| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 115.78% | 120.66% |
| Max Drawdown | -7.14% | -69.0% |
| Sharpe | 1.76 | 0.7 |
| Sortino | 4.37 | 1.02 |
| Payoff Ratio | 2.34 | 1.5 |
| Profit Factor | 2.73 | 1.11 |
| Common Sense Ratio | 0.0 | 1.25 |
| CPC Index | 3.09 | 0.83 |
| Tail Ratio | 0.0 | 1.12 |
| Outlier Win Ratio | 56.92 | 2.93 |
| Outlier Loss Ratio | 6.07 | 2.4 |
| Volatility (ann.) | 13.21% | 54.21% |
| R^2 | 0.07 | 0.07 |
| Calmar | 3.49 | 0.37 |
| Skew | 5.74 | 0.02 |
| Kurtosis | 67.79 | 4.08 |
| Expected Daily % | 0.06% | 0.06% |
| Expected Monthly % | 1.85% | 1.9% |
| Expected Yearly % | 16.63% | 17.15% |
| Kelly Criterion | 26.35% | 15.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -4.56% |
| Expected Shortfall (cVaR) | -1.07% | -4.56% |
| Year | 12521170:BTCUSD | 12521170:btcusd:triple_med_gx:zlema100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -6.49 | 0.00 | -0.00 | + |
| 2022 | -64.22 | 2.12 | -0.03 | + |
| 2023 | 155.54 | 18.00 | 0.12 | - |
| 2024 | 121.00 | 46.20 | 0.38 | - |
| 2025 | 16.76 | 22.48 | 1.34 | + |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| MTD | 6.46% | 15.74% |
| 3M | 6.46% | 13.19% |
| 6M | 22.48% | 11.24% |
| YTD | 22.48% | 16.76% |
| 1Y | 34.58% | 59.19% |
| 3Y (ann.) | 29.19% | 55.09% |
| 5Y (ann.) | 24.89% | 25.7% |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Max Drawdown | -7.14% | -69.0% |
| Longest DD Days | 168.0 | 781.0 |
| Avg. Drawdown | -1.7% | -9.74% |
| Avg. Drawdown Days | 31.0 | 64.0 |
| Recovery Factor | 16.23 | 1.75 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2023-01-12 | -7.14 | 62 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-05-12 | 2023-08-23 | -5.11 | 103 |
| 2023-08-24 | 2024-02-08 | -3.87 | 168 |
| 2025-02-13 | 2025-05-06 | -2.55 | 82 |
| 2024-11-01 | 2024-11-06 | -2.54 | 5 |
| 2024-05-14 | 2024-05-15 | -2.21 | 1 |
| 2022-08-23 | 2022-11-10 | -1.81 | 79 |
| 2025-01-16 | 2025-02-12 | -1.77 | 27 |
| 2024-06-10 | 2024-10-29 | -1.69 | 141 |
| 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 | 21.97% | 43.77% |
| Worst Month | -3.37% | -37.12% |
| Best Year | 46.2% | 155.54% |
| Worst Year | 0.0% | -64.22% |
| Avg. Up Day | 2.15% | 2.58% |
| Avg. Down Day | -0.92% | -1.73% |
| Avg. Up Week | 4.83% | 8.38% |
| Avg. Down Week | -1.01% | -4.98% |
| Avg. Up Month | 7.88% | 19.58% |
| Avg. Down Month | -1.31% | -10.4% |
| Win Days % | 48.39% | 49.6% |
| Win Month % | 72.22% | 57.14% |
| Win Week % | 58.97% | 51.09% |
| Win Quarter % | 66.67% | 46.67% |
| Win Year % | 100.0% | 60.0% |