| Metric | 12485870:btcusd:triple_med_gx:zlema140_45 | 12485870:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 97.0% |
| Cumulative Return | 103.75% | 676.44% |
| Max Drawdown | -16.99% | -71.29% |
| Sharpe | 4.94 | -1.5 |
| Sortino | 12.13 | -1.63 |
| Payoff Ratio | 3.56 | 0.13 |
| Profit Factor | 3.04 | 0.51 |
| Common Sense Ratio | 8.51 | 1.57 |
| CPC Index | 2.31 | 0.03 |
| Tail Ratio | 2.8 | 1.27 |
| Outlier Win Ratio | 939.48 | 3.91 |
| Outlier Loss Ratio | 9730.0 | 7.29 |
| Volatility (ann.) | 87.35% | 947.46% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.99 | -0.55 |
| Skew | 1.77 | -5.83 |
| Kurtosis | 7.26 | 45.21 |
| Expected Daily % | 1.08% | -1.28% |
| Expected Monthly % | 2.67% | -3.09% |
| Expected Yearly % | 12.59% | -13.18% |
| Kelly Criterion | 4.37% | -1070.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.34% | -8444.45% |
| Expected Shortfall (cVaR) | -6.34% | -7628.91% |
| Year | 12485870:BTCUSD | 12485870:btcusd:triple_med_gx:zlema140_45 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 4.77 | 4.58 | 0.96 | - |
| 2021 | 307.54 | -16.42 | -0.05 | - |
| 2022 | -64.10 | 6.20 | -0.10 | + |
| 2023 | 118.72 | 19.79 | 0.17 | - |
| 2024 | 157.59 | 79.08 | 0.50 | - |
| 2025 | -10.08 | 2.33 | -0.23 | + |
| Metric | 12485870:btcusd:triple_med_gx:zlema140_45 | 12485870:BTCUSD |
|---|---|---|
| MTD | 1.86% | 2.04% |
| 3M | 2.33% | -10.08% |
| 6M | 37.4% | 31.75% |
| YTD | 2.33% | -10.08% |
| 1Y | 68.13% | 37.59% |
| 3Y (ann.) | 32.64% | 26.56% |
| 5Y (ann.) | 16.81% | -16.9% |
| Metric | 12485870:btcusd:triple_med_gx:zlema140_45 | 12485870:BTCUSD |
|---|---|---|
| Max Drawdown | -16.99% | -71.29% |
| Longest DD Days | 787.0 | 1020.0 |
| Avg. Drawdown | -2.19% | -17.3% |
| Avg. Drawdown Days | 91.0 | 178.0 |
| Recovery Factor | 6.1 | -0.52 |
| Ulcer Index | 1.07 | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-05-03 | 2023-06-29 | -16.99 | 787 |
| 2023-07-03 | 2024-01-02 | -5.00 | 183 |
| 2024-07-28 | 2024-11-11 | -2.69 | 106 |
| 2025-02-02 | 2025-03-01 | -1.67 | 27 |
| 2024-02-28 | 2024-03-31 | -0.66 | 32 |
| 2024-07-05 | 2024-07-27 | -0.18 | 22 |
| 2024-11-14 | 2024-11-16 | -0.18 | 2 |
| 2023-06-30 | 2023-07-02 | -0.18 | 2 |
| 2024-11-17 | 2024-11-18 | -0.18 | 1 |
| 2024-11-19 | 2024-11-22 | -0.18 | 3 |
| Metric | 12485870:btcusd:triple_med_gx:zlema140_45 | 12485870:BTCUSD |
|---|---|---|
| Best Day | 19.66% | 11948.67% |
| Worst Day | -12.93% | -36065.22% |
| Best Week | 17.46% | 8141.19% |
| Worst Week | -12.93% | -36065.22% |
| Best Month | 34.28% | 537.69% |
| Worst Month | -13.08% | -7752.66% |
| Best Year | 79.08% | 292.51% |
| Worst Year | -16.42% | -81.76% |
| Avg. Up Day | 8.12% | 352.09% |
| Avg. Down Day | -1.35% | -1912.58% |
| Avg. Up Week | 5.24% | 17.13% |
| Avg. Down Week | -2.11% | -3855.73% |
| Avg. Up Month | 21.73% | 190.23% |
| Avg. Down Month | -3.67% | -1416.78% |
| Win Days % | 33.85% | 31.25% |
| Win Month % | 55.56% | 23.08% |
| Win Week % | 42.86% | 26.83% |
| Win Quarter % | 66.67% | 35.71% |
| Win Year % | 83.33% | 40.0% |