| Metric | 12485868:btcusd:triple_med_gx:zlema135_45 | 12485868:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 13.51% | 971.75% |
| Max Drawdown | -33.97% | -76.67% |
| Sharpe | 0.25 | 1.21 |
| Sortino | 0.39 | 1.83 |
| Payoff Ratio | 1.49 | 1.22 |
| Profit Factor | 1.12 | 1.2 |
| Common Sense Ratio | 0.3 | 1.33 |
| CPC Index | 0.67 | 0.75 |
| Tail Ratio | 0.27 | 1.11 |
| Outlier Win Ratio | 49.97 | 2.75 |
| Outlier Loss Ratio | 4.05 | 2.76 |
| Volatility (ann.) | 19.55% | 63.54% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.09 | 1.0 |
| Skew | 1.34 | 0.1 |
| Kurtosis | 63.68 | 3.34 |
| Expected Daily % | 0.01% | 0.16% |
| Expected Monthly % | 0.25% | 4.76% |
| Expected Yearly % | 2.57% | 60.7% |
| Kelly Criterion | 0.34% | 11.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -5.26% |
| Expected Shortfall (cVaR) | -1.67% | -5.26% |
| Year | 12485868:BTCUSD | 12485868:btcusd:triple_med_gx:zlema135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 354.67 | 4.28 | 0.01 | - |
| 2021 | 59.34 | -17.71 | -0.30 | - |
| 2022 | -64.22 | -3.05 | 0.05 | + |
| 2023 | 155.54 | 22.00 | 0.14 | - |
| 2024 | 61.77 | 11.83 | 0.19 | - |
| Metric | 12485868:btcusd:triple_med_gx:zlema135_45 | 12485868:BTCUSD |
|---|---|---|
| MTD | 0.0% | 12.75% |
| 3M | 2.42% | 19.72% |
| 6M | 11.83% | 80.6% |
| YTD | 11.83% | 61.77% |
| 1Y | 21.79% | 146.7% |
| 3Y (ann.) | 8.34% | 25.42% |
| 5Y (ann.) | 3.08% | 76.42% |
| Metric | 12485868:btcusd:triple_med_gx:zlema135_45 | 12485868:BTCUSD |
|---|---|---|
| Max Drawdown | -33.97% | -76.67% |
| Longest DD Days | 1039.0 | 846.0 |
| Avg. Drawdown | -9.96% | -8.86% |
| Avg. Drawdown Days | 190.0 | 35.0 |
| Recovery Factor | 0.4 | 12.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2020-08-18 | 2023-06-23 | -33.97 | 1039 |
| 2024-01-09 | 2024-03-28 | -12.28 | 79 |
| 2023-06-24 | 2024-01-08 | -11.16 | 198 |
| 2020-08-02 | 2020-08-10 | -6.19 | 8 |
| 2020-08-11 | 2020-08-16 | -4.29 | 5 |
| 2024-03-29 | 2024-03-31 | -1.66 | 2 |
| 2020-07-31 | 2020-08-01 | -0.18 | 1 |
| Metric | 12485868:btcusd:triple_med_gx:zlema135_45 | 12485868:BTCUSD |
|---|---|---|
| Best Day | 14.32% | 19.48% |
| Worst Day | -12.79% | -15.42% |
| Best Week | 16.63% | 38.59% |
| Worst Week | -13.55% | -29.64% |
| Best Month | 15.03% | 47.19% |
| Worst Month | -14.42% | -37.12% |
| Best Year | 22.0% | 354.67% |
| Worst Year | -17.71% | -64.22% |
| Avg. Up Day | 2.41% | 2.44% |
| Avg. Down Day | -1.62% | -2.0% |
| Avg. Up Week | 4.08% | 4.33% |
| Avg. Down Week | -2.95% | -4.32% |
| Avg. Up Month | 6.19% | 10.15% |
| Avg. Down Month | -4.58% | -12.2% |
| Win Days % | 40.41% | 51.38% |
| Win Month % | 50.0% | 60.78% |
| Win Week % | 47.5% | 53.39% |
| Win Quarter % | 45.45% | 61.11% |
| Win Year % | 60.0% | 80.0% |