| Metric | 3478481:btcusd:triple_gx:zlema120_70_30 | 3478481:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 350.06% | 189.97% |
| Max Drawdown | -14.34% | -43.6% |
| Sharpe | 6.13 | 3.58 |
| Sortino | 25.97 | 7.25 |
| Payoff Ratio | 7.36 | 1.73 |
| Profit Factor | 4.8 | 1.81 |
| Common Sense Ratio | 29.15 | 3.68 |
| CPC Index | 11.06 | 1.69 |
| Tail Ratio | 6.08 | 2.03 |
| Outlier Win Ratio | 3.71 | 3.99 |
| Outlier Loss Ratio | 16.3 | 2.66 |
| Volatility (ann.) | 148.65% | 225.68% |
| R^2 | 0.45 | 0.45 |
| Calmar | 4.84 | 1.04 |
| Skew | 2.55 | 1.29 |
| Kurtosis | 8.1 | 4.98 |
| Expected Daily % | 2.24% | 1.58% |
| Expected Monthly % | 5.52% | 3.88% |
| Expected Yearly % | 45.65% | 30.49% |
| Kelly Criterion | 22.01% | 27.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -10.3% | -17.22% |
| Expected Shortfall (cVaR) | -10.3% | -17.22% |
| Year | 3478481:BTCUSD | 3478481:btcusd:triple_gx:zlema120_70_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.75 | -0.26 | 0.01 | + |
| 2023 | 162.78 | 140.72 | 0.86 | - |
| 2024 | 127.91 | 97.84 | 0.76 | - |
| 2025 | -15.44 | -5.25 | 0.34 | + |
| Metric | 3478481:btcusd:triple_gx:zlema120_70_30 | 3478481:BTCUSD |
|---|---|---|
| MTD | -0.24% | -0.12% |
| 3M | -14.34% | -14.27% |
| 6M | 33.55% | 41.31% |
| YTD | -5.25% | -15.44% |
| 1Y | 94.06% | 34.38% |
| 3Y (ann.) | 69.45% | 45.25% |
| 5Y (ann.) | 69.45% | 45.25% |
| Metric | 3478481:btcusd:triple_gx:zlema120_70_30 | 3478481:BTCUSD |
|---|---|---|
| Max Drawdown | -14.34% | -43.6% |
| Longest DD Days | 143.0 | 377.0 |
| Avg. Drawdown | -2.24% | -18.04% |
| Avg. Drawdown Days | 32.0 | 141.0 |
| Recovery Factor | 24.41 | 4.36 |
| Ulcer Index | 0.95 | 2.88 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-15 | 2025-03-17 | -14.34 | 92 |
| 2022-09-13 | 2023-02-03 | -13.49 | 143 |
| 2023-08-17 | 2023-11-06 | -3.65 | 81 |
| 2024-01-03 | 2024-03-28 | -3.40 | 85 |
| 2024-04-14 | 2024-04-23 | -3.33 | 9 |
| 2023-11-22 | 2023-12-25 | -0.69 | 33 |
| 2023-06-05 | 2023-06-28 | -0.12 | 23 |
| 2022-06-18 | 2022-06-26 | -0.12 | 8 |
| 2023-03-12 | 2023-03-27 | -0.12 | 15 |
| 2023-02-06 | 2023-02-20 | -0.12 | 14 |
| Metric | 3478481:btcusd:triple_gx:zlema120_70_30 | 3478481:BTCUSD |
|---|---|---|
| Best Day | 39.43% | 50.45% |
| Worst Day | -10.69% | -30.73% |
| Best Week | 39.43% | 50.45% |
| Worst Week | -10.69% | -30.47% |
| Best Month | 39.43% | 50.45% |
| Worst Month | -10.79% | -28.5% |
| Best Year | 140.72% | 162.78% |
| Worst Year | -5.25% | -42.75% |
| Avg. Up Day | 10.22% | 10.35% |
| Avg. Down Day | -1.39% | -5.97% |
| Avg. Up Week | 12.42% | 12.81% |
| Avg. Down Week | -1.85% | -6.71% |
| Avg. Up Month | 16.51% | 16.89% |
| Avg. Down Month | -2.75% | -7.65% |
| Win Days % | 31.34% | 53.73% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 38.0% | 56.0% |
| Win Quarter % | 75.0% | 41.67% |
| Win Year % | 50.0% | 50.0% |