| Metric | 3478252:btcusd:triple_gx:zlema120_95_25 | 3478252:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 95.53% | 64.31% |
| Max Drawdown | -60.05% | -72.75% |
| Sharpe | 0.63 | 0.5 |
| Sortino | 0.94 | 0.73 |
| Payoff Ratio | 1.18 | 1.0 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.31 | 1.18 |
| CPC Index | 0.65 | 0.54 |
| Tail Ratio | 1.14 | 1.09 |
| Outlier Win Ratio | 11.95 | 4.21 |
| Outlier Loss Ratio | 4.04 | 3.81 |
| Volatility (ann.) | 39.42% | 52.38% |
| R^2 | 0.57 | 0.57 |
| Calmar | 0.31 | 0.18 |
| Skew | 0.3 | 0.0 |
| Kurtosis | 12.34 | 4.25 |
| Expected Daily % | 0.05% | 0.03% |
| Expected Monthly % | 1.38% | 1.02% |
| Expected Yearly % | 14.35% | 10.44% |
| Kelly Criterion | 3.0% | -0.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.33% | -4.44% |
| Expected Shortfall (cVaR) | -3.33% | -4.44% |
| Year | 3478252:BTCUSD | 3478252:btcusd:triple_gx:zlema120_95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | 4.32 | -0.22 | + |
| 2022 | -64.22 | -53.81 | 0.84 | + |
| 2023 | 155.54 | 148.88 | 0.96 | - |
| 2024 | 121.00 | 99.22 | 0.82 | - |
| 2025 | 0.89 | -18.17 | -20.44 | - |
| Metric | 3478252:btcusd:triple_gx:zlema120_95_25 | 3478252:BTCUSD |
|---|---|---|
| MTD | -4.22% | -14.03% |
| 3M | -18.84% | -19.8% |
| 6M | -19.92% | -9.0% |
| YTD | -18.17% | 0.89% |
| 1Y | -1.24% | 3.43% |
| 3Y (ann.) | 58.42% | 77.28% |
| 5Y (ann.) | 18.4% | 13.33% |
| Metric | 3478252:btcusd:triple_gx:zlema120_95_25 | 3478252:BTCUSD |
|---|---|---|
| Max Drawdown | -60.05% | -72.75% |
| Longest DD Days | 667.0 | 820.0 |
| Avg. Drawdown | -6.84% | -10.87% |
| Avg. Drawdown Days | 51.0 | 67.0 |
| Recovery Factor | 1.59 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-10-23 | -60.05 | 667 |
| 2025-03-03 | 2025-11-16 | -25.10 | 258 |
| 2024-07-22 | 2024-11-06 | -16.28 | 107 |
| 2024-03-12 | 2024-04-18 | -14.15 | 37 |
| 2024-01-09 | 2024-03-11 | -13.56 | 62 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2025-01-22 | 2025-03-02 | -8.60 | 39 |
| 2023-11-02 | 2024-01-08 | -7.54 | 67 |
| 2021-12-08 | 2021-12-14 | -6.80 | 6 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| Metric | 3478252:btcusd:triple_gx:zlema120_95_25 | 3478252:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -15.17% | -15.42% |
| Best Week | 32.9% | 35.75% |
| Worst Week | -18.8% | -29.64% |
| Best Month | 39.04% | 43.77% |
| Worst Month | -21.41% | -37.12% |
| Best Year | 148.88% | 155.54% |
| Worst Year | -53.81% | -64.22% |
| Avg. Up Day | 2.15% | 2.16% |
| Avg. Down Day | -1.82% | -2.16% |
| Avg. Up Week | 4.87% | 6.4% |
| Avg. Down Week | -3.52% | -5.45% |
| Avg. Up Month | 11.11% | 13.42% |
| Avg. Down Month | -8.47% | -13.16% |
| Win Days % | 47.5% | 49.65% |
| Win Month % | 53.49% | 55.1% |
| Win Week % | 49.31% | 49.76% |
| Win Quarter % | 52.94% | 47.06% |
| Win Year % | 60.0% | 60.0% |