| Metric | 12488533:btcusd:triple_med_gx:zlema120_55 | 12488533:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 98.0% |
| Cumulative Return | 247.75% | 1,190.62% |
| Max Drawdown | -38.96% | -71.42% |
| Sharpe | 4.65 | -5.51 |
| Sortino | 11.69 | -5.9 |
| Payoff Ratio | 5.05 | 0.09 |
| Profit Factor | 3.0 | 0.28 |
| Common Sense Ratio | 10.8 | 7.05 |
| CPC Index | 6.2 | 0.72 |
| Tail Ratio | 3.6 | 0.24 |
| Outlier Win Ratio | 98.27 | 3.14 |
| Outlier Loss Ratio | 961.64 | 3.4 |
| Volatility (ann.) | 139.17% | 760.11% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.73 | 0.1 |
| Skew | 1.95 | -1.77 |
| Kurtosis | 7.84 | 10.69 |
| Expected Daily % | 1.53% | -2.57% |
| Expected Monthly % | 4.1% | -6.65% |
| Expected Yearly % | 23.09% | -29.92% |
| Kelly Criterion | 22.59% | -63.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -10.21% | -1275.17% |
| Expected Shortfall (cVaR) | -10.21% | -3810.29% |
| Year | 12488533:BTCUSD | 12488533:btcusd:triple_med_gx:zlema120_55 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 63.94 | 50.88 | 0.80 | - |
| 2021 | 396.07 | 49.83 | 0.13 | - |
| 2022 | -70.09 | -33.05 | 0.47 | + |
| 2023 | 155.94 | 60.97 | 0.39 | - |
| 2024 | 115.09 | 37.06 | 0.32 | - |
| 2025 | -3.62 | 4.14 | -1.14 | + |
| Metric | 12488533:btcusd:triple_med_gx:zlema120_55 | 12488533:BTCUSD |
|---|---|---|
| MTD | 3.38% | -10.88% |
| 3M | 4.14% | -3.62% |
| 6M | 40.12% | 32.27% |
| YTD | 4.14% | -3.62% |
| 1Y | 32.08% | 28.53% |
| 3Y (ann.) | 12.37% | 26.13% |
| 5Y (ann.) | 29.36% | -35.64% |
| Metric | 12488533:btcusd:triple_med_gx:zlema120_55 | 12488533:BTCUSD |
|---|---|---|
| Max Drawdown | -38.96% | -71.42% |
| Longest DD Days | 613.0 | 936.0 |
| Avg. Drawdown | -4.43% | -17.9% |
| Avg. Drawdown Days | 70.0 | 180.0 |
| Recovery Factor | 6.36 | -0.81 |
| Ulcer Index | 0.97 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-28 | 2024-01-01 | -38.96 | 613 |
| 2024-07-03 | 2024-11-13 | -5.91 | 133 |
| 2024-01-20 | 2024-03-20 | -5.65 | 60 |
| 2021-09-27 | 2021-09-30 | -3.25 | 3 |
| 2021-08-09 | 2021-08-23 | -2.10 | 14 |
| 2025-02-02 | 2025-02-12 | -0.42 | 10 |
| 2021-08-30 | 2021-09-26 | -0.27 | 27 |
| 2022-03-24 | 2022-03-25 | -0.18 | 1 |
| 2020-07-23 | 2020-08-02 | -0.18 | 10 |
| 2021-10-02 | 2021-10-09 | -0.18 | 7 |
| Metric | 12488533:btcusd:triple_med_gx:zlema120_55 | 12488533:BTCUSD |
|---|---|---|
| Best Day | 33.22% | 2160.33% |
| Worst Day | -20.93% | -3541.95% |
| Best Week | 33.22% | 2160.33% |
| Worst Week | -20.93% | -2350.95% |
| Best Month | 32.29% | 2160.33% |
| Worst Month | -23.74% | -1589.84% |
| Best Year | 60.97% | 52.59% |
| Worst Year | -33.05% | -2015.03% |
| Avg. Up Day | 10.1% | 123.96% |
| Avg. Down Day | -1.07% | -478.1% |
| Avg. Up Week | 9.33% | 398.33% |
| Avg. Down Week | -1.61% | -465.02% |
| Avg. Up Month | 12.1% | 615.55% |
| Avg. Down Month | -3.95% | -331.97% |
| Win Days % | 33.33% | 28.75% |
| Win Month % | 66.67% | 37.93% |
| Win Week % | 42.86% | 27.27% |
| Win Quarter % | 76.47% | 25.0% |
| Win Year % | 83.33% | 33.33% |