| Metric | 12485835:btcusd:triple_med_gx:zlema135_45 | 12485835:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 145.25% | 85.31% |
| Max Drawdown | -10.2% | -69.0% |
| Sharpe | 1.34 | 0.57 |
| Sortino | 2.66 | 0.83 |
| Payoff Ratio | 1.94 | 1.62 |
| Profit Factor | 1.79 | 1.09 |
| Common Sense Ratio | 5.21 | 1.22 |
| CPC Index | 1.54 | 0.87 |
| Tail Ratio | 2.91 | 1.12 |
| Outlier Win Ratio | 38.03 | 3.26 |
| Outlier Loss Ratio | 4.56 | 2.66 |
| Volatility (ann.) | 18.47% | 52.16% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.54 | 0.25 |
| Skew | 3.49 | 0.03 |
| Kurtosis | 41.7 | 4.38 |
| Expected Daily % | 0.06% | 0.04% |
| Expected Monthly % | 1.89% | 1.29% |
| Expected Yearly % | 19.65% | 13.13% |
| Kelly Criterion | 15.63% | 18.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -4.41% |
| Expected Shortfall (cVaR) | -1.52% | -4.41% |
| Year | 12485835:BTCUSD | 12485835:btcusd:triple_med_gx:zlema135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -9.11 | 0.00 | -0.00 | + |
| 2022 | -64.22 | 5.88 | -0.09 | + |
| 2023 | 155.54 | 31.87 | 0.20 | - |
| 2024 | 121.00 | 50.15 | 0.41 | - |
| 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.) | 33.36% | 77.28% |
| 5Y (ann.) | 25.85% | 17.13% |
| Metric | 12485835:btcusd:triple_med_gx:zlema135_45 | 12485835:BTCUSD |
|---|---|---|
| Max Drawdown | -10.2% | -69.0% |
| Longest DD Days | 184.0 | 781.0 |
| Avg. Drawdown | -2.68% | -9.91% |
| Avg. Drawdown Days | 33.0 | 60.0 |
| Recovery Factor | 14.24 | 1.24 |
| Ulcer Index | inf | 1.21 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-04 | 2024-01-04 | -10.20 | 184 |
| 2024-03-31 | 2024-07-15 | -9.93 | 106 |
| 2024-03-17 | 2024-03-25 | -9.58 | 8 |
| 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 |
| 2023-01-30 | 2023-06-16 | -4.48 | 137 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2022-10-05 | 2022-11-30 | -3.08 | 56 |
| 2023-06-24 | 2023-07-03 | -2.06 | 9 |
| Metric | 12485835:btcusd:triple_med_gx:zlema135_45 | 12485835:BTCUSD |
|---|---|---|
| Best Day | 10.37% | 14.52% |
| Worst Day | -8.44% | -15.42% |
| Best Week | 18.71% | 35.75% |
| Worst Week | -8.5% | -29.64% |
| Best Month | 21.05% | 43.77% |
| Worst Month | -8.34% | -37.12% |
| Best Year | 50.15% | 155.54% |
| Worst Year | 0.0% | -64.22% |
| Avg. Up Day | 2.32% | 2.36% |
| Avg. Down Day | -1.2% | -1.46% |
| Avg. Up Week | 4.97% | 5.74% |
| Avg. Down Week | -2.62% | -4.04% |
| Avg. Up Month | 7.64% | 12.15% |
| Avg. Down Month | -3.2% | -10.34% |
| Win Days % | 44.34% | 49.61% |
| Win Month % | 72.0% | 56.25% |
| Win Week % | 59.62% | 50.48% |
| Win Quarter % | 78.57% | 47.06% |
| Win Year % | 100.0% | 60.0% |