| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 6.07% | 38.12% |
| Max Drawdown | -9.04% | -26.0% |
| Sharpe | 0.4 | 0.96 |
| Sortino | 0.67 | 1.52 |
| Payoff Ratio | 1.91 | 1.29 |
| Profit Factor | 1.2 | 1.15 |
| Common Sense Ratio | 0.63 | 1.29 |
| CPC Index | 0.83 | 0.73 |
| Tail Ratio | 0.53 | 1.12 |
| Outlier Win Ratio | 37.28 | 3.08 |
| Outlier Loss Ratio | 3.74 | 2.35 |
| Volatility (ann.) | 22.91% | 50.41% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.75 | 1.67 |
| Skew | 2.86 | 0.59 |
| Kurtosis | 52.03 | 2.49 |
| Expected Daily % | 0.02% | 0.1% |
| Expected Monthly % | 0.54% | 2.98% |
| Expected Yearly % | 2.99% | 17.53% |
| Kelly Criterion | 2.82% | 10.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -4.21% |
| Expected Shortfall (cVaR) | -1.95% | -4.21% |
| Year | 3478237:BTCUSD | 3478237:btcusd:triple_gx:zlema140_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 8.62 | 0.18 | - |
| 2025 | -6.91 | -2.35 | 0.34 | + |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| MTD | 2.03% | 3.09% |
| 3M | -2.67% | -8.3% |
| 6M | 0.67% | 37.2% |
| YTD | -2.35% | -6.91% |
| 1Y | 6.07% | 38.12% |
| 3Y (ann.) | 6.8% | 43.4% |
| 5Y (ann.) | 6.8% | 43.4% |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Max Drawdown | -9.04% | -26.0% |
| Longest DD Days | 55.0 | 161.0 |
| Avg. Drawdown | -4.12% | -6.87% |
| Avg. Drawdown Days | 18.0 | 21.0 |
| Recovery Factor | 0.67 | 1.47 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-08-08 | -9.04 | 5 |
| 2025-03-03 | 2025-03-26 | -8.76 | 23 |
| 2025-01-22 | 2025-03-02 | -6.14 | 39 |
| 2024-10-17 | 2024-12-11 | -4.27 | 55 |
| 2024-12-14 | 2025-01-21 | -4.16 | 38 |
| 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 |
| 2024-10-15 | 2024-10-16 | -0.18 | 1 |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 11.89% |
| Worst Day | -8.76% | -8.6% |
| Best Week | 5.91% | 18.93% |
| Worst Week | -2.98% | -12.33% |
| Best Month | 5.29% | 37.42% |
| Worst Month | -3.71% | -17.69% |
| Best Year | 8.62% | 48.38% |
| Worst Year | -2.35% | -6.91% |
| Avg. Up Day | 2.45% | 2.67% |
| Avg. Down Day | -1.28% | -2.07% |
| Avg. Up Week | 2.93% | 2.31% |
| Avg. Down Week | -1.32% | -5.66% |
| Avg. Up Month | 2.03% | 3.09% |
| Avg. Down Month | -3.71% | -17.69% |
| Win Days % | 36.21% | 49.54% |
| Win Month % | 50.0% | 63.64% |
| Win Week % | 33.33% | 52.08% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |