| Metric | 12485779:btcusd:triple_med_gx:zlema135_45 | 12485779:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 49.53% | 39.08% |
| Max Drawdown | -7.3% | -28.17% |
| Sharpe | 1.59 | 0.72 |
| Sortino | 3.57 | 1.1 |
| Payoff Ratio | 1.92 | 1.48 |
| Profit Factor | 1.99 | 1.11 |
| Common Sense Ratio | 6.34 | 1.21 |
| CPC Index | 1.79 | 0.84 |
| Tail Ratio | 3.19 | 1.09 |
| Outlier Win Ratio | 30.59 | 3.08 |
| Outlier Loss Ratio | 4.53 | 2.43 |
| Volatility (ann.) | 18.34% | 45.46% |
| R^2 | 0.16 | 0.16 |
| Calmar | 4.34 | 0.9 |
| Skew | 4.93 | 0.45 |
| Kurtosis | 50.01 | 2.83 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.26% | 1.85% |
| Expected Yearly % | 22.28% | 17.93% |
| Kelly Criterion | 19.03% | 17.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -3.82% |
| Expected Shortfall (cVaR) | -1.5% | -3.82% |
| Year | 12485779:BTCUSD | 12485779:btcusd:triple_med_gx:zlema135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 31.33 | 0.83 | - |
| 2025 | 0.89 | 13.86 | 15.60 | + |
| Metric | 12485779:btcusd:triple_med_gx:zlema135_45 | 12485779:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 2.75% | -19.8% |
| 6M | 4.1% | -9.0% |
| YTD | 13.86% | 0.89% |
| 1Y | 22.7% | 3.43% |
| 3Y (ann.) | 31.72% | 25.35% |
| 5Y (ann.) | 31.72% | 25.35% |
| Metric | 12485779:btcusd:triple_med_gx:zlema135_45 | 12485779:BTCUSD |
|---|---|---|
| Max Drawdown | -7.3% | -28.17% |
| Longest DD Days | 114.0 | 145.0 |
| Avg. Drawdown | -2.54% | -8.11% |
| Avg. Drawdown Days | 28.0 | 27.0 |
| Recovery Factor | 6.78 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2024-07-14 | -7.30 | 11 |
| 2025-07-25 | 2025-11-16 | -6.50 | 114 |
| 2024-11-14 | 2024-11-21 | -5.07 | 7 |
| 2025-01-22 | 2025-03-02 | -4.58 | 39 |
| 2024-07-29 | 2024-11-10 | -4.26 | 104 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2025-06-30 | 2025-07-22 | -1.48 | 22 |
| 2024-11-12 | 2024-11-13 | -0.83 | 1 |
| 2025-06-26 | 2025-06-29 | -0.37 | 3 |
| 2024-11-23 | 2025-01-21 | -0.32 | 59 |
| Metric | 12485779:btcusd:triple_med_gx:zlema135_45 | 12485779:BTCUSD |
|---|---|---|
| Best Day | 10.37% | 11.89% |
| Worst Day | -5.16% | -8.6% |
| Best Week | 14.99% | 18.93% |
| Worst Week | -6.0% | -12.33% |
| Best Month | 22.05% | 37.42% |
| Worst Month | -2.92% | -17.69% |
| Best Year | 31.33% | 37.85% |
| Worst Year | 13.86% | 0.89% |
| Avg. Up Day | 1.99% | 2.05% |
| Avg. Down Day | -1.04% | -1.38% |
| Avg. Up Week | 6.01% | 6.61% |
| Avg. Down Week | -2.37% | -5.09% |
| Avg. Up Month | 6.67% | 12.02% |
| Avg. Down Month | -2.49% | -12.09% |
| Win Days % | 46.74% | 50.84% |
| Win Month % | 66.67% | 55.56% |
| Win Week % | 50.0% | 52.56% |
| Win Quarter % | 80.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |