| Metric | 3477482:btcusd:triple_gx:zlema140_95_15 | 3477482:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 25.73% | 49.7% |
| Max Drawdown | -23.12% | -28.17% |
| Sharpe | 0.61 | 0.8 |
| Sortino | 0.97 | 1.23 |
| Payoff Ratio | 1.19 | 1.01 |
| Profit Factor | 1.16 | 1.12 |
| Common Sense Ratio | 1.11 | 1.24 |
| CPC Index | 0.64 | 0.57 |
| Tail Ratio | 0.96 | 1.1 |
| Outlier Win Ratio | 12.75 | 3.82 |
| Outlier Loss Ratio | 3.71 | 3.31 |
| Volatility (ann.) | 32.83% | 45.66% |
| R^2 | 0.52 | 0.52 |
| Calmar | 0.69 | 1.06 |
| Skew | 1.2 | 0.52 |
| Kurtosis | 12.9 | 2.82 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.21% | 2.15% |
| Expected Yearly % | 12.13% | 22.35% |
| Kelly Criterion | 1.94% | 1.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.77% | -3.83% |
| Expected Shortfall (cVaR) | -2.77% | -3.83% |
| Year | 3477482:BTCUSD | 3477482:btcusd:triple_gx:zlema140_95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 51.94 | 1.07 | + |
| 2025 | 0.89 | -17.25 | -19.40 | - |
| Metric | 3477482:btcusd:triple_gx:zlema140_95_15 | 3477482:BTCUSD |
|---|---|---|
| MTD | 3.53% | -14.03% |
| 3M | -14.57% | -19.8% |
| 6M | -14.31% | -9.0% |
| YTD | -17.25% | 0.89% |
| 1Y | -13.37% | 3.43% |
| 3Y (ann.) | 16.04% | 29.96% |
| 5Y (ann.) | 16.04% | 29.96% |
| Metric | 3477482:btcusd:triple_gx:zlema140_95_15 | 3477482:BTCUSD |
|---|---|---|
| Max Drawdown | -23.12% | -28.17% |
| Longest DD Days | 298.0 | 161.0 |
| Avg. Drawdown | -5.32% | -7.33% |
| Avg. Drawdown Days | 34.0 | 25.0 |
| Recovery Factor | 1.11 | 1.76 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-11-16 | -23.12 | 298 |
| 2024-07-22 | 2024-11-06 | -18.30 | 107 |
| 2024-07-02 | 2024-07-15 | -10.13 | 13 |
| 2024-12-12 | 2025-01-14 | -4.54 | 33 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2025-01-19 | 2025-01-21 | -3.09 | 2 |
| 2024-06-26 | 2024-06-30 | -2.39 | 4 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| Metric | 3477482:btcusd:triple_gx:zlema140_95_15 | 3477482:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.65% | -12.33% |
| Best Month | 33.09% | 37.42% |
| Worst Month | -12.18% | -17.69% |
| Best Year | 51.94% | 48.38% |
| Worst Year | -17.25% | 0.89% |
| Avg. Up Day | 1.93% | 1.97% |
| Avg. Down Day | -1.62% | -1.95% |
| Avg. Up Week | 3.77% | 6.08% |
| Avg. Down Week | -3.07% | -4.52% |
| Avg. Up Month | 7.85% | 11.69% |
| Avg. Down Month | -8.26% | -7.79% |
| Win Days % | 46.64% | 50.71% |
| Win Month % | 57.89% | 57.89% |
| Win Week % | 52.54% | 52.44% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 100.0% |