| Metric | 3478346:btcusd:triple_gx:zlema120_45_30 | 3478346:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 32.32% | 64.31% |
| Max Drawdown | -64.08% | -72.75% |
| Sharpe | 0.38 | 0.5 |
| Sortino | 0.55 | 0.73 |
| Payoff Ratio | 1.1 | 0.93 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.14 | 1.18 |
| CPC Index | 0.57 | 0.5 |
| Tail Ratio | 1.04 | 1.09 |
| Outlier Win Ratio | 13.86 | 4.1 |
| Outlier Loss Ratio | 3.75 | 3.81 |
| Volatility (ann.) | 37.96% | 52.38% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.11 | 0.18 |
| Skew | 0.21 | 0.0 |
| Kurtosis | 14.16 | 4.25 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 0.57% | 1.02% |
| Expected Yearly % | 5.76% | 10.44% |
| Kelly Criterion | -0.03% | -4.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.23% | -4.44% |
| Expected Shortfall (cVaR) | -3.23% | -4.44% |
| Year | 3478346:BTCUSD | 3478346:btcusd:triple_gx:zlema120_45_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.34 | 0.07 | + |
| 2022 | -64.22 | -58.47 | 0.91 | + |
| 2023 | 155.54 | 129.15 | 0.83 | - |
| 2024 | 121.00 | 79.38 | 0.66 | - |
| 2025 | 0.89 | -21.44 | -24.12 | - |
| Metric | 3478346:btcusd:triple_gx:zlema120_45_30 | 3478346:BTCUSD |
|---|---|---|
| MTD | -9.48% | -14.03% |
| 3M | -21.98% | -19.8% |
| 6M | -23.64% | -9.0% |
| YTD | -21.44% | 0.89% |
| 1Y | -19.9% | 3.43% |
| 3Y (ann.) | 46.81% | 77.28% |
| 5Y (ann.) | 7.31% | 13.33% |
| Metric | 3478346:btcusd:triple_gx:zlema120_45_30 | 3478346:BTCUSD |
|---|---|---|
| Max Drawdown | -64.08% | -72.75% |
| Longest DD Days | 933.0 | 820.0 |
| Avg. Drawdown | -6.58% | -10.87% |
| Avg. Drawdown Days | 73.0 | 67.0 |
| Recovery Factor | 0.5 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2024-07-15 | -64.08 | 933 |
| 2024-12-18 | 2025-11-16 | -28.06 | 333 |
| 2024-08-04 | 2024-08-08 | -7.22 | 4 |
| 2024-08-09 | 2024-10-15 | -6.74 | 67 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-11-01 | 2024-11-06 | -2.56 | 5 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-22 | 2024-12-06 | -1.57 | 14 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| Metric | 3478346:btcusd:triple_gx:zlema120_45_30 | 3478346:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -15.17% | -15.42% |
| Best Week | 23.54% | 35.75% |
| Worst Week | -18.8% | -29.64% |
| Best Month | 33.45% | 43.77% |
| Worst Month | -22.88% | -37.12% |
| Best Year | 129.15% | 155.54% |
| Worst Year | -58.47% | -64.22% |
| Avg. Up Day | 2.19% | 2.21% |
| Avg. Down Day | -2.0% | -2.37% |
| Avg. Up Week | 5.09% | 6.69% |
| Avg. Down Week | -3.8% | -5.75% |
| Avg. Up Month | 11.25% | 15.41% |
| Avg. Down Month | -7.96% | -13.12% |
| Win Days % | 47.67% | 49.65% |
| Win Month % | 47.62% | 55.1% |
| Win Week % | 46.4% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |