| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 6.06% | 60.97% |
| Max Drawdown | -3.52% | -28.17% |
| Sharpe | 0.9 | 1.21 |
| Sortino | 1.79 | 1.91 |
| Payoff Ratio | 1.87 | 1.69 |
| Profit Factor | 1.53 | 1.2 |
| Common Sense Ratio | 0.0 | 1.34 |
| CPC Index | 1.13 | 1.03 |
| Tail Ratio | 0.0 | 1.12 |
| Outlier Win Ratio | 95.13 | 2.52 |
| Outlier Loss Ratio | 7.01 | 2.04 |
| Volatility (ann.) | 6.9% | 49.82% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.75 | 2.2 |
| Skew | 4.48 | 0.52 |
| Kurtosis | 49.3 | 2.45 |
| Expected Daily % | 0.02% | 0.13% |
| Expected Monthly % | 0.49% | 4.05% |
| Expected Yearly % | 2.99% | 26.87% |
| Kelly Criterion | 7.06% | 22.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -4.12% |
| Expected Shortfall (cVaR) | -0.58% | -4.12% |
| Year | 12521170:BTCUSD | 12521170:btcusd:triple_med_gx:zlema100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -1.51 | -0.04 | - |
| 2025 | 16.76 | 7.68 | 0.46 | - |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| MTD | -2.06% | 15.74% |
| 3M | -2.06% | 13.19% |
| 6M | 7.68% | 11.24% |
| YTD | 7.68% | 16.76% |
| 1Y | 6.06% | 60.97% |
| 3Y (ann.) | 6.15% | 62.03% |
| 5Y (ann.) | 6.15% | 62.03% |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Max Drawdown | -3.52% | -28.17% |
| Longest DD Days | 141.0 | 145.0 |
| Avg. Drawdown | -1.87% | -7.31% |
| Avg. Drawdown Days | 64.0 | 25.0 |
| Recovery Factor | 1.72 | 2.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-13 | 2025-05-27 | -3.52 | 103 |
| 2024-11-01 | 2025-01-13 | -2.89 | 73 |
| 2024-06-10 | 2024-10-29 | -1.69 | 141 |
| 2025-02-10 | 2025-02-12 | -1.07 | 2 |
| 2024-06-07 | 2024-06-09 | -0.18 | 2 |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Best Day | 3.93% | 11.89% |
| Worst Day | -1.66% | -8.6% |
| Best Week | 7.15% | 18.93% |
| Worst Week | -2.54% | -12.33% |
| Best Month | 10.07% | 37.42% |
| Worst Month | -2.71% | -17.69% |
| Best Year | 7.68% | 37.85% |
| Worst Year | -1.51% | 16.76% |
| Avg. Up Day | 1.28% | 2.01% |
| Avg. Down Day | -0.68% | -1.2% |
| Avg. Up Week | 2.71% | 5.41% |
| Avg. Down Week | -1.17% | -4.88% |
| Avg. Up Month | 4.23% | 7.9% |
| Avg. Down Month | -0.73% | -12.57% |
| Win Days % | 39.47% | 51.11% |
| Win Month % | 42.86% | 58.33% |
| Win Week % | 50.0% | 56.6% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |