| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 88.97% | 120.66% |
| Max Drawdown | -7.14% | -69.0% |
| Sharpe | 1.54 | 0.7 |
| Sortino | 3.65 | 1.02 |
| Payoff Ratio | 2.2 | 1.4 |
| Profit Factor | 2.51 | 1.11 |
| Common Sense Ratio | NaN | 1.25 |
| CPC Index | 2.61 | 0.77 |
| Tail Ratio | NaN | 1.12 |
| Outlier Win Ratio | 64.88 | 2.91 |
| Outlier Loss Ratio | 5.97 | 2.4 |
| Volatility (ann.) | 12.54% | 54.21% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.83 | 0.37 |
| Skew | 5.92 | 0.02 |
| Kurtosis | 77.2 | 4.08 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.53% | 1.9% |
| Expected Yearly % | 13.57% | 17.15% |
| Kelly Criterion | 23.45% | 13.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -4.56% |
| Expected Shortfall (cVaR) | -1.03% | -4.56% |
| Year | 12521170:BTCUSD | 12521170:btcusd:triple_med_gx:zlema100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -6.49 | 0.00 | -0.00 | + |
| 2022 | -64.22 | 0.38 | -0.01 | + |
| 2023 | 155.54 | 18.35 | 0.12 | - |
| 2024 | 121.00 | 37.78 | 0.31 | - |
| 2025 | 16.76 | 15.44 | 0.92 | - |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| MTD | 0.34% | 15.74% |
| 3M | 0.34% | 13.19% |
| 6M | 15.44% | 11.24% |
| YTD | 15.44% | 16.76% |
| 1Y | 26.85% | 59.19% |
| 3Y (ann.) | 23.61% | 55.09% |
| 5Y (ann.) | 20.19% | 25.7% |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Max Drawdown | -7.14% | -69.0% |
| Longest DD Days | 174.0 | 781.0 |
| Avg. Drawdown | -2.05% | -9.74% |
| Avg. Drawdown Days | 41.0 | 64.0 |
| Recovery Factor | 12.47 | 1.75 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2023-01-12 | -7.14 | 62 |
| 2024-03-05 | 2024-05-15 | -6.30 | 71 |
| 2023-05-12 | 2023-08-23 | -5.11 | 103 |
| 2023-12-21 | 2024-02-08 | -3.76 | 49 |
| 2024-05-16 | 2024-11-06 | -2.88 | 174 |
| 2025-02-13 | 2025-05-06 | -2.55 | 82 |
| 2022-08-23 | 2022-11-10 | -1.81 | 79 |
| 2025-01-16 | 2025-02-12 | -1.77 | 27 |
| 2024-03-01 | 2024-03-03 | -0.34 | 2 |
| 2022-07-15 | 2022-07-16 | -0.18 | 1 |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Best Day | 8.84% | 14.52% |
| Worst Day | -6.3% | -15.42% |
| Best Week | 14.91% | 35.75% |
| Worst Week | -4.38% | -29.64% |
| Best Month | 20.59% | 43.77% |
| Worst Month | -3.37% | -37.12% |
| Best Year | 37.78% | 155.54% |
| Worst Year | 0.0% | -64.22% |
| Avg. Up Day | 2.1% | 2.58% |
| Avg. Down Day | -0.95% | -1.84% |
| Avg. Up Week | 3.87% | 7.91% |
| Avg. Down Week | -1.22% | -4.98% |
| Avg. Up Month | 6.62% | 19.58% |
| Avg. Down Month | -2.19% | -10.11% |
| Win Days % | 47.37% | 49.6% |
| Win Month % | 77.78% | 57.14% |
| Win Week % | 61.54% | 51.09% |
| Win Quarter % | 75.0% | 46.67% |
| Win Year % | 100.0% | 60.0% |