| Metric | 3478191:btcusd:triple_gx:zlema120_80_25 | 3478191:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 63.24% | 64.31% |
| Max Drawdown | -66.0% | -72.75% |
| Sharpe | 0.51 | 0.5 |
| Sortino | 0.76 | 0.73 |
| Payoff Ratio | 1.16 | 0.99 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.21 | 1.18 |
| CPC Index | 0.61 | 0.53 |
| Tail Ratio | 1.07 | 1.09 |
| Outlier Win Ratio | 12.63 | 4.21 |
| Outlier Loss Ratio | 3.94 | 3.81 |
| Volatility (ann.) | 39.19% | 52.38% |
| R^2 | 0.56 | 0.56 |
| Calmar | 0.2 | 0.18 |
| Skew | 0.3 | 0.0 |
| Kurtosis | 12.7 | 4.25 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 1.01% | 1.02% |
| Expected Yearly % | 10.3% | 10.44% |
| Kelly Criterion | 1.38% | -1.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.32% | -4.44% |
| Expected Shortfall (cVaR) | -3.32% | -4.44% |
| Year | 3478191:BTCUSD | 3478191:btcusd:triple_gx:zlema120_80_25 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | 4.32 | -0.22 | + |
| 2022 | -64.22 | -60.69 | 0.95 | + |
| 2023 | 155.54 | 154.04 | 0.99 | - |
| 2024 | 121.00 | 90.20 | 0.75 | - |
| 2025 | 0.89 | -17.62 | -19.82 | - |
| Metric | 3478191:btcusd:triple_gx:zlema120_80_25 | 3478191:BTCUSD |
|---|---|---|
| MTD | -5.79% | -14.03% |
| 3M | -19.38% | -19.8% |
| 6M | -18.57% | -9.0% |
| YTD | -17.62% | 0.89% |
| 1Y | -7.56% | 3.43% |
| 3Y (ann.) | 57.4% | 77.28% |
| 5Y (ann.) | 13.14% | 13.33% |
| Metric | 3478191:btcusd:triple_gx:zlema120_80_25 | 3478191:BTCUSD |
|---|---|---|
| Max Drawdown | -66.0% | -72.75% |
| Longest DD Days | 807.0 | 820.0 |
| Avg. Drawdown | -6.76% | -10.87% |
| Avg. Drawdown Days | 48.0 | 67.0 |
| Recovery Factor | 0.96 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2024-03-11 | -66.00 | 807 |
| 2025-07-23 | 2025-11-16 | -24.03 | 116 |
| 2025-03-03 | 2025-07-14 | -16.66 | 133 |
| 2024-03-12 | 2024-04-22 | -14.15 | 41 |
| 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 | 3478191:btcusd:triple_gx:zlema120_80_25 | 3478191: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 | 154.04% | 155.54% |
| Worst Year | -60.69% | -64.22% |
| Avg. Up Day | 2.19% | 2.21% |
| Avg. Down Day | -1.89% | -2.23% |
| Avg. Up Week | 4.82% | 6.6% |
| Avg. Down Week | -3.73% | -5.58% |
| Avg. Up Month | 11.34% | 13.69% |
| Avg. Down Month | -9.68% | -13.5% |
| Win Days % | 47.08% | 49.65% |
| Win Month % | 55.81% | 55.1% |
| Win Week % | 48.94% | 49.76% |
| Win Quarter % | 52.94% | 47.06% |
| Win Year % | 60.0% | 60.0% |