| Metric | 3478572:btcusd:triple_gx:zlema115_90_30 | 3478572:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 121.32% | 75.1% |
| Max Drawdown | -53.14% | -72.75% |
| Sharpe | 0.71 | 0.53 |
| Sortino | 1.08 | 0.78 |
| Payoff Ratio | 1.17 | 0.97 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | 1.37 | 1.2 |
| CPC Index | 0.66 | 0.53 |
| Tail Ratio | 1.16 | 1.1 |
| Outlier Win Ratio | 12.17 | 4.09 |
| Outlier Loss Ratio | 3.96 | 3.79 |
| Volatility (ann.) | 38.42% | 52.4% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.42 | 0.21 |
| Skew | 0.38 | 0.0 |
| Kurtosis | 13.11 | 4.24 |
| Expected Daily % | 0.05% | 0.04% |
| Expected Monthly % | 1.63% | 1.15% |
| Expected Yearly % | 17.22% | 11.86% |
| Kelly Criterion | 4.16% | -1.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.23% | -4.44% |
| Expected Shortfall (cVaR) | -3.23% | -4.44% |
| Year | 3478572:BTCUSD | 3478572:btcusd:triple_gx:zlema115_90_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -14.12 | -0.09 | 0.01 | + |
| 2022 | -64.22 | -45.82 | 0.71 | + |
| 2023 | 155.54 | 187.52 | 1.21 | + |
| 2024 | 121.00 | 68.40 | 0.57 | - |
| 2025 | 0.89 | -15.57 | -17.51 | - |
| Metric | 3478572:btcusd:triple_gx:zlema115_90_30 | 3478572:BTCUSD |
|---|---|---|
| MTD | -0.52% | -14.03% |
| 3M | -14.44% | -19.8% |
| 6M | -9.98% | -9.0% |
| YTD | -15.57% | 0.89% |
| 1Y | -19.66% | 3.43% |
| 3Y (ann.) | 58.81% | 77.28% |
| 5Y (ann.) | 22.12% | 15.13% |
| Metric | 3478572:btcusd:triple_gx:zlema115_90_30 | 3478572:BTCUSD |
|---|---|---|
| Max Drawdown | -53.14% | -72.75% |
| Longest DD Days | 543.0 | 820.0 |
| Avg. Drawdown | -6.01% | -10.87% |
| Avg. Drawdown Days | 42.0 | 67.0 |
| Recovery Factor | 2.28 | 1.03 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-06-21 | -53.14 | 543 |
| 2024-11-23 | 2025-11-16 | -28.65 | 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 | -10.44 | 17 |
| 2023-08-30 | 2023-10-23 | -9.26 | 54 |
| 2024-08-09 | 2024-10-14 | -6.74 | 66 |
| 2024-10-25 | 2024-11-06 | -5.37 | 12 |
| 2023-12-15 | 2023-12-20 | -3.90 | 5 |
| Metric | 3478572:btcusd:triple_gx:zlema115_90_30 | 3478572: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 | 30.72% | 43.77% |
| Worst Month | -21.77% | -37.12% |
| Best Year | 187.52% | 155.54% |
| Worst Year | -45.82% | -64.22% |
| Avg. Up Day | 2.15% | 2.17% |
| Avg. Down Day | -1.85% | -2.22% |
| Avg. Up Week | 5.32% | 6.29% |
| Avg. Down Week | -3.84% | -5.61% |
| Avg. Up Month | 11.13% | 13.63% |
| Avg. Down Month | -7.09% | -13.12% |
| Win Days % | 48.41% | 49.72% |
| Win Month % | 53.49% | 57.14% |
| Win Week % | 51.52% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |