| Metric | 12485868:btcusd:triple_med_gx:zlema135_45 | 12485868:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 126.07% | 85.43% |
| Max Drawdown | -12.28% | -68.97% |
| Sharpe | 1.32 | 0.57 |
| Sortino | 2.57 | 0.83 |
| Payoff Ratio | 1.95 | 1.61 |
| Profit Factor | 1.8 | 1.09 |
| Common Sense Ratio | 4.03 | 1.22 |
| CPC Index | 1.58 | 0.87 |
| Tail Ratio | 2.23 | 1.12 |
| Outlier Win Ratio | 42.41 | 3.23 |
| Outlier Loss Ratio | 4.59 | 2.65 |
| Volatility (ann.) | 16.97% | 52.21% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.9 | 0.25 |
| Skew | 3.38 | 0.03 |
| Kurtosis | 44.95 | 4.37 |
| Expected Daily % | 0.06% | 0.04% |
| Expected Monthly % | 1.71% | 1.29% |
| Expected Yearly % | 17.72% | 13.14% |
| Kelly Criterion | 16.9% | 18.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -4.41% |
| Expected Shortfall (cVaR) | -1.4% | -4.41% |
| Year | 12485868:BTCUSD | 12485868:btcusd:triple_med_gx:zlema135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -9.05 | 0.00 | -0.00 | + |
| 2022 | -64.22 | 4.05 | -0.06 | + |
| 2023 | 155.54 | 25.92 | 0.17 | - |
| 2024 | 121.00 | 58.82 | 0.49 | - |
| 2025 | 0.89 | 8.64 | 9.73 | + |
| Metric | 12485868:btcusd:triple_med_gx:zlema135_45 | 12485868:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | -0.48% | -19.8% |
| 6M | 5.73% | -9.0% |
| YTD | 8.64% | 0.89% |
| 1Y | 8.81% | 3.43% |
| 3Y (ann.) | 30.79% | 77.28% |
| 5Y (ann.) | 23.31% | 17.19% |
| Metric | 12485868:btcusd:triple_med_gx:zlema135_45 | 12485868:BTCUSD |
|---|---|---|
| Max Drawdown | -12.28% | -68.97% |
| Longest DD Days | 198.0 | 779.0 |
| Avg. Drawdown | -2.71% | -9.91% |
| Avg. Drawdown Days | 36.0 | 60.0 |
| Recovery Factor | 10.27 | 1.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-09 | 2024-03-28 | -12.28 | 79 |
| 2023-06-24 | 2024-01-08 | -10.66 | 198 |
| 2024-11-24 | 2025-02-03 | -6.40 | 71 |
| 2025-06-26 | 2025-08-13 | -5.17 | 48 |
| 2025-02-04 | 2025-06-23 | -5.17 | 139 |
| 2023-01-30 | 2023-06-16 | -4.48 | 137 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2024-07-07 | 2024-07-13 | -4.10 | 6 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-07-29 | 2024-11-10 | -2.51 | 104 |
| Metric | 12485868:btcusd:triple_med_gx:zlema135_45 | 12485868:BTCUSD |
|---|---|---|
| Best Day | 10.17% | 14.52% |
| Worst Day | -8.44% | -15.42% |
| Best Week | 19.49% | 35.75% |
| Worst Week | -5.79% | -29.64% |
| Best Month | 20.91% | 43.77% |
| Worst Month | -4.11% | -37.12% |
| Best Year | 58.82% | 155.54% |
| Worst Year | 0.0% | -64.22% |
| Avg. Up Day | 2.25% | 2.28% |
| Avg. Down Day | -1.15% | -1.42% |
| Avg. Up Week | 5.0% | 5.63% |
| Avg. Down Week | -2.09% | -5.24% |
| Avg. Up Month | 9.4% | 13.83% |
| Avg. Down Month | -2.46% | -9.18% |
| Win Days % | 45.08% | 49.58% |
| Win Month % | 66.67% | 56.25% |
| Win Week % | 59.09% | 50.24% |
| Win Quarter % | 90.91% | 47.06% |
| Win Year % | 100.0% | 60.0% |