -71.29% |
| Longest DD Days | 399.0 | 1020.0 |
| Avg. Drawdown | -2.26% | -16.93% |
| Avg. Drawdown Days | 75.0 | 178.0 |
| Recovery Factor | 11.35 | 1.36 |
| Ulcer Index | 1.04 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-05-03 | 2022-03-01 | -13.24 | 302 |
| 2022-05-23 | 2023-06-26 | -6.73 | 399 |
| 2025-01-20 | 2025-03-02 | -5.97 | 41 |
| 2024-07-28 | 2024-11-11 | -2.69 | 106 |
| 2023-06-30 | 2023-11-11 | -0.88 | 134 |
| 2024-02-28 | 2024-03-31 | -0.66 | 32 |
| 2023-06-28 | 2023-06-29 | -0.18 | 1 |
| 2024-11-26 | 2024-11-28 | -0.18 | 2 |
| 2022-05-18 | 2022-05-19 | -0.18 | 1 |
| 2024-01-03 | 2024-01-11 | -0.18 | 8 |
| Metric | 12484509:btcusd:triple_med_gx:zlema140_40 | 12484509:BTCUSD |
|---|---|---|
| Best Day | 20.25% | 26134.85% |
| Worst Day | -12.93% | -36065.22% |
| Best Week | 21.09% | 26134.85% |
| Worst Week | -12.93% | -36065.22% |
| Best Month | 34.28% | 26134.85% |
| Worst Month | -13.08% | -11981.93% |
| Best Year | 75.47% | 3713.93% |
| Worst Year | -8.17% | -87.3% |
| Avg. Up Day | 12.04% | 123.07% |
| Avg. Down Day | -1.22% | -2388.12% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -1.76% | -3896.29% |
| Avg. Up Month | 21.01% | 190.23% |
| Avg. Down Month | -3.63% | -1996.68% |
| Win Days % | 34.92% | 27.42% |
| Win Month % | 57.69% | 24.0% |
| Win Week % | 41.46% | 22.5% |
| Win Quarter % | 73.33% | 35.71% |
| Win Year % | 83.33% | 40.0% |