| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 0.91% | 38.12% |
| Max Drawdown | -12.71% | -26.0% |
| Sharpe | 0.14 | 0.96 |
| Sortino | 0.24 | 1.52 |
| Payoff Ratio | 1.76 | 1.08 |
| Profit Factor | 1.07 | 1.15 |
| Common Sense Ratio | 0.14 | 1.29 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 0.13 | 1.12 |
| Outlier Win Ratio | 55.67 | 2.93 |
| Outlier Loss Ratio | 4.31 | 2.21 |
| Volatility (ann.) | 16.14% | 50.41% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.08 | 1.67 |
| Skew | 3.22 | 0.59 |
| Kurtosis | 66.06 | 2.49 |
| Expected Daily % | 0.0% | 0.1% |
| Expected Monthly % | 0.08% | 2.98% |
| Expected Yearly % | 0.45% | 17.53% |
| Kelly Criterion | -1.44% | 2.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -4.21% |
| Expected Shortfall (cVaR) | -1.38% | -4.21% |
| Year | 3478237:BTCUSD | 3478237:btcusd:triple_gx:zlema140_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | -7.83 | -0.16 | - |
| 2025 | -6.91 | 9.47 | -1.37 | + |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| MTD | 11.62% | 3.09% |
| 3M | 9.11% | -8.3% |
| 6M | 10.34% | 37.2% |
| YTD | 9.47% | -6.91% |
| 1Y | 0.91% | 38.12% |
| 3Y (ann.) | 1.01% | 43.4% |
| 5Y (ann.) | 1.01% | 43.4% |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Max Drawdown | -12.71% | -26.0% |
| Longest DD Days | 247.0 | 161.0 |
| Avg. Drawdown | -6.97% | -6.87% |
| Avg. Drawdown Days | 124.0 | 21.0 |
| Recovery Factor | 0.07 | 1.47 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-28 | 2025-03-02 | -12.71 | 247 |
| 2024-06-25 | 2024-06-27 | -1.22 | 2 |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Best Day | 9.39% | 11.89% |
| Worst Day | -7.06% | -8.6% |
| Best Week | 11.62% | 18.93% |
| Worst Week | -7.32% | -12.33% |
| Best Month | 11.62% | 37.42% |
| Worst Month | -7.32% | -17.69% |
| Best Year | 9.47% | 48.38% |
| Worst Year | -7.83% | -6.91% |
| Avg. Up Day | 1.87% | 2.13% |
| Avg. Down Day | -1.06% | -1.97% |
| Avg. Up Week | 5.04% | 1.91% |
| Avg. Down Week | -2.18% | -4.98% |
| Avg. Up Month | 6.71% | 6.39% |
| Avg. Down Month | -4.1% | -11.18% |
| Win Days % | 35.29% | 49.54% |
| Win Month % | 37.5% | 63.64% |
| Win Week % | 35.29% | 52.08% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |