| Metric | 3478431:btcusd:triple_gx:zlema140_60_30 | 3478431:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 29.67% | 86.45% |
| Max Drawdown | -61.33% | -69.0% |
| Sharpe | 0.37 | 0.57 |
| Sortino | 0.53 | 0.83 |
| Payoff Ratio | 1.11 | 0.95 |
| Profit Factor | 1.09 | 1.09 |
| Common Sense Ratio | 1.11 | 1.22 |
| CPC Index | 0.58 | 0.51 |
| Tail Ratio | 1.02 | 1.12 |
| Outlier Win Ratio | 13.45 | 4.21 |
| Outlier Loss Ratio | 3.65 | 3.81 |
| Volatility (ann.) | 39.16% | 52.31% |
| R^2 | 0.56 | 0.56 |
| Calmar | 0.11 | 0.25 |
| Skew | 0.1 | 0.02 |
| Kurtosis | 14.46 | 4.28 |
| Expected Daily % | 0.02% | 0.04% |
| Expected Monthly % | 0.54% | 1.31% |
| Expected Yearly % | 5.33% | 13.27% |
| Kelly Criterion | 0.59% | -3.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.33% | -4.42% |
| Expected Shortfall (cVaR) | -3.33% | -4.42% |
| Year | 3478431:BTCUSD | 3478431:btcusd:triple_gx:zlema140_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -8.55 | -8.13 | 0.95 | + |
| 2022 | -64.22 | -55.78 | 0.87 | + |
| 2023 | 155.54 | 130.05 | 0.84 | - |
| 2024 | 121.00 | 74.91 | 0.62 | - |
| 2025 | 0.89 | -20.67 | -23.26 | - |
| Metric | 3478431:btcusd:triple_gx:zlema140_60_30 | 3478431:BTCUSD |
|---|---|---|
| MTD | -8.09% | -14.03% |
| 3M | -21.13% | -19.8% |
| 6M | -20.69% | -9.0% |
| YTD | -20.67% | 0.89% |
| 1Y | -16.69% | 3.43% |
| 3Y (ann.) | 46.24% | 77.28% |
| 5Y (ann.) | 6.81% | 17.12% |
| Metric | 3478431:btcusd:triple_gx:zlema140_60_30 | 3478431:BTCUSD |
|---|---|---|
| Max Drawdown | -61.33% | -69.0% |
| Longest DD Days | 760.0 | 781.0 |
| Avg. Drawdown | -9.63% | -9.86% |
| Avg. Drawdown Days | 82.0 | 58.0 |
| Recovery Factor | 0.48 | 1.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-09 | 2024-01-08 | -61.33 | 760 |
| 2024-12-18 | 2025-11-16 | -29.02 | 333 |
| 2024-03-12 | 2024-04-22 | -14.15 | 41 |
| 2024-01-09 | 2024-03-11 | -13.56 | 62 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-08-04 | 2024-08-08 | -7.22 | 4 |
| 2024-08-09 | 2024-10-24 | -6.74 | 76 |
| 2024-10-25 | 2024-11-06 | -5.37 | 12 |
| 2024-06-26 | 2024-07-01 | -4.00 | 5 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| Metric | 3478431:btcusd:triple_gx:zlema140_60_30 | 3478431:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -15.42% | -15.42% |
| Best Week | 32.9% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 39.35% | 43.77% |
| Worst Month | -22.27% | -37.12% |
| Best Year | 130.05% | 155.54% |
| Worst Year | -55.78% | -64.22% |
| Avg. Up Day | 2.22% | 2.24% |
| Avg. Down Day | -2.0% | -2.36% |
| Avg. Up Week | 5.09% | 6.53% |
| Avg. Down Week | -4.0% | -5.64% |
| Avg. Up Month | 10.97% | 14.65% |
| Avg. Down Month | -9.56% | -12.38% |
| Win Days % | 47.65% | 49.65% |
| Win Month % | 51.16% | 56.25% |
| Win Week % | 48.03% | 50.0% |
| Win Quarter % | 52.94% | 47.06% |
| Win Year % | 40.0% | 60.0% |