| Metric | 3478527:btcusd:triple_gx:zlema120_80_30 | 3478527:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 89.03% | 64.31% |
| Max Drawdown | -58.59% | -72.75% |
| Sharpe | 0.61 | 0.5 |
| Sortino | 0.91 | 0.73 |
| Payoff Ratio | 1.17 | 1.0 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.3 | 1.18 |
| CPC Index | 0.64 | 0.54 |
| Tail Ratio | 1.13 | 1.09 |
| Outlier Win Ratio | 12.63 | 4.21 |
| Outlier Loss Ratio | 3.95 | 3.81 |
| Volatility (ann.) | 38.85% | 52.38% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.3 | 0.18 |
| Skew | 0.31 | 0.0 |
| Kurtosis | 13.04 | 4.25 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 1.31% | 1.02% |
| Expected Yearly % | 13.58% | 10.44% |
| Kelly Criterion | 2.73% | -0.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.28% | -4.44% |
| Expected Shortfall (cVaR) | -3.28% | -4.44% |
| Year | 3478527:BTCUSD | 3478527:btcusd:triple_gx:zlema120_80_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.34 | 0.07 | + |
| 2022 | -64.22 | -52.12 | 0.81 | + |
| 2023 | 155.54 | 160.54 | 1.03 | + |
| 2024 | 121.00 | 78.87 | 0.65 | - |
| 2025 | 0.89 | -14.14 | -15.91 | - |
| Metric | 3478527:btcusd:triple_gx:zlema120_80_30 | 3478527:BTCUSD |
|---|---|---|
| MTD | -0.52% | -14.03% |
| 3M | -16.16% | -19.8% |
| 6M | -18.01% | -9.0% |
| YTD | -14.14% | 0.89% |
| 1Y | -16.85% | 3.43% |
| 3Y (ann.) | 57.68% | 77.28% |
| 5Y (ann.) | 17.4% | 13.33% |
| Metric | 3478527:btcusd:triple_gx:zlema120_80_30 | 3478527:BTCUSD |
|---|---|---|
| Max Drawdown | -58.59% | -72.75% |
| Longest DD Days | 667.0 | 820.0 |
| Avg. Drawdown | -6.06% | -10.87% |
| Avg. Drawdown Days | 51.0 | 67.0 |
| Recovery Factor | 1.52 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-10-23 | -58.59 | 667 |
| 2024-11-23 | 2025-11-16 | -26.15 | 358 |
| 2024-03-12 | 2024-04-22 | -14.15 | 41 |
| 2024-01-09 | 2024-03-11 | -13.80 | 62 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-07-22 | 2024-08-08 | -8.24 | 17 |
| 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 |
| Metric | 3478527:btcusd:triple_gx:zlema120_80_30 | 3478527: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 | 32.23% | 43.77% |
| Worst Month | -21.77% | -37.12% |
| Best Year | 160.54% | 155.54% |
| Worst Year | -52.12% | -64.22% |
| Avg. Up Day | 2.19% | 2.2% |
| Avg. Down Day | -1.87% | -2.19% |
| Avg. Up Week | 5.29% | 6.52% |
| Avg. Down Week | -3.92% | -5.93% |
| Avg. Up Month | 11.03% | 13.72% |
| Avg. Down Month | -7.85% | -13.12% |
| Win Days % | 47.58% | 49.65% |
| Win Month % | 53.49% | 55.1% |
| Win Week % | 48.46% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |