| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 34.91% | 60.97% |
| Max Drawdown | -2.55% | -28.17% |
| Sharpe | 2.26 | 1.21 |
| Sortino | 9.21 | 1.91 |
| Payoff Ratio | 2.86 | 2.03 |
| Profit Factor | 3.58 | 1.2 |
| Common Sense Ratio | 6.33 | 1.34 |
| CPC Index | 5.12 | 1.24 |
| Tail Ratio | 1.77 | 1.12 |
| Outlier Win Ratio | 45.33 | 2.91 |
| Outlier Loss Ratio | 7.08 | 2.03 |
| Volatility (ann.) | 13.79% | 49.82% |
| R^2 | 0.09 | 0.09 |
| Calmar | 13.91 | 2.2 |
| Skew | 7.77 | 0.52 |
| Kurtosis | 78.36 | 2.45 |
| Expected Daily % | 0.08% | 0.13% |
| Expected Monthly % | 2.53% | 4.05% |
| Expected Yearly % | 16.15% | 26.87% |
| Kelly Criterion | 32.51% | 27.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -4.12% |
| Expected Shortfall (cVaR) | -1.1% | -4.12% |
| Year | 12521170:BTCUSD | 12521170:btcusd:triple_med_gx:zlema100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 9.88 | 0.26 | - |
| 2025 | 16.76 | 22.78 | 1.36 | + |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| MTD | 6.72% | 15.74% |
| 3M | 6.72% | 13.19% |
| 6M | 22.78% | 11.24% |
| YTD | 22.78% | 16.76% |
| 1Y | 34.91% | 60.97% |
| 3Y (ann.) | 35.47% | 62.03% |
| 5Y (ann.) | 35.47% | 62.03% |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Max Drawdown | -2.55% | -28.17% |
| Longest DD Days | 141.0 | 145.0 |
| Avg. Drawdown | -1.16% | -7.31% |
| Avg. Drawdown Days | 32.0 | 25.0 |
| Recovery Factor | 13.69 | 2.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-13 | 2025-05-06 | -2.55 | 82 |
| 2024-11-01 | 2024-11-06 | -2.54 | 5 |
| 2025-01-16 | 2025-02-12 | -1.77 | 27 |
| 2024-06-10 | 2024-10-29 | -1.69 | 141 |
| 2025-01-01 | 2025-01-02 | -0.18 | 1 |
| 2024-06-07 | 2024-06-09 | -0.18 | 2 |
| 2025-01-09 | 2025-01-10 | -0.18 | 1 |
| 2025-01-12 | 2025-01-13 | -0.18 | 1 |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Best Day | 8.84% | 11.89% |
| Worst Day | -1.66% | -8.6% |
| Best Week | 8.73% | 18.93% |
| Worst Week | -1.17% | -12.33% |
| Best Month | 14.03% | 37.42% |
| Worst Month | -1.35% | -17.69% |
| Best Year | 22.78% | 37.85% |
| Worst Year | 9.88% | 16.76% |
| Avg. Up Day | 1.89% | 2.34% |
| Avg. Down Day | -0.66% | -1.15% |
| Avg. Up Week | 3.8% | 5.59% |
| Avg. Down Week | -1.17% | -4.88% |
| Avg. Up Month | 6.38% | 15.37% |
| Avg. Down Month | -1.35% | -7.46% |
| Win Days % | 50.0% | 51.11% |
| Win Month % | 85.71% | 58.33% |
| Win Week % | 71.43% | 56.6% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |