| Metric | 12518529:btcusd:triple_med_gx:zlema25_140 | 12518529:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | -11.57% | 35.91% |
| Max Drawdown | -27.07% | -32.1% |
| Sharpe | -0.27 | 0.67 |
| Sortino | -0.37 | 1.01 |
| Payoff Ratio | 0.97 | 0.95 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | 0.83 | 1.2 |
| CPC Index | 0.4 | 0.53 |
| Tail Ratio | 0.9 | 1.09 |
| Outlier Win Ratio | 21.94 | 2.88 |
| Outlier Loss Ratio | 3.69 | 3.06 |
| Volatility (ann.) | 21.18% | 45.51% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.29 | 0.69 |
| Skew | -0.29 | 0.43 |
| Kurtosis | 11.6 | 2.71 |
| Expected Daily % | -0.02% | 0.05% |
| Expected Monthly % | -0.65% | 1.63% |
| Expected Yearly % | -5.96% | 16.58% |
| Kelly Criterion | -11.76% | -1.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -3.84% |
| Expected Shortfall (cVaR) | -1.84% | -3.84% |
| Year | 12518529:BTCUSD | 12518529:btcusd:triple_med_gx:zlema25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -12.66 | -0.33 | - |
| 2025 | -1.41 | 1.25 | -0.88 | + |
| Metric | 12518529:btcusd:triple_med_gx:zlema25_140 | 12518529:BTCUSD |
|---|---|---|
| MTD | -6.5% | 1.83% |
| 3M | -17.5% | -17.88% |
| 6M | -7.73% | -16.56% |
| YTD | 1.25% | -1.41% |
| 1Y | -4.98% | -5.43% |
| 3Y (ann.) | -7.74% | 22.27% |
| 5Y (ann.) | -7.74% | 22.27% |
| Metric | 12518529:btcusd:triple_med_gx:zlema25_140 | 12518529:BTCUSD |
|---|---|---|
| Max Drawdown | -27.07% | -32.1% |
| Longest DD Days | 427.0 | 145.0 |
| Avg. Drawdown | -15.69% | -8.53% |
| Avg. Drawdown Days | 169.0 | 29.0 |
| Recovery Factor | -0.43 | 1.12 |
| Ulcer Index | 1.04 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-08-07 | -27.07 | 427 |
| 2025-09-21 | 2025-12-10 | -19.83 | 80 |
| 2025-08-09 | 2025-08-10 | -0.18 | 1 |
| Metric | 12518529:btcusd:triple_med_gx:zlema25_140 | 12518529:BTCUSD |
|---|---|---|
| Best Day | 6.8% | 11.89% |
| Worst Day | -5.81% | -8.6% |
| Best Week | 12.13% | 18.93% |
| Worst Week | -9.23% | -12.33% |
| Best Month | 10.83% | 37.42% |
| Worst Month | -9.48% | -17.69% |
| Best Year | 1.25% | 37.85% |
| Worst Year | -12.66% | -1.41% |
| Avg. Up Day | 1.55% | 1.57% |
| Avg. Down Day | -1.59% | -1.65% |
| Avg. Up Week | 4.6% | 4.69% |
| Avg. Down Week | -4.63% | -4.31% |
| Avg. Up Month | 5.14% | 8.98% |
| Avg. Down Month | -5.01% | -8.66% |
| Win Days % | 44.94% | 50.45% |
| Win Month % | 41.18% | 57.89% |
| Win Week % | 42.86% | 53.09% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 50.0% |