| Metric | 3478481:btcusd:triple_gx:zlema120_70_30 | 3478481:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 68.77% | 64.31% |
| Max Drawdown | -56.85% | -72.75% |
| Sharpe | 0.54 | 0.5 |
| Sortino | 0.81 | 0.73 |
| Payoff Ratio | 1.16 | 0.98 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.26 | 1.18 |
| CPC Index | 0.62 | 0.52 |
| Tail Ratio | 1.11 | 1.09 |
| Outlier Win Ratio | 13.25 | 4.21 |
| Outlier Loss Ratio | 3.91 | 3.78 |
| Volatility (ann.) | 38.18% | 52.38% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.25 | 0.18 |
| Skew | 0.43 | 0.0 |
| Kurtosis | 13.64 | 4.25 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 1.07% | 1.02% |
| Expected Yearly % | 11.03% | 10.44% |
| Kelly Criterion | 1.94% | -1.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.23% | -4.44% |
| Expected Shortfall (cVaR) | -3.23% | -4.44% |
| Year | 3478481:BTCUSD | 3478481:btcusd:triple_gx:zlema120_70_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.34 | 0.07 | + |
| 2022 | -64.22 | -50.10 | 0.78 | + |
| 2023 | 155.54 | 132.06 | 0.85 | - |
| 2024 | 121.00 | 94.77 | 0.78 | - |
| 2025 | 0.89 | -24.15 | -27.17 | - |
| Metric | 3478481:btcusd:triple_gx:zlema120_70_30 | 3478481:BTCUSD |
|---|---|---|
| MTD | -5.63% | -14.03% |
| 3M | -19.73% | -19.8% |
| 6M | -24.89% | -9.0% |
| YTD | -24.15% | 0.89% |
| 1Y | -26.6% | 3.43% |
| 3Y (ann.) | 49.77% | 77.28% |
| 5Y (ann.) | 14.09% | 13.33% |
| Metric | 3478481:btcusd:triple_gx:zlema120_70_30 | 3478481:BTCUSD |
|---|---|---|
| Max Drawdown | -56.85% | -72.75% |
| Longest DD Days | 676.0 | 820.0 |
| Avg. Drawdown | -6.09% | -10.87% |
| Avg. Drawdown Days | 51.0 | 67.0 |
| Recovery Factor | 1.21 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-11-01 | -56.85 | 676 |
| 2024-12-18 | 2025-11-16 | -32.64 | 333 |
| 2024-03-12 | 2024-04-20 | -14.15 | 39 |
| 2024-01-09 | 2024-03-11 | -13.80 | 62 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-08-09 | 2024-10-14 | -6.74 | 66 |
| 2023-12-15 | 2023-12-20 | -3.90 | 5 |
| 2024-10-31 | 2024-11-06 | -3.58 | 6 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-06-26 | 2024-06-30 | -2.39 | 4 |
| Metric | 3478481:btcusd:triple_gx:zlema120_70_30 | 3478481: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 | 39.35% | 43.77% |
| Worst Month | -21.77% | -37.12% |
| Best Year | 132.06% | 155.54% |
| Worst Year | -50.1% | -64.22% |
| Avg. Up Day | 2.19% | 2.21% |
| Avg. Down Day | -1.89% | -2.26% |
| Avg. Up Week | 5.26% | 6.61% |
| Avg. Down Week | -3.8% | -5.82% |
| Avg. Up Month | 12.3% | 15.01% |
| Avg. Down Month | -8.42% | -13.12% |
| Win Days % | 47.26% | 49.65% |
| Win Month % | 48.78% | 55.1% |
| Win Week % | 47.24% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |