| Metric | 12485208:btcusd:triple_med_gx:zlema25_45 | 12485208:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 62.72% | 51.66% |
| Max Drawdown | -31.76% | -76.67% |
| Sharpe | 0.63 | 0.46 |
| Sortino | 0.99 | 0.66 |
| Payoff Ratio | 1.46 | 1.36 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.59 | 1.14 |
| CPC Index | 0.72 | 0.72 |
| Tail Ratio | 1.32 | 1.07 |
| Outlier Win Ratio | 22.79 | 3.29 |
| Outlier Loss Ratio | 4.9 | 3.1 |
| Volatility (ann.) | 23.1% | 52.53% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.39 | 0.14 |
| Skew | 1.08 | -0.01 |
| Kurtosis | 16.96 | 4.06 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 0.96% | 0.82% |
| Expected Yearly % | 10.23% | 8.69% |
| Kelly Criterion | 0.83% | 12.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -4.46% |
| Expected Shortfall (cVaR) | -1.95% | -4.46% |
| Year | 12485208:BTCUSD | 12485208:btcusd:triple_med_gx:zlema25_45 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -23.88 | 0.00 | -0.00 | + |
| 2022 | -64.22 | 47.84 | -0.74 | + |
| 2023 | 155.54 | 16.32 | 0.10 | - |
| 2024 | 121.00 | 6.80 | 0.06 | - |
| 2025 | -1.41 | -11.40 | 8.08 | - |
| Metric | 12485208:btcusd:triple_med_gx:zlema25_45 | 12485208:BTCUSD |
|---|---|---|
| MTD | 0.12% | 1.83% |
| 3M | -2.96% | -17.88% |
| 6M | -3.54% | -16.56% |
| YTD | -11.4% | -1.41% |
| 1Y | -10.5% | -5.43% |
| 3Y (ann.) | 3.04% | 75.05% |
| 5Y (ann.) | 12.49% | 10.59% |
| Metric | 12485208:btcusd:triple_med_gx:zlema25_45 | 12485208:BTCUSD |
|---|---|---|
| Max Drawdown | -31.76% | -76.67% |
| Longest DD Days | 471.0 | 846.0 |
| Avg. Drawdown | -5.49% | -10.83% |
| Avg. Drawdown Days | 51.0 | 64.0 |
| Recovery Factor | 1.97 | 0.67 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-12-10 | -31.76 | 471 |
| 2023-02-02 | 2023-12-02 | -19.88 | 303 |
| 2024-04-09 | 2024-05-20 | -10.29 | 41 |
| 2024-01-03 | 2024-02-07 | -9.92 | 35 |
| 2024-03-18 | 2024-03-20 | -8.61 | 2 |
| 2022-06-01 | 2022-08-08 | -8.38 | 68 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2024-06-06 | 2024-08-23 | -7.79 | 78 |
| 2022-10-05 | 2023-02-01 | -6.20 | 119 |
| 2022-03-30 | 2022-05-30 | -6.19 | 61 |
| Metric | 12485208:btcusd:triple_med_gx:zlema25_45 | 12485208:BTCUSD |
|---|---|---|
| Best Day | 10.38% | 14.52% |
| Worst Day | -8.44% | -15.42% |
| Best Week | 13.67% | 35.75% |
| Worst Week | -9.2% | -29.64% |
| Best Month | 18.57% | 43.77% |
| Worst Month | -7.1% | -37.12% |
| Best Year | 47.84% | 155.54% |
| Worst Year | -11.4% | -64.22% |
| Avg. Up Day | 1.96% | 2.02% |
| Avg. Down Day | -1.34% | -1.48% |
| Avg. Up Week | 4.13% | 5.49% |
| Avg. Down Week | -3.01% | -4.33% |
| Avg. Up Month | 5.83% | 14.31% |
| Avg. Down Month | -3.5% | -12.2% |
| Win Days % | 41.14% | 49.43% |
| Win Month % | 56.52% | 56.86% |
| Win Week % | 52.94% | 49.77% |
| Win Quarter % | 56.25% | 47.06% |
| Win Year % | 75.0% | 40.0% |