| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 98.0% |
| Cumulative Return | 669.27% | 1,895.84% |
| Max Drawdown | -26.13% | -72.73% |
| Sharpe | 4.53 | -4.13 |
| Sortino | 21.29 | -4.2 |
| Payoff Ratio | 8.45 | 5.53 |
| Profit Factor | 4.8 | 0.27 |
| Common Sense Ratio | 21.23 | 4.08 |
| CPC Index | 11.06 | 17.2 |
| Tail Ratio | 4.42 | 0.4 |
| Outlier Win Ratio | 112.6 | 1.77 |
| Outlier Loss Ratio | 3864.27 | 5.52 |
| Volatility (ann.) | 224.96% | 636.05% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.95 | 0.08 |
| Skew | 5.46 | -4.48 |
| Kurtosis | 39.0 | 26.32 |
| Expected Daily % | 2.29% | -4.84% |
| Expected Monthly % | 6.38% | -12.65% |
| Expected Yearly % | 40.5% | -52.48% |
| Kelly Criterion | 24.99% | 26.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -16.58% | -3729.24% |
| Expected Shortfall (cVaR) | -16.58% | -3374.86% |
| Year | 12521170:BTCUSD | 12521170:btcusd:triple_med_gx:zlema100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 174.02 | 210.41 | 1.21 | + |
| 2021 | 258.62 | -10.20 | -0.04 | - |
| 2022 | -64.53 | 7.58 | -0.12 | + |
| 2023 | 151.90 | 38.95 | 0.26 | - |
| 2024 | 77.93 | 58.28 | 0.75 | - |
| 2025 | 27.74 | 16.63 | 0.60 | - |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| MTD | 0.5% | -3.35% |
| 3M | 16.63% | 27.74% |
| 6M | 34.17% | 67.44% |
| YTD | 16.63% | 27.74% |
| 1Y | 65.46% | 102.3% |
| 3Y (ann.) | 38.91% | 37.84% |
| 5Y (ann.) | 51.07% | -59.45% |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Max Drawdown | -26.13% | -72.73% |
| Longest DD Days | 689.0 | 943.0 |
| Avg. Drawdown | -2.43% | -17.43% |
| Avg. Drawdown Days | 65.0 | 164.0 |
| Recovery Factor | 25.61 | -0.88 |
| Ulcer Index | 0.98 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-03-03 | 2023-01-21 | -26.13 | 689 |
| 2023-05-12 | 2023-08-29 | -5.36 | 109 |
| 2024-06-10 | 2024-10-16 | -3.66 | 128 |
| 2023-12-21 | 2024-02-10 | -3.62 | 51 |
| 2025-02-10 | 2025-02-19 | -0.38 | 9 |
| 2020-09-13 | 2020-10-28 | -0.18 | 45 |
| 2024-11-01 | 2024-11-06 | -0.18 | 5 |
| 2024-06-07 | 2024-06-09 | -0.18 | 2 |
| 2025-01-09 | 2025-01-10 | -0.18 | 1 |
| 2025-01-01 | 2025-01-06 | -0.18 | 5 |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Best Day | 92.73% | 3482.64% |
| Worst Day | -19.56% | -14053.85% |
| Best Week | 92.73% | 5161.02% |
| Worst Week | -19.56% | -14053.85% |
| Best Month | 92.38% | 2970.5% |
| Worst Month | -19.7% | -3239.78% |
| Best Year | 210.41% | -69.52% |
| Worst Year | -10.2% | -387.05% |
| Avg. Up Day | 16.01% | 1745.67% |
| Avg. Down Day | -0.84% | -716.35% |
| Avg. Up Week | 11.38% | 1148.6% |
| Avg. Down Week | -1.22% | -307.84% |
| Avg. Up Month | 9.67% | 111.51% |
| Avg. Down Month | -5.14% | -623.18% |
| Win Days % | 34.83% | 23.86% |
| Win Month % | 68.75% | 31.25% |
| Win Week % | 46.03% | 22.58% |
| Win Quarter % | 73.68% | 21.05% |
| Win Year % | 83.33% | 0.0% |