| Metric | 3478577:btcusd:triple_gx:zlema140_90_30 | 3478577:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 21.69% | 86.45% |
| Max Drawdown | -61.9% | -69.0% |
| Sharpe | 0.32 | 0.57 |
| Sortino | 0.47 | 0.83 |
| Payoff Ratio | 1.11 | 0.96 |
| Profit Factor | 1.08 | 1.09 |
| Common Sense Ratio | 1.08 | 1.22 |
| CPC Index | 0.56 | 0.52 |
| Tail Ratio | 1.0 | 1.12 |
| Outlier Win Ratio | 12.6 | 4.1 |
| Outlier Loss Ratio | 3.87 | 3.85 |
| Volatility (ann.) | 38.66% | 52.31% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.08 | 0.25 |
| Skew | 0.24 | 0.02 |
| Kurtosis | 13.24 | 4.28 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.41% | 1.31% |
| Expected Yearly % | 4.0% | 13.27% |
| Kelly Criterion | -0.35% | -2.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.29% | -4.42% |
| Expected Shortfall (cVaR) | -3.29% | -4.42% |
| Year | 3478577:BTCUSD | 3478577:btcusd:triple_gx:zlema140_90_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -8.55 | -8.13 | 0.95 | + |
| 2022 | -64.22 | -56.43 | 0.88 | + |
| 2023 | 155.54 | 134.39 | 0.86 | - |
| 2024 | 121.00 | 55.68 | 0.46 | - |
| 2025 | 0.89 | -16.68 | -18.77 | - |
| Metric | 3478577:btcusd:triple_gx:zlema140_90_30 | 3478577:BTCUSD |
|---|---|---|
| MTD | -0.52% | -14.03% |
| 3M | -14.44% | -19.8% |
| 6M | -13.51% | -9.0% |
| YTD | -16.68% | 0.89% |
| 1Y | -20.73% | 3.43% |
| 3Y (ann.) | 43.89% | 77.28% |
| 5Y (ann.) | 5.11% | 17.12% |
| Metric | 3478577:btcusd:triple_gx:zlema140_90_30 | 3478577:BTCUSD |
|---|---|---|
| Max Drawdown | -61.9% | -69.0% |
| Longest DD Days | 760.0 | 781.0 |
| Avg. Drawdown | -11.82% | -9.86% |
| Avg. Drawdown Days | 101.0 | 58.0 |
| Recovery Factor | 0.35 | 1.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-09 | 2024-01-08 | -61.90 | 760 |
| 2024-11-23 | 2025-11-16 | -29.59 | 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 |
| 2024-08-09 | 2024-10-24 | -6.74 | 76 |
| 2024-10-25 | 2024-11-06 | -5.37 | 12 |
| 2024-06-26 | 2024-07-01 | -4.00 | 5 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| Metric | 3478577:btcusd:triple_gx:zlema140_90_30 | 3478577: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 | 134.39% | 155.54% |
| Worst Year | -56.43% | -64.22% |
| Avg. Up Day | 2.13% | 2.14% |
| Avg. Down Day | -1.92% | -2.23% |
| Avg. Up Week | 5.16% | 6.46% |
| Avg. Down Week | -4.09% | -5.57% |
| Avg. Up Month | 8.89% | 13.42% |
| Avg. Down Month | -9.1% | -12.38% |
| Win Days % | 47.21% | 49.65% |
| Win Month % | 55.81% | 56.25% |
| Win Week % | 47.29% | 50.0% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |