| Metric | 12485779:btcusd:triple_med_gx:zlema135_45 | 12485779:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 64.93% | 1,004.51% |
| Max Drawdown | -44.19% | -76.67% |
| Sharpe | 0.57 | 1.22 |
| Sortino | 0.87 | 1.84 |
| Payoff Ratio | 1.28 | 1.08 |
| Profit Factor | 1.22 | 1.2 |
| Common Sense Ratio | 1.77 | 1.33 |
| CPC Index | 0.72 | 0.67 |
| Tail Ratio | 1.46 | 1.1 |
| Outlier Win Ratio | 28.19 | 3.17 |
| Outlier Loss Ratio | 3.99 | 3.13 |
| Volatility (ann.) | 27.37% | 63.79% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.29 | 1.01 |
| Skew | 0.33 | 0.12 |
| Kurtosis | 30.14 | 3.31 |
| Expected Daily % | 0.03% | 0.16% |
| Expected Monthly % | 0.99% | 4.82% |
| Expected Yearly % | 10.52% | 61.67% |
| Kelly Criterion | 4.68% | 6.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.31% | -5.28% |
| Expected Shortfall (cVaR) | -2.31% | -5.28% |
| Year | 12485779:BTCUSD | 12485779:btcusd:triple_med_gx:zlema135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 368.57 | 72.19 | 0.20 | - |
| 2021 | 59.34 | -9.98 | -0.17 | - |
| 2022 | -64.22 | -29.34 | 0.46 | + |
| 2023 | 155.54 | 28.47 | 0.18 | - |
| 2024 | 61.77 | 17.22 | 0.28 | - |
| Metric | 12485779:btcusd:triple_med_gx:zlema135_45 | 12485779:BTCUSD |
|---|---|---|
| MTD | 0.0% | 12.75% |
| 3M | 8.05% | 19.72% |
| 6M | 17.22% | 80.6% |
| YTD | 17.22% | 61.77% |
| 1Y | 32.99% | 146.7% |
| 3Y (ann.) | 3.79% | 25.42% |
| 5Y (ann.) | 12.65% | 77.16% |
| Metric | 12485779:btcusd:triple_med_gx:zlema135_45 | 12485779:BTCUSD |
|---|---|---|
| Max Drawdown | -44.19% | -76.67% |
| Longest DD Days | 1381.0 | 846.0 |
| Avg. Drawdown | -8.13% | -8.93% |
| Avg. Drawdown Days | 124.0 | 35.0 |
| Recovery Factor | 1.47 | 13.1 |
| Ulcer Index | inf | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2020-08-18 | 2024-05-30 | -44.19 | 1381 |
| 2020-05-08 | 2020-06-01 | -14.46 | 24 |
| 2020-06-02 | 2020-07-27 | -11.65 | 55 |
| 2020-04-09 | 2020-04-23 | -10.12 | 14 |
| 2020-08-02 | 2020-08-10 | -6.19 | 8 |
| 2020-08-11 | 2020-08-16 | -4.29 | 5 |
| 2020-04-07 | 2020-04-08 | -1.93 | 1 |
| 2020-04-30 | 2020-05-01 | -1.74 | 1 |
| 2020-05-03 | 2020-05-05 | -1.31 | 2 |
| 2020-07-28 | 2020-07-29 | -1.05 | 1 |
| Metric | 12485779:btcusd:triple_med_gx:zlema135_45 | 12485779:BTCUSD |
|---|---|---|
| Best Day | 13.17% | 19.48% |
| Worst Day | -15.17% | -15.42% |
| Best Week | 18.8% | 38.59% |
| Worst Week | -17.92% | -29.64% |
| Best Month | 27.05% | 47.19% |
| Worst Month | -20.22% | -37.12% |
| Best Year | 72.19% | 368.57% |
| Worst Year | -29.34% | -64.22% |
| Avg. Up Day | 2.37% | 2.39% |
| Avg. Down Day | -1.85% | -2.21% |
| Avg. Up Week | 5.1% | 5.85% |
| Avg. Down Week | -3.24% | -3.85% |
| Avg. Up Month | 10.34% | 16.57% |
| Avg. Down Month | -5.88% | -9.45% |
| Win Days % | 46.43% | 51.38% |
| Win Month % | 52.0% | 60.78% |
| Win Week % | 50.0% | 53.81% |
| Win Quarter % | 50.0% | 61.11% |
| Win Year % | 60.0% | 80.0% |