| Metric | 3478234:btcusd:triple_gx:zlema120_90_25 | 3478234:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 107.66% | 64.31% |
| Max Drawdown | -62.63% | -72.75% |
| Sharpe | 0.67 | 0.5 |
| Sortino | 1.0 | 0.73 |
| Payoff Ratio | 1.19 | 1.0 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.33 | 1.18 |
| CPC Index | 0.66 | 0.54 |
| Tail Ratio | 1.14 | 1.09 |
| Outlier Win Ratio | 12.01 | 4.21 |
| Outlier Loss Ratio | 4.03 | 3.81 |
| Volatility (ann.) | 39.41% | 52.38% |
| R^2 | 0.57 | 0.57 |
| Calmar | 0.32 | 0.18 |
| Skew | 0.29 | 0.0 |
| Kurtosis | 12.38 | 4.25 |
| Expected Daily % | 0.05% | 0.03% |
| Expected Monthly % | 1.5% | 1.02% |
| Expected Yearly % | 15.74% | 10.44% |
| Kelly Criterion | 3.74% | -0.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.32% | -4.44% |
| Expected Shortfall (cVaR) | -3.32% | -4.44% |
| Year | 3478234:BTCUSD | 3478234:btcusd:triple_gx:zlema120_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | 4.32 | -0.22 | + |
| 2022 | -64.22 | -56.79 | 0.88 | + |
| 2023 | 155.54 | 169.29 | 1.09 | + |
| 2024 | 121.00 | 105.71 | 0.87 | - |
| 2025 | 0.89 | -16.84 | -18.95 | - |
| Metric | 3478234:btcusd:triple_gx:zlema120_90_25 | 3478234:BTCUSD |
|---|---|---|
| MTD | -1.79% | -14.03% |
| 3M | -17.53% | -19.8% |
| 6M | -18.62% | -9.0% |
| YTD | -16.84% | 0.89% |
| 1Y | -1.25% | 3.43% |
| 3Y (ann.) | 65.25% | 77.28% |
| 5Y (ann.) | 20.21% | 13.33% |
| Metric | 3478234:btcusd:triple_gx:zlema120_90_25 | 3478234:BTCUSD |
|---|---|---|
| Max Drawdown | -62.63% | -72.75% |
| Longest DD Days | 675.0 | 820.0 |
| Avg. Drawdown | -5.84% | -10.87% |
| Avg. Drawdown Days | 42.0 | 67.0 |
| Recovery Factor | 1.72 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-10-31 | -62.63 | 675 |
| 2025-03-03 | 2025-11-16 | -23.89 | 258 |
| 2024-07-22 | 2024-10-16 | -14.19 | 86 |
| 2024-03-12 | 2024-04-14 | -14.15 | 33 |
| 2024-01-09 | 2024-03-11 | -13.56 | 62 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2025-01-22 | 2025-03-02 | -8.60 | 39 |
| 2024-10-29 | 2024-11-06 | -6.93 | 8 |
| 2021-12-08 | 2021-12-14 | -6.80 | 6 |
| 2023-12-15 | 2024-01-04 | -5.11 | 20 |
| Metric | 3478234:btcusd:triple_gx:zlema120_90_25 | 3478234: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 | 169.29% | 155.54% |
| Worst Year | -56.79% | -64.22% |
| Avg. Up Day | 2.17% | 2.18% |
| Avg. Down Day | -1.81% | -2.17% |
| Avg. Up Week | 4.72% | 6.22% |
| Avg. Down Week | -3.86% | -5.63% |
| Avg. Up Month | 10.37% | 12.8% |
| Avg. Down Month | -8.85% | -13.16% |
| Win Days % | 47.61% | 49.65% |
| Win Month % | 58.14% | 55.1% |
| Win Week % | 53.52% | 49.76% |
| Win Quarter % | 52.94% | 47.06% |
| Win Year % | 60.0% | 60.0% |