| Metric | 12485835:btcusd:triple_med_gx:zlema135_45 | 12485835:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 98.0% |
| Cumulative Return | 71.28% | 730.08% |
| Max Drawdown | -31.36% | -73.17% |
| Sharpe | 3.26 | -2.37 |
| Sortino | 6.75 | -2.82 |
| Payoff Ratio | 6.06 | 5.57 |
| Profit Factor | 1.96 | 0.52 |
| Common Sense Ratio | 2.93 | 7.06 |
| CPC Index | 2.75 | 0.27 |
| Tail Ratio | 1.5 | 0.34 |
| Outlier Win Ratio | 415.14 | 3.04 |
| Outlier Loss Ratio | 1752.06 | 4.45 |
| Volatility (ann.) | 101.16% | 871.27% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.4 | -0.45 |
| Skew | 1.42 | -2.62 |
| Kurtosis | 5.15 | 23.63 |
| Expected Daily % | 0.77% | 0.2% |
| Expected Monthly % | 1.94% | 0.5% |
| Expected Yearly % | 9.38% | 2.35% |
| Kelly Criterion | 16.41% | -106.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.81% | -2771.31% |
| Expected Shortfall (cVaR) | -7.81% | -2538.7% |
| Year | 12485835:BTCUSD | 12485835:btcusd:triple_med_gx:zlema135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 8.34 | 8.14 | 0.98 | - |
| 2021 | 400.14 | -20.25 | -0.05 | - |
| 2022 | -72.40 | -9.78 | 0.14 | + |
| 2023 | 116.17 | 34.94 | 0.30 | - |
| 2024 | 150.44 | 50.15 | 0.33 | - |
| 2025 | 2.54 | 8.64 | 3.40 | + |
| Metric | 12485835:btcusd:triple_med_gx:zlema135_45 | 12485835:BTCUSD |
|---|---|---|
| MTD | 9.19% | -1.58% |
| 3M | 8.64% | 2.54% |
| 6M | 26.61% | 45.9% |
| YTD | 8.64% | 2.54% |
| 1Y | 48.38% | 102.0% |
| 3Y (ann.) | 28.45% | 36.94% |
| 5Y (ann.) | 12.44% | 3.09% |
| Metric | 12485835:btcusd:triple_med_gx:zlema135_45 | 12485835:BTCUSD |
|---|---|---|
| Max Drawdown | -31.36% | -73.17% |
| Longest DD Days | 985.0 | 753.0 |
| Avg. Drawdown | -6.59% | -23.25% |
| Avg. Drawdown Days | 166.0 | 205.0 |
| Recovery Factor | 2.27 | 0.14 |
| Ulcer Index | 1.05 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-04-30 | 2024-01-10 | -31.36 | 985 |
| 2024-03-31 | 2024-07-24 | -8.67 | 115 |
| 2024-11-23 | 2025-03-02 | -8.21 | 99 |
| 2024-07-29 | 2024-11-15 | -3.76 | 109 |
| 2024-03-03 | 2024-03-04 | -0.18 | 1 |
| 2024-03-10 | 2024-03-11 | -0.18 | 1 |
| 2024-03-17 | 2024-03-28 | -0.18 | 11 |
| 2024-11-16 | 2024-11-20 | -0.18 | 4 |
| Metric | 12485835:btcusd:triple_med_gx:zlema135_45 | 12485835:BTCUSD |
|---|---|---|
| Best Day | 20.35% | 5332.57% |
| Worst Day | -13.83% | -9867.27% |
| Best Week | 20.35% | 4334.24% |
| Worst Week | -13.83% | -2951.05% |
| Best Month | 20.35% | 4334.24% |
| Worst Month | -13.83% | -1286.11% |
| Best Year | 50.15% | 163.55% |
| Worst Year | -20.25% | -260.22% |
| Avg. Up Day | 14.97% | 126.45% |
| Avg. Down Day | -1.48% | -693.7% |
| Avg. Up Week | 13.74% | 72.96% |
| Avg. Down Week | -2.79% | -453.65% |
| Avg. Up Month | 9.84% | 103.72% |
| Avg. Down Month | -4.13% | -340.14% |
| Win Days % | 31.88% | 25.0% |
| Win Month % | 48.15% | 38.46% |
| Win Week % | 42.55% | 17.39% |
| Win Quarter % | 58.82% | 43.75% |
| Win Year % | 66.67% | 40.0% |