| Metric | 12518529:btcusd:triple_med_gx:zlema25_140 | 12518529:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 32.26% | 82.2% |
| Max Drawdown | -31.24% | -69.0% |
| Sharpe | 0.42 | 0.55 |
| Sortino | 0.64 | 0.8 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.14 | 1.09 |
| Common Sense Ratio | 1.42 | 1.2 |
| CPC Index | 0.63 | 0.65 |
| Tail Ratio | 1.25 | 1.1 |
| Outlier Win Ratio | 25.57 | 3.29 |
| Outlier Loss Ratio | 4.52 | 3.23 |
| Volatility (ann.) | 22.33% | 52.22% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.23 | 0.23 |
| Skew | 0.71 | 0.02 |
| Kurtosis | 16.44 | 4.24 |
| Expected Daily % | 0.02% | 0.04% |
| Expected Monthly % | 0.57% | 1.23% |
| Expected Yearly % | 5.75% | 12.75% |
| Kelly Criterion | -0.67% | 7.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.42% |
| Expected Shortfall (cVaR) | -1.9% | -4.42% |
| Year | 12518529:BTCUSD | 12518529:btcusd:triple_med_gx:zlema25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -8.55 | -8.15 | 0.95 | + |
| 2022 | -64.22 | 6.00 | -0.09 | + |
| 2023 | 155.54 | -9.85 | -0.06 | - |
| 2024 | 121.00 | 48.84 | 0.40 | - |
| 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.) | 10.02% | 75.05% |
| 5Y (ann.) | 7.23% | 16.15% |
| Metric | 12518529:btcusd:triple_med_gx:zlema25_140 | 12518529:BTCUSD |
|---|---|---|
| Max Drawdown | -31.24% | -69.0% |
| Longest DD Days | 561.0 | 781.0 |
| Avg. Drawdown | -7.83% | -10.18% |
| Avg. Drawdown Days | 89.0 | 59.0 |
| Recovery Factor | 1.03 | 1.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-14 | 2024-02-26 | -31.24 | 561 |
| 2024-06-06 | 2025-08-07 | -27.07 | 427 |
| 2025-09-21 | 2025-12-10 | -19.83 | 80 |
| 2021-12-27 | 2022-07-19 | -15.18 | 204 |
| 2024-04-09 | 2024-05-15 | -11.20 | 36 |
| 2022-07-31 | 2022-08-08 | -3.11 | 8 |
| 2024-05-27 | 2024-06-04 | -2.77 | 8 |
| 2022-08-09 | 2022-08-10 | -2.76 | 1 |
| 2024-05-16 | 2024-05-17 | -1.49 | 1 |
| 2024-05-18 | 2024-05-20 | -1.17 | 2 |
| Metric | 12518529:btcusd:triple_med_gx:zlema25_140 | 12518529:BTCUSD |
|---|---|---|
| Best Day | 9.34% | 14.52% |
| Worst Day | -7.39% | -15.42% |
| Best Week | 20.79% | 35.75% |
| Worst Week | -10.26% | -29.64% |
| Best Month | 35.42% | 43.77% |
| Worst Month | -12.65% | -37.12% |
| Best Year | 48.84% | 155.54% |
| Worst Year | -9.85% | -64.22% |
| Avg. Up Day | 1.84% | 1.87% |
| Avg. Down Day | -1.47% | -1.55% |
| Avg. Up Week | 5.09% | 5.76% |
| Avg. Down Week | -3.74% | -4.86% |
| Avg. Up Month | 10.06% | 15.79% |
| Avg. Down Month | -5.05% | -9.86% |
| Win Days % | 44.07% | 49.52% |
| Win Month % | 43.9% | 57.14% |
| Win Week % | 47.78% | 50.23% |
| Win Quarter % | 35.29% | 47.06% |
| Win Year % | 60.0% | 40.0% |