| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 14.9% | 38.12% |
| Max Drawdown | -15.83% | -26.0% |
| Sharpe | 0.65 | 0.96 |
| Sortino | 1.12 | 1.52 |
| Payoff Ratio | 1.57 | 1.23 |
| Profit Factor | 1.24 | 1.15 |
| Common Sense Ratio | 1.29 | 1.29 |
| CPC Index | 0.82 | 0.7 |
| Tail Ratio | 1.04 | 1.12 |
| Outlier Win Ratio | 24.81 | 4.06 |
| Outlier Loss Ratio | 3.8 | 3.02 |
| Volatility (ann.) | 30.77% | 50.41% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.06 | 1.67 |
| Skew | 2.25 | 0.59 |
| Kurtosis | 23.97 | 2.49 |
| Expected Daily % | 0.04% | 0.1% |
| Expected Monthly % | 1.27% | 2.98% |
| Expected Yearly % | 7.19% | 17.53% |
| Kelly Criterion | 4.74% | 8.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.59% | -4.21% |
| Expected Shortfall (cVaR) | -2.59% | -4.21% |
| Year | 3478237:BTCUSD | 3478237:btcusd:triple_gx:zlema140_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 28.56 | 0.59 | - |
| 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 | 14.9% | 38.12% |
| 3Y (ann.) | 16.77% | 43.4% |
| 5Y (ann.) | 16.77% | 43.4% |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Max Drawdown | -15.83% | -26.0% |
| Longest DD Days | 131.0 | 161.0 |
| Avg. Drawdown | -4.75% | -6.87% |
| Avg. Drawdown Days | 23.0 | 21.0 |
| Recovery Factor | 0.94 | 1.47 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-02 | 2024-11-10 | -15.83 | 131 |
| 2025-03-03 | 2025-03-26 | -14.55 | 23 |
| 2025-01-22 | 2025-03-02 | -8.28 | 39 |
| 2024-12-20 | 2025-01-21 | -3.96 | 32 |
| 2024-06-28 | 2024-06-30 | -2.11 | 2 |
| 2024-06-25 | 2024-06-27 | -1.22 | 2 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| 2024-12-05 | 2024-12-06 | -0.18 | 1 |
| 2024-12-09 | 2024-12-11 | -0.18 | 2 |
| 2024-12-14 | 2024-12-15 | -0.03 | 1 |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 15.73% | 18.93% |
| Worst Week | -7.15% | -12.33% |
| Best Month | 26.55% | 37.42% |
| Worst Month | -7.23% | -17.69% |
| Best Year | 28.56% | 48.38% |
| Worst Year | -10.62% | -6.91% |
| Avg. Up Day | 2.49% | 2.6% |
| Avg. Down Day | -1.58% | -2.12% |
| Avg. Up Week | 5.6% | 5.57% |
| Avg. Down Week | -3.12% | -5.03% |
| Avg. Up Month | 26.55% | 37.42% |
| Avg. Down Month | -2.54% | -13.21% |
| Win Days % | 41.76% | 49.54% |
| Win Month % | 33.33% | 63.64% |
| Win Week % | 43.48% | 52.08% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |