| Metric | 12485870:btcusd:triple_med_gx:zlema140_45 | 12485870:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 26.24% | 971.75% |
| Max Drawdown | -29.21% | -76.67% |
| Sharpe | 0.4 | 1.21 |
| Sortino | 0.63 | 1.83 |
| Payoff Ratio | 1.58 | 1.16 |
| Profit Factor | 1.21 | 1.2 |
| Common Sense Ratio | 0.0 | 1.33 |
| CPC Index | 0.78 | 0.72 |
| Tail Ratio | 0.0 | 1.11 |
| Outlier Win Ratio | 53.22 | 2.66 |
| Outlier Loss Ratio | 4.35 | 2.69 |
| Volatility (ann.) | 18.05% | 63.54% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.2 | 1.0 |
| Skew | 1.81 | 0.1 |
| Kurtosis | 78.48 | 3.34 |
| Expected Daily % | 0.02% | 0.16% |
| Expected Monthly % | 0.46% | 4.76% |
| Expected Yearly % | 4.77% | 60.7% |
| Kelly Criterion | 3.41% | 9.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -5.26% |
| Expected Shortfall (cVaR) | -1.53% | -5.26% |
| Year | 12485870:BTCUSD | 12485870:btcusd:triple_med_gx:zlema140_45 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 354.67 | 4.39 | 0.01 | - |
| 2021 | 59.34 | -16.42 | -0.28 | - |
| 2022 | -64.22 | 6.20 | -0.10 | + |
| 2023 | 155.54 | 19.79 | 0.13 | - |
| 2024 | 61.77 | 13.74 | 0.22 | - |
| Metric | 12485870:btcusd:triple_med_gx:zlema140_45 | 12485870:BTCUSD |
|---|---|---|
| MTD | 0.0% | 12.75% |
| 3M | 4.17% | 19.72% |
| 6M | 13.74% | 80.6% |
| YTD | 13.74% | 61.77% |
| 1Y | 29.68% | 146.7% |
| 3Y (ann.) | 11.63% | 25.42% |
| 5Y (ann.) | 5.74% | 76.42% |
| Metric | 12485870:btcusd:triple_med_gx:zlema140_45 | 12485870:BTCUSD |
|---|---|---|
| Max Drawdown | -29.21% | -76.67% |
| Longest DD Days | 773.0 | 846.0 |
| Avg. Drawdown | -6.04% | -8.86% |
| Avg. Drawdown Days | 133.0 | 35.0 |
| Recovery Factor | 0.9 | 12.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-05-09 | 2023-06-21 | -29.21 | 773 |
| 2023-06-24 | 2024-01-04 | -10.66 | 194 |
| 2020-08-07 | 2021-05-08 | -8.56 | 274 |
| 2024-01-09 | 2024-03-25 | -8.03 | 76 |
| 2024-03-29 | 2024-03-31 | -1.66 | 2 |
| 2024-03-27 | 2024-03-28 | -0.80 | 1 |
| 2024-01-05 | 2024-01-08 | -0.56 | 3 |
| 2023-06-22 | 2023-06-23 | -0.36 | 1 |
| 2020-08-04 | 2020-08-05 | -0.32 | 1 |
| 2020-08-02 | 2020-08-03 | -0.18 | 1 |
| Metric | 12485870:btcusd:triple_med_gx:zlema140_45 | 12485870:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 19.48% |
| Worst Day | -12.79% | -15.42% |
| Best Week | 16.63% | 38.59% |
| Worst Week | -13.2% | -29.64% |
| Best Month | 15.03% | 47.19% |
| Worst Month | -13.08% | -37.12% |
| Best Year | 19.79% | 354.67% |
| Worst Year | -16.42% | -64.22% |
| Avg. Up Day | 2.32% | 2.35% |
| Avg. Down Day | -1.47% | -2.03% |
| Avg. Up Week | 4.4% | 4.94% |
| Avg. Down Week | -3.36% | -4.65% |
| Avg. Up Month | 6.39% | 11.36% |
| Avg. Down Month | -4.43% | -11.53% |
| Win Days % | 40.88% | 51.38% |
| Win Month % | 57.14% | 60.78% |
| Win Week % | 50.0% | 53.39% |
| Win Quarter % | 58.33% | 61.11% |
| Win Year % | 80.0% | 80.0% |