| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -10.76% | 38.12% |
| Max Drawdown | -12.46% | -26.0% |
| Sharpe | -1.02 | 0.96 |
| Sortino | -1.28 | 1.52 |
| Payoff Ratio | 1.15 | 0.75 |
| Profit Factor | 0.6 | 1.15 |
| Common Sense Ratio | 0.0 | 1.29 |
| CPC Index | 0.22 | 0.43 |
| Tail Ratio | 0.0 | 1.12 |
| Outlier Win Ratio | 91.98 | 2.43 |
| Outlier Loss Ratio | 4.29 | 2.19 |
| Volatility (ann.) | 11.69% | 50.41% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.96 | 1.67 |
| Skew | -3.22 | 0.59 |
| Kurtosis | 69.27 | 2.49 |
| Expected Daily % | -0.03% | 0.1% |
| Expected Monthly % | -1.03% | 2.98% |
| Expected Yearly % | -5.53% | 17.53% |
| Kelly Criterion | -27.34% | -17.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -4.21% |
| Expected Shortfall (cVaR) | -1.04% | -4.21% |
| Year | 3478237:BTCUSD | 3478237:btcusd:triple_gx:zlema140_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | -7.19 | -0.15 | - |
| 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 | -10.76% | 38.12% |
| 3Y (ann.) | -11.94% | 43.4% |
| 5Y (ann.) | -11.94% | 43.4% |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Max Drawdown | -12.46% | -26.0% |
| Longest DD Days | 271.0 | 161.0 |
| Avg. Drawdown | -6.84% | -6.87% |
| Avg. Drawdown Days | 136.0 | 21.0 |
| Recovery Factor | -0.86 | 1.47 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-28 | 2025-03-26 | -12.46 | 271 |
| 2024-06-25 | 2024-06-27 | -1.22 | 2 |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Best Day | 4.7% | 11.89% |
| Worst Day | -7.06% | -8.6% |
| Best Week | 4.26% | 18.93% |
| Worst Week | -5.81% | -12.33% |
| Best Month | 3.87% | 37.42% |
| Worst Month | -5.81% | -17.69% |
| Best Year | -3.85% | 48.38% |
| Worst Year | -7.19% | -6.91% |
| Avg. Up Day | 1.24% | 1.57% |
| Avg. Down Day | -1.08% | -2.1% |
| Avg. Up Week | 2.32% | 2.31% |
| Avg. Down Week | -1.98% | -4.98% |
| Avg. Up Month | 1.86% | 3.09% |
| Avg. Down Month | -3.88% | -11.18% |
| Win Days % | 31.82% | 49.54% |
| Win Month % | 25.0% | 63.64% |
| Win Week % | 25.0% | 52.08% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |