| Metric | 3478553:btcusd:triple_gx:zlema120_85_30 | 3478553:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 423.93% | 189.97% |
| Max Drawdown | -13.49% | -43.6% |
| Sharpe | 6.92 | 3.59 |
| Sortino | 33.59 | 6.95 |
| Payoff Ratio | 9.0 | 1.49 |
| Profit Factor | 6.76 | 1.82 |
| Common Sense Ratio | 49.69 | 3.2 |
| CPC Index | 20.88 | 1.53 |
| Tail Ratio | 7.35 | 1.76 |
| Outlier Win Ratio | 3.83 | 4.0 |
| Outlier Loss Ratio | 20.23 | 2.3 |
| Volatility (ann.) | 142.79% | 226.26% |
| R^2 | 0.42 | 0.42 |
| Calmar | 5.84 | 1.04 |
| Skew | 2.38 | 1.11 |
| Kurtosis | 6.08 | 4.39 |
| Expected Daily % | 2.47% | 1.58% |
| Expected Monthly % | 5.68% | 3.61% |
| Expected Yearly % | 51.29% | 30.49% |
| Kelly Criterion | 27.03% | 27.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.59% | -17.26% |
| Expected Shortfall (cVaR) | -9.59% | -17.26% |
| Year | 3478553:BTCUSD | 3478553:btcusd:triple_gx:zlema120_85_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.75 | -0.26 | 0.01 | + |
| 2023 | 162.78 | 158.69 | 0.97 | - |
| 2024 | 127.91 | 114.50 | 0.90 | - |
| 2025 | -15.44 | -5.33 | 0.35 | + |
| Metric | 3478553:btcusd:triple_gx:zlema120_85_30 | 3478553:BTCUSD |
|---|---|---|
| MTD | -0.24% | -0.12% |
| 3M | -7.7% | -17.17% |
| 6M | 41.81% | 41.31% |
| YTD | -5.33% | -15.44% |
| 1Y | 110.22% | 34.38% |
| 3Y (ann.) | 78.73% | 45.25% |
| 5Y (ann.) | 78.73% | 45.25% |
| Metric | 3478553:btcusd:triple_gx:zlema120_85_30 | 3478553:BTCUSD |
|---|---|---|
| Max Drawdown | -13.49% | -43.6% |
| Longest DD Days | 160.0 | 300.0 |
| Avg. Drawdown | -1.4% | -13.99% |
| Avg. Drawdown Days | 27.0 | 85.0 |
| Recovery Factor | 31.43 | 4.36 |
| Ulcer Index | 0.95 | 2.88 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-02-20 | -13.49 | 160 |
| 2024-12-18 | 2025-03-17 | -7.70 | 89 |
| 2023-08-17 | 2023-11-06 | -3.44 | 81 |
| 2024-01-03 | 2024-03-29 | -3.40 | 86 |
| 2023-11-22 | 2023-12-23 | -0.69 | 31 |
| 2024-04-17 | 2024-04-23 | -0.12 | 6 |
| 2023-06-05 | 2023-07-01 | -0.12 | 26 |
| 2022-06-18 | 2022-06-26 | -0.12 | 8 |
| 2024-12-06 | 2024-12-08 | -0.12 | 2 |
| 2023-11-16 | 2023-11-17 | -0.12 | 1 |
| Metric | 3478553:btcusd:triple_gx:zlema120_85_30 | 3478553:BTCUSD |
|---|---|---|
| Best Day | 31.66% | 50.45% |
| Worst Day | -10.69% | -30.73% |
| Best Week | 31.66% | 50.45% |
| Worst Week | -10.69% | -30.47% |
| Best Month | 31.66% | 50.45% |
| Worst Month | -10.79% | -28.5% |
| Best Year | 158.69% | 162.78% |
| Worst Year | -5.33% | -42.75% |
| Avg. Up Day | 9.4% | 9.53% |
| Avg. Down Day | -1.04% | -6.39% |
| Avg. Up Week | 11.21% | 11.75% |
| Avg. Down Week | -1.34% | -7.07% |
| Avg. Up Month | 14.0% | 15.54% |
| Avg. Down Month | -2.57% | -8.43% |
| Win Days % | 34.33% | 56.72% |
| Win Month % | 53.33% | 56.67% |
| Win Week % | 40.38% | 57.69% |
| Win Quarter % | 83.33% | 41.67% |
| Win Year % | 50.0% | 50.0% |