| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 485.69% | 1,311.39% |
| Max Drawdown | -28.21% | -76.67% |
| Sharpe | 1.46 | 1.3 |
| Sortino | 2.55 | 1.98 |
| Payoff Ratio | 1.35 | 1.18 |
| Profit Factor | 1.58 | 1.22 |
| Common Sense Ratio | 2.33 | 1.35 |
| CPC Index | 1.11 | 0.74 |
| Tail Ratio | 1.47 | 1.11 |
| Outlier Win Ratio | 21.84 | 3.53 |
| Outlier Loss Ratio | 4.06 | 3.32 |
| Volatility (ann.) | 32.22% | 64.76% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.84 | 1.14 |
| Skew | 1.83 | 0.2 |
| Kurtosis | 24.82 | 3.46 |
| Expected Daily % | 0.12% | 0.17% |
| Expected Monthly % | 3.53% | 5.33% |
| Expected Yearly % | 42.41% | 69.8% |
| Kelly Criterion | 16.74% | 10.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.65% | -5.35% |
| Expected Shortfall (cVaR) | -2.65% | -5.35% |
| Year | 12521170:BTCUSD | 12521170:btcusd:triple_med_gx:zlema100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 498.76 | 210.41 | 0.42 | - |
| 2021 | 59.34 | -12.81 | -0.22 | - |
| 2022 | -64.22 | 10.81 | -0.17 | + |
| 2023 | 155.54 | 38.95 | 0.25 | - |
| 2024 | 61.77 | 40.55 | 0.66 | - |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| MTD | 10.45% | 12.75% |
| 3M | 25.97% | 19.72% |
| 6M | 39.81% | 80.6% |
| YTD | 40.55% | 61.77% |
| 1Y | 50.66% | 146.7% |
| 3Y (ann.) | 28.16% | 25.42% |
| 5Y (ann.) | 52.04% | 87.28% |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Max Drawdown | -28.21% | -76.67% |
| Longest DD Days | 806.0 | 846.0 |
| Avg. Drawdown | -4.37% | -8.96% |
| Avg. Drawdown Days | 34.0 | 34.0 |
| Recovery Factor | 17.22 | 17.1 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2020-10-28 | 2023-01-12 | -28.21 | 806 |
| 2020-05-08 | 2020-06-01 | -14.46 | 24 |
| 2020-03-25 | 2020-04-02 | -13.18 | 8 |
| 2020-06-02 | 2020-07-27 | -11.65 | 55 |
| 2020-03-14 | 2020-03-19 | -10.41 | 5 |
| 2020-04-09 | 2020-04-23 | -10.12 | 14 |
| 2020-09-20 | 2020-10-10 | -7.78 | 20 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2020-08-18 | 2020-09-16 | -6.29 | 29 |
| 2020-03-21 | 2020-03-23 | -6.27 | 2 |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Best Day | 16.14% | 19.48% |
| Worst Day | -15.17% | -15.42% |
| Best Week | 18.8% | 38.59% |
| Worst Week | -14.04% | -29.64% |
| Best Month | 34.35% | 47.19% |
| Worst Month | -19.7% | -37.12% |
| Best Year | 210.41% | 498.76% |
| Worst Year | -12.81% | -64.22% |
| Avg. Up Day | 2.56% | 2.58% |
| Avg. Down Day | -1.9% | -2.19% |
| Avg. Up Week | 5.89% | 7.06% |
| Avg. Down Week | -2.94% | -5.13% |
| Avg. Up Month | 17.88% | 22.73% |
| Avg. Down Month | -5.19% | -13.91% |
| Win Days % | 52.24% | 51.47% |
| Win Month % | 66.67% | 60.78% |
| Win Week % | 58.62% | 54.02% |
| Win Quarter % | 66.67% | 61.11% |
| Win Year % | 80.0% | 80.0% |