| Metric | 12485835:btcusd:triple_med_gx:zlema135_45 | 12485835:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 51.19% | 39.08% |
| Max Drawdown | -8.25% | -28.17% |
| Sharpe | 1.56 | 0.72 |
| Sortino | 3.38 | 1.1 |
| Payoff Ratio | 1.86 | 1.58 |
| Profit Factor | 1.85 | 1.11 |
| Common Sense Ratio | 3.39 | 1.21 |
| CPC Index | 1.58 | 0.89 |
| Tail Ratio | 1.84 | 1.09 |
| Outlier Win Ratio | 27.43 | 3.1 |
| Outlier Loss Ratio | 4.0 | 2.48 |
| Volatility (ann.) | 19.34% | 45.46% |
| R^2 | 0.18 | 0.18 |
| Calmar | 3.97 | 0.9 |
| Skew | 4.35 | 0.45 |
| Kurtosis | 40.71 | 2.83 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.32% | 1.85% |
| Expected Yearly % | 22.96% | 17.93% |
| Kelly Criterion | 16.63% | 19.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -3.82% |
| Expected Shortfall (cVaR) | -1.58% | -3.82% |
| Year | 12485835:BTCUSD | 12485835:btcusd:triple_med_gx:zlema135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 29.23 | 0.77 | - |
| 2025 | 0.89 | 17.00 | 19.12 | + |
| Metric | 12485835:btcusd:triple_med_gx:zlema135_45 | 12485835:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 4.1% | -19.8% |
| 6M | 6.54% | -9.0% |
| YTD | 17.0% | 0.89% |
| 1Y | 13.68% | 3.43% |
| 3Y (ann.) | 32.72% | 25.35% |
| 5Y (ann.) | 32.72% | 25.35% |
| Metric | 12485835:btcusd:triple_med_gx:zlema135_45 | 12485835:BTCUSD |
|---|---|---|
| Max Drawdown | -8.25% | -28.17% |
| Longest DD Days | 112.0 | 145.0 |
| Avg. Drawdown | -2.86% | -8.11% |
| Avg. Drawdown Days | 30.0 | 27.0 |
| Recovery Factor | 6.2 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-03-02 | -8.25 | 97 |
| 2024-07-22 | 2024-11-11 | -7.89 | 112 |
| 2025-07-04 | 2025-10-01 | -7.19 | 89 |
| 2024-07-07 | 2024-07-13 | -4.10 | 6 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2025-04-13 | 2025-06-23 | -1.80 | 71 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-19 | -1.01 | 3 |
| 2024-11-12 | 2024-11-13 | -0.83 | 1 |
| 2025-06-26 | 2025-07-03 | -0.40 | 7 |
| Metric | 12485835:btcusd:triple_med_gx:zlema135_45 | 12485835:BTCUSD |
|---|---|---|
| Best Day | 10.37% | 11.89% |
| Worst Day | -5.1% | -8.6% |
| Best Week | 18.71% | 18.93% |
| Worst Week | -6.32% | -12.33% |
| Best Month | 16.54% | 37.42% |
| Worst Month | -6.56% | -17.69% |
| Best Year | 29.23% | 37.85% |
| Worst Year | 17.0% | 0.89% |
| Avg. Up Day | 2.23% | 2.27% |
| Avg. Down Day | -1.2% | -1.44% |
| Avg. Up Week | 5.18% | 6.25% |
| Avg. Down Week | -2.32% | -4.44% |
| Avg. Up Month | 5.84% | 12.02% |
| Avg. Down Month | -0.59% | -17.69% |
| Win Days % | 45.74% | 50.84% |
| Win Month % | 81.82% | 55.56% |
| Win Week % | 56.0% | 52.56% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 100.0% |