| Metric | 3478377:btcusd:triple_gx:zlema120_50_30 | 3478377:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 366.15% | 191.14% |
| Max Drawdown | -15.95% | -43.6% |
| Sharpe | 6.58 | 3.62 |
| Sortino | 28.99 | 6.82 |
| Payoff Ratio | 8.08 | 1.55 |
| Profit Factor | 5.88 | 1.84 |
| Common Sense Ratio | 36.59 | 2.94 |
| CPC Index | 15.83 | 1.61 |
| Tail Ratio | 6.23 | 1.6 |
| Outlier Win Ratio | 3.97 | 4.2 |
| Outlier Loss Ratio | 19.51 | 2.53 |
| Volatility (ann.) | 135.55% | 213.61% |
| R^2 | 0.42 | 0.42 |
| Calmar | 4.5 | 1.04 |
| Skew | 2.64 | 0.99 |
| Kurtosis | 8.54 | 4.43 |
| Expected Daily % | 2.22% | 1.54% |
| Expected Monthly % | 5.45% | 3.75% |
| Expected Yearly % | 46.94% | 30.63% |
| Kelly Criterion | 25.09% | 28.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.23% | -16.27% |
| Expected Shortfall (cVaR) | -9.23% | -16.27% |
| Year | 3478377:BTCUSD | 3478377:btcusd:triple_gx:zlema120_50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.75 | -3.10 | 0.07 | + |
| 2023 | 165.38 | 165.77 | 1.00 | + |
| 2024 | 115.31 | 81.99 | 0.71 | - |
| 2025 | -10.99 | -0.54 | 0.05 | + |
| Metric | 3478377:btcusd:triple_gx:zlema120_50_30 | 3478377:BTCUSD |
|---|---|---|
| MTD | 0.16% | 0.28% |
| 3M | -5.85% | -15.56% |
| 6M | 38.76% | 41.88% |
| YTD | -0.54% | -10.99% |
| 1Y | 87.84% | 34.92% |
| 3Y (ann.) | 71.73% | 45.56% |
| 5Y (ann.) | 71.73% | 45.56% |
| Metric | 3478377:btcusd:triple_gx:zlema120_50_30 | 3478377:BTCUSD |
|---|---|---|
| Max Drawdown | -15.95% | -43.6% |
| Longest DD Days | 137.0 | 301.0 |
| Avg. Drawdown | -1.56% | -12.19% |
| Avg. Drawdown Days | 27.0 | 74.0 |
| Recovery Factor | 22.96 | 4.38 |
| Ulcer Index | 0.95 | 2.84 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-28 | -15.95 | 137 |
| 2024-11-21 | 2025-03-15 | -6.76 | 114 |
| 2024-01-04 | 2024-03-20 | -3.64 | 76 |
| 2023-08-17 | 2023-11-03 | -2.96 | 78 |
| 2023-06-23 | 2023-07-03 | -0.88 | 10 |
| 2024-04-13 | 2024-04-23 | -0.67 | 10 |
| 2024-10-11 | 2024-10-18 | -0.12 | 7 |
| 2024-10-25 | 2024-10-26 | -0.12 | 1 |
| 2024-08-04 | 2024-08-19 | -0.12 | 15 |
| 2023-11-16 | 2023-11-25 | -0.12 | 9 |
| Metric | 3478377:btcusd:triple_gx:zlema120_50_30 | 3478377:BTCUSD |
|---|---|---|
| Best Day | 35.66% | 46.28% |
| Worst Day | -10.7% | -30.73% |
| Best Week | 35.5% | 46.28% |
| Worst Week | -10.7% | -30.47% |
| Best Month | 34.56% | 46.28% |
| Worst Month | -10.81% | -28.5% |
| Best Year | 165.77% | 165.38% |
| Worst Year | -3.1% | -42.75% |
| Avg. Up Day | 8.96% | 9.09% |
| Avg. Down Day | -1.11% | -5.87% |
| Avg. Up Week | 9.31% | 10.28% |
| Avg. Down Week | -1.43% | -6.23% |
| Avg. Up Month | 11.3% | 12.82% |
| Avg. Down Month | -4.07% | -10.72% |
| Win Days % | 33.33% | 56.52% |
| Win Month % | 65.52% | 65.52% |
| Win Week % | 40.35% | 57.89% |
| Win Quarter % | 66.67% | 41.67% |
| Win Year % | 50.0% | 50.0% |