| Metric | 12484509:btcusd:triple_med_gx:zlema140_40 | 12484509:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 149.77% | 1,194.45% |
| Max Drawdown | -16.09% | -76.67% |
| Sharpe | 1.06 | 1.14 |
| Sortino | 1.92 | 1.72 |
| Payoff Ratio | 1.85 | 1.28 |
| Profit Factor | 1.62 | 1.19 |
| Common Sense Ratio | 2.5 | 1.24 |
| CPC Index | 1.33 | 0.78 |
| Tail Ratio | 1.55 | 1.04 |
| Outlier Win Ratio | 45.01 | 2.97 |
| Outlier Loss Ratio | 4.58 | 2.64 |
| Volatility (ann.) | 18.97% | 61.51% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.25 | 0.87 |
| Skew | 2.97 | 0.15 |
| Kurtosis | 63.81 | 3.41 |
| Expected Daily % | 0.05% | 0.14% |
| Expected Monthly % | 1.51% | 4.29% |
| Expected Yearly % | 16.48% | 53.23% |
| Kelly Criterion | 14.76% | 12.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -5.1% |
| Expected Shortfall (cVaR) | -1.58% | -5.1% |
| Year | 12484509:BTCUSD | 12484509:btcusd:triple_med_gx:zlema140_40 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 354.67 | 4.39 | 0.01 | - |
| 2021 | 59.34 | -8.17 | -0.14 | - |
| 2022 | -64.22 | 10.77 | -0.17 | + |
| 2023 | 155.54 | 27.72 | 0.18 | - |
| 2024 | 121.00 | 75.47 | 0.62 | - |
| 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 | 67.69% | 18.54% |
| 3Y (ann.) | 32.22% | 20.55% |
| 5Y (ann.) | 20.08% | 66.7% |
| Metric | 12484509:btcusd:triple_med_gx:zlema140_40 | 12484509:BTCUSD |
|---|---|---|
| Max Drawdown | -16.09% | -76.67% |
| Longest DD Days | 296.0 | 846.0 |
| Avg. Drawdown | -3.64% | -8.5% |
| Avg. Drawdown Days | 56.0 | 34.0 |
| Recovery Factor | 9.31 | 15.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-05-09 | 2022-03-01 | -16.09 | 296 |
| 2022-05-25 | 2023-01-29 | -10.57 | 249 |
| 2025-01-22 | 2025-03-02 | -9.37 | 39 |
| 2023-08-30 | 2023-11-10 | -9.26 | 72 |
| 2023-01-30 | 2023-06-20 | -8.68 | 141 |
| 2020-08-07 | 2021-05-08 | -8.56 | 274 |
| 2024-01-09 | 2024-03-25 | -8.03 | 76 |
| 2023-07-04 | 2023-08-29 | -4.74 | 56 |
| 2024-07-22 | 2024-11-10 | -4.11 | 111 |
| 2024-07-07 | 2024-07-13 | -4.10 | 6 |
| Metric | 12484509:btcusd:triple_med_gx:zlema140_40 | 12484509:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 19.48% |
| Worst Day | -12.79% | -15.42% |
| Best Week | 20.44% | 38.59% |
| Worst Week | -13.2% | -29.64% |
| Best Month | 34.28% | 47.19% |
| Worst Month | -13.08% | -37.12% |
| Best Year | 75.47% | 354.67% |
| Worst Year | -8.17% | -64.22% |
| Avg. Up Day | 2.39% | 2.42% |
| Avg. Down Day | -1.3% | -1.9% |
| Avg. Up Week | 5.44% | 5.84% |
| Avg. Down Week | -2.99% | -5.76% |
| Avg. Up Month | 9.38% | 12.77% |
| Avg. Down Month | -3.86% | -14.64% |
| Win Days % | 44.72% | 51.07% |
| Win Month % | 65.38% | 59.02% |
| Win Week % | 58.49% | 53.01% |
| Win Quarter % | 73.33% | 61.9% |
| Win Year % | 83.33% | 66.67% |