| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 3.84% | 120.37% |
| Max Drawdown | -22.49% | -66.79% |
| Sharpe | 0.16 | 0.76 |
| Sortino | 0.23 | 1.11 |
| Payoff Ratio | 1.44 | 0.68 |
| Profit Factor | 1.09 | 1.12 |
| Common Sense Ratio | 0.06 | 1.28 |
| CPC Index | 0.59 | 0.37 |
| Tail Ratio | 0.06 | 1.14 |
| Outlier Win Ratio | 68.14 | 2.68 |
| Outlier Loss Ratio | 5.37 | 2.42 |
| Volatility (ann.) | 14.42% | 53.24% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.06 | 0.44 |
| Skew | 0.34 | -0.09 |
| Kurtosis | 101.47 | 4.06 |
| Expected Daily % | 0.0% | 0.07% |
| Expected Monthly % | 0.1% | 2.16% |
| Expected Yearly % | 0.95% | 21.84% |
| Kelly Criterion | -5.45% | -25.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -4.47% |
| Expected Shortfall (cVaR) | -1.23% | -4.47% |
| Year | 3478237:BTCUSD | 3478237:btcusd:triple_gx:zlema140_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.08 | -16.81 | 0.29 | + |
| 2023 | 155.54 | 31.61 | 0.20 | - |
| 2024 | 121.00 | -1.36 | -0.01 | - |
| 2025 | -6.91 | -3.85 | 0.56 | + |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| MTD | 1.86% | 3.09% |
| 3M | -4.17% | -8.3% |
| 6M | -3.12% | 37.2% |
| YTD | -3.85% | -6.91% |
| 1Y | -5.54% | 24.34% |
| 3Y (ann.) | 1.26% | 25.12% |
| 5Y (ann.) | 1.24% | 29.61% |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Max Drawdown | -22.49% | -66.79% |
| Longest DD Days | 333.0 | 682.0 |
| Avg. Drawdown | -3.12% | -8.42% |
| Avg. Drawdown Days | 59.0 | 51.0 |
| Recovery Factor | 0.17 | 1.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-11 | 2023-04-09 | -22.49 | 333 |
| 2024-06-28 | 2025-03-26 | -12.46 | 271 |
| 2023-06-06 | 2023-06-23 | -3.05 | 17 |
| 2024-01-05 | 2024-03-01 | -1.92 | 56 |
| 2023-07-02 | 2023-11-17 | -1.59 | 138 |
| 2023-11-22 | 2023-12-13 | -1.29 | 21 |
| 2024-06-25 | 2024-06-27 | -1.22 | 2 |
| 2024-03-02 | 2024-04-14 | -1.00 | 43 |
| 2023-12-18 | 2023-12-20 | -0.86 | 2 |
| 2023-06-30 | 2023-07-01 | -0.18 | 1 |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 11.89% |
| Worst Day | -9.87% | -15.42% |
| Best Week | 14.74% | 35.75% |
| Worst Week | -8.57% | -29.64% |
| Best Month | 14.74% | 43.77% |
| Worst Month | -8.57% | -37.12% |
| Best Year | 31.61% | 155.54% |
| Worst Year | -16.81% | -58.08% |
| Avg. Up Day | 1.46% | 2.06% |
| Avg. Down Day | -1.01% | -3.04% |
| Avg. Up Week | 2.35% | 8.8% |
| Avg. Down Week | -2.04% | -7.8% |
| Avg. Up Month | 3.13% | 13.76% |
| Avg. Down Month | -3.48% | -14.54% |
| Win Days % | 37.75% | 49.14% |
| Win Month % | 50.0% | 59.46% |
| Win Week % | 47.17% | 50.31% |
| Win Quarter % | 58.33% | 53.85% |
| Win Year % | 25.0% | 50.0% |