| Metric | 12485868:btcusd:triple_med_gx:zlema135_45 | 12485868:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 97.0% |
| Cumulative Return | 65.26% | 657.46% |
| Max Drawdown | -24.76% | -71.57% |
| Sharpe | 3.78 | -0.76 |
| Sortino | 8.44 | -0.87 |
| Payoff Ratio | 4.72 | 0.39 |
| Profit Factor | 2.26 | 0.76 |
| Common Sense Ratio | 9.2 | 0.56 |
| CPC Index | 4.45 | 0.14 |
| Tail Ratio | 4.07 | 1.67 |
| Outlier Win Ratio | 609.5 | 3.07 |
| Outlier Loss Ratio | 3776.97 | 6.36 |
| Volatility (ann.) | 95.33% | 1002.68% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.47 | -0.56 |
| Skew | 1.42 | -4.48 |
| Kurtosis | 5.22 | 34.55 |
| Expected Daily % | 0.87% | -1.41% |
| Expected Monthly % | 2.03% | -3.24% |
| Expected Yearly % | 8.73% | -12.83% |
| Kelly Criterion | 19.21% | -143.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.22% | -4811.38% |
| Expected Shortfall (cVaR) | -7.22% | -4340.45% |
| Year | 12485868:BTCUSD | 12485868:btcusd:triple_med_gx:zlema135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 4.65 | 4.47 | 0.96 | - |
| 2021 | 298.01 | -17.71 | -0.06 | - |
| 2022 | -64.10 | -3.05 | 0.05 | + |
| 2023 | 56.26 | 22.00 | 0.39 | - |
| 2024 | 250.48 | 58.82 | 0.23 | - |
| 2025 | -7.50 | 2.33 | -0.31 | + |
| Metric | 12485868:btcusd:triple_med_gx:zlema135_45 | 12485868:BTCUSD |
|---|---|---|
| MTD | 1.86% | 2.04% |
| 3M | 2.33% | -7.5% |
| 6M | 23.72% | 28.83% |
| YTD | 2.33% | -7.5% |
| 1Y | 52.68% | 40.62% |
| 3Y (ann.) | 27.97% | 28.14% |
| 5Y (ann.) | 11.58% | -16.44% |
| Metric | 12485868:btcusd:triple_med_gx:zlema135_45 | 12485868:BTCUSD |
|---|---|---|
| Max Drawdown | -24.76% | -71.57% |
| Longest DD Days | 789.0 | 1021.0 |
| Avg. Drawdown | -4.42% | -20.12% |
| Avg. Drawdown Days | 128.0 | 209.0 |
| Recovery Factor | 2.64 | -0.52 |
| Ulcer Index | 1.14 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-05-01 | 2023-06-29 | -24.76 | 789 |
| 2023-07-03 | 2024-01-11 | -5.78 | 192 |
| 2024-11-24 | 2025-03-01 | -5.62 | 97 |
| 2024-02-28 | 2024-03-31 | -2.69 | 32 |
| 2023-06-30 | 2023-07-02 | -0.18 | 2 |
| 2024-11-12 | 2024-11-18 | -0.18 | 6 |
| 2024-11-19 | 2024-11-22 | -0.18 | 3 |
| 2024-07-05 | 2024-07-29 | -0.18 | 24 |
| 2024-11-06 | 2024-11-11 | -0.18 | 5 |
| Metric | 12485868:btcusd:triple_med_gx:zlema135_45 | 12485868:BTCUSD |
|---|---|---|
| Best Day | 17.68% | 8212.42% |
| Worst Day | -14.26% | -18822.95% |
| Best Week | 17.68% | 8212.42% |
| Worst Week | -14.26% | -961.3% |
| Best Month | 20.91% | 5979.52% |
| Worst Month | -14.42% | -2385.45% |
| Best Year | 58.82% | 1333.65% |
| Worst Year | -17.71% | -140.0% |
| Avg. Up Day | 9.95% | 273.84% |
| Avg. Down Day | -1.37% | -893.68% |
| Avg. Up Week | 2.0% | 638.71% |
| Avg. Down Week | -2.27% | -202.99% |
| Avg. Up Month | 9.56% | 126.87% |
| Avg. Down Month | -3.57% | -324.97% |
| Win Days % | 29.82% | 28.57% |
| Win Month % | 50.0% | 17.39% |
| Win Week % | 38.46% | 23.68% |
| Win Quarter % | 57.14% | 23.08% |
| Win Year % | 66.67% | 40.0% |