| Metric | 3478234:btcusd:triple_gx:zlema120_90_25 | 3478234:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 364.45% | 184.97% |
| Max Drawdown | -17.19% | -43.6% |
| Sharpe | 5.51 | 3.2 |
| Sortino | 25.78 | 7.0 |
| Payoff Ratio | 6.91 | 1.47 |
| Profit Factor | 5.24 | 1.79 |
| Common Sense Ratio | 21.88 | 3.83 |
| CPC Index | 12.52 | 1.5 |
| Tail Ratio | 4.17 | 2.14 |
| Outlier Win Ratio | 4.93 | 5.17 |
| Outlier Loss Ratio | 15.3 | 2.23 |
| Volatility (ann.) | 140.35% | 204.23% |
| R^2 | 0.49 | 0.49 |
| Calmar | 4.15 | 1.02 |
| Skew | 3.24 | 1.91 |
| Kurtosis | 11.62 | 6.66 |
| Expected Daily % | 1.89% | 1.29% |
| Expected Monthly % | 5.25% | 3.55% |
| Expected Yearly % | 46.8% | 29.93% |
| Kelly Criterion | 25.1% | 27.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.96% | -15.8% |
| Expected Shortfall (cVaR) | -9.96% | -15.8% |
| Year | 3478234:BTCUSD | 3478234:btcusd:triple_gx:zlema120_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.75 | -15.95 | 0.37 | + |
| 2023 | 163.65 | 175.18 | 1.07 | + |
| 2024 | 117.56 | 109.45 | 0.93 | - |
| 2025 | -13.21 | -4.13 | 0.31 | + |
| Metric | 3478234:btcusd:triple_gx:zlema120_90_25 | 3478234:BTCUSD |
|---|---|---|
| MTD | -1.96% | -1.84% |
| 3M | 2.74% | -15.17% |
| 6M | 54.36% | 38.77% |
| YTD | -4.13% | -13.21% |
| 1Y | 107.31% | 32.06% |
| 3Y (ann.) | 71.42% | 44.42% |
| 5Y (ann.) | 71.42% | 44.42% |
| Metric | 3478234:btcusd:triple_gx:zlema120_90_25 | 3478234:BTCUSD |
|---|---|---|
| Max Drawdown | -17.19% | -43.6% |
| Longest DD Days | 248.0 | 302.0 |
| Avg. Drawdown | -1.67% | -13.61% |
| Avg. Drawdown Days | 33.0 | 85.0 |
| Recovery Factor | 21.2 | 4.24 |
| Ulcer Index | 1.24 | 2.25 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-15 | 2023-02-18 | -17.19 | 248 |
| 2025-02-03 | 2025-03-16 | -6.18 | 41 |
| 2023-08-10 | 2023-11-04 | -3.65 | 86 |
| 2024-01-03 | 2024-03-28 | -3.14 | 85 |
| 2024-08-03 | 2024-10-13 | -2.29 | 71 |
| 2024-12-20 | 2025-01-31 | -1.70 | 42 |
| 2023-11-22 | 2023-12-23 | -0.77 | 31 |
| 2023-04-06 | 2023-04-13 | -0.12 | 7 |
| 2024-10-25 | 2024-10-26 | -0.12 | 1 |
| 2023-06-20 | 2023-06-29 | -0.12 | 9 |
| Metric | 3478234:btcusd:triple_gx:zlema120_90_25 | 3478234:BTCUSD |
|---|---|---|
| Best Day | 35.61% | 50.05% |
| Worst Day | -10.7% | -23.28% |
| Best Week | 35.61% | 50.05% |
| Worst Week | -10.7% | -23.28% |
| Best Month | 35.44% | 50.05% |
| Worst Month | -10.81% | -26.97% |
| Best Year | 175.18% | 163.65% |
| Worst Year | -15.95% | -42.75% |
| Avg. Up Day | 7.67% | 7.8% |
| Avg. Down Day | -1.11% | -5.3% |
| Avg. Up Week | 8.39% | 8.89% |
| Avg. Down Week | -1.56% | -6.25% |
| Avg. Up Month | 13.14% | 14.12% |
| Avg. Down Month | -3.06% | -9.79% |
| Win Days % | 34.57% | 56.79% |
| Win Month % | 56.67% | 53.33% |
| Win Week % | 43.33% | 58.33% |
| Win Quarter % | 66.67% | 41.67% |
| Win Year % | 50.0% | 50.0% |