| Metric | 3478166:btcusd:triple_gx:zlema120_75_25 | 3478166:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 72.92% | 64.31% |
| Max Drawdown | -63.1% | -72.75% |
| Sharpe | 0.55 | 0.5 |
| Sortino | 0.82 | 0.73 |
| Payoff Ratio | 1.18 | 0.98 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.22 | 1.18 |
| CPC Index | 0.63 | 0.53 |
| Tail Ratio | 1.07 | 1.09 |
| Outlier Win Ratio | 12.7 | 4.21 |
| Outlier Loss Ratio | 3.93 | 3.81 |
| Volatility (ann.) | 39.13% | 52.38% |
| R^2 | 0.56 | 0.56 |
| Calmar | 0.23 | 0.18 |
| Skew | 0.31 | 0.0 |
| Kurtosis | 12.79 | 4.25 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 1.12% | 1.02% |
| Expected Yearly % | 11.58% | 10.44% |
| Kelly Criterion | 2.63% | -1.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.31% | -4.44% |
| Expected Shortfall (cVaR) | -3.31% | -4.44% |
| Year | 3478166:BTCUSD | 3478166:btcusd:triple_gx:zlema120_75_25 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | 4.32 | -0.22 | + |
| 2022 | -64.22 | -58.31 | 0.91 | + |
| 2023 | 155.54 | 151.02 | 0.97 | - |
| 2024 | 121.00 | 88.49 | 0.73 | - |
| 2025 | 0.89 | -15.98 | -17.97 | - |
| Metric | 3478166:btcusd:triple_gx:zlema120_75_25 | 3478166:BTCUSD |
|---|---|---|
| MTD | -5.63% | -14.03% |
| 3M | -19.43% | -19.8% |
| 6M | -16.95% | -9.0% |
| YTD | -15.98% | 0.89% |
| 1Y | -6.57% | 3.43% |
| 3Y (ann.) | 56.13% | 77.28% |
| 5Y (ann.) | 14.79% | 13.33% |
| Metric | 3478166:btcusd:triple_gx:zlema120_75_25 | 3478166:BTCUSD |
|---|---|---|
| Max Drawdown | -63.1% | -72.75% |
| Longest DD Days | 744.0 | 820.0 |
| Avg. Drawdown | -6.88% | -10.87% |
| Avg. Drawdown Days | 51.0 | 67.0 |
| Recovery Factor | 1.16 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2024-01-08 | -63.10 | 744 |
| 2025-03-03 | 2025-11-16 | -22.33 | 258 |
| 2024-03-12 | 2024-04-22 | -14.15 | 41 |
| 2024-01-09 | 2024-03-11 | -13.56 | 62 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2025-01-22 | 2025-03-02 | -8.93 | 39 |
| 2024-07-22 | 2024-08-08 | -8.24 | 17 |
| 2024-10-29 | 2024-11-06 | -6.93 | 8 |
| 2021-12-08 | 2021-12-14 | -6.80 | 6 |
| 2024-08-09 | 2024-10-12 | -6.74 | 64 |
| Metric | 3478166:btcusd:triple_gx:zlema120_75_25 | 3478166:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -15.17% | -15.42% |
| Best Week | 32.9% | 35.75% |
| Worst Week | -18.8% | -29.64% |
| Best Month | 39.04% | 43.77% |
| Worst Month | -22.88% | -37.12% |
| Best Year | 151.02% | 155.54% |
| Worst Year | -58.31% | -64.22% |
| Avg. Up Day | 2.2% | 2.22% |
| Avg. Down Day | -1.86% | -2.25% |
| Avg. Up Week | 4.89% | 6.65% |
| Avg. Down Week | -3.6% | -5.32% |
| Avg. Up Month | 11.26% | 13.69% |
| Avg. Down Month | -8.89% | -12.83% |
| Win Days % | 47.27% | 49.65% |
| Win Month % | 53.49% | 55.1% |
| Win Week % | 47.55% | 49.76% |
| Win Quarter % | 52.94% | 47.06% |
| Win Year % | 60.0% | 60.0% |