| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 91.1% | 120.37% |
| Max Drawdown | -22.95% | -66.79% |
| Sharpe | 0.9 | 0.76 |
| Sortino | 1.49 | 1.11 |
| Payoff Ratio | 1.44 | 0.96 |
| Profit Factor | 1.35 | 1.12 |
| Common Sense Ratio | 2.16 | 1.28 |
| CPC Index | 0.87 | 0.53 |
| Tail Ratio | 1.61 | 1.14 |
| Outlier Win Ratio | 25.03 | 3.88 |
| Outlier Loss Ratio | 4.56 | 3.34 |
| Volatility (ann.) | 28.22% | 53.24% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.03 | 0.44 |
| Skew | 1.73 | -0.09 |
| Kurtosis | 23.71 | 4.06 |
| Expected Daily % | 0.06% | 0.07% |
| Expected Monthly % | 1.77% | 2.16% |
| Expected Yearly % | 17.58% | 21.84% |
| Kelly Criterion | 6.45% | -3.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.36% | -4.47% |
| Expected Shortfall (cVaR) | -2.36% | -4.47% |
| Year | 3478237:BTCUSD | 3478237:btcusd:triple_gx:zlema140_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.08 | -18.31 | 0.32 | + |
| 2023 | 155.54 | 83.82 | 0.54 | - |
| 2024 | 121.00 | 42.40 | 0.35 | - |
| 2025 | -6.91 | -10.62 | 1.54 | - |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| MTD | -4.44% | 3.09% |
| 3M | -10.92% | -8.3% |
| 6M | 23.36% | 37.2% |
| YTD | -10.62% | -6.91% |
| 1Y | 20.36% | 24.34% |
| 3Y (ann.) | 24.07% | 25.12% |
| 5Y (ann.) | 23.69% | 29.61% |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Max Drawdown | -22.95% | -66.79% |
| Longest DD Days | 302.0 | 682.0 |
| Avg. Drawdown | -4.88% | -8.42% |
| Avg. Drawdown Days | 39.0 | 51.0 |
| Recovery Factor | 3.97 | 1.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -22.95 | 302 |
| 2024-04-23 | 2024-11-10 | -17.55 | 201 |
| 2025-03-03 | 2025-03-26 | -14.55 | 23 |
| 2024-01-09 | 2024-04-16 | -12.59 | 98 |
| 2025-01-22 | 2025-03-02 | -8.28 | 39 |
| 2023-06-06 | 2023-06-23 | -7.56 | 17 |
| 2022-05-11 | 2022-05-15 | -6.65 | 4 |
| 2023-12-15 | 2024-01-08 | -4.90 | 24 |
| 2023-06-24 | 2023-10-20 | -4.15 | 118 |
| 2024-12-20 | 2025-01-21 | -3.96 | 32 |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -9.71% | -15.42% |
| Best Week | 27.44% | 35.75% |
| Worst Week | -8.06% | -29.64% |
| Best Month | 26.55% | 43.77% |
| Worst Month | -7.23% | -37.12% |
| Best Year | 83.82% | 155.54% |
| Worst Year | -18.31% | -58.08% |
| Avg. Up Day | 2.17% | 2.41% |
| Avg. Down Day | -1.51% | -2.5% |
| Avg. Up Week | 5.22% | 8.44% |
| Avg. Down Week | -2.25% | -6.12% |
| Avg. Up Month | 10.78% | 18.49% |
| Avg. Down Month | -3.37% | -15.46% |
| Win Days % | 44.81% | 49.14% |
| Win Month % | 48.28% | 59.46% |
| Win Week % | 47.3% | 50.31% |
| Win Quarter % | 50.0% | 53.85% |
| Win Year % | 50.0% | 50.0% |