| Metric | 3478590:btcusd:triple_gx:zlema105_95_30 | 3478590:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 34.16% | 49.7% |
| Max Drawdown | -23.08% | -28.17% |
| Sharpe | 0.75 | 0.8 |
| Sortino | 1.2 | 1.23 |
| Payoff Ratio | 1.16 | 1.01 |
| Profit Factor | 1.18 | 1.12 |
| Common Sense Ratio | 1.34 | 1.24 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.14 | 1.1 |
| Outlier Win Ratio | 11.1 | 3.64 |
| Outlier Loss Ratio | 3.58 | 3.13 |
| Volatility (ann.) | 32.45% | 45.66% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.91 | 1.06 |
| Skew | 1.21 | 0.52 |
| Kurtosis | 12.45 | 2.82 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.56% | 2.15% |
| Expected Yearly % | 15.83% | 22.35% |
| Kelly Criterion | 3.56% | 1.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.73% | -3.83% |
| Expected Shortfall (cVaR) | -2.73% | -3.83% |
| Year | 3478590:BTCUSD | 3478590:btcusd:triple_gx:zlema105_95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 59.48 | 1.23 | + |
| 2025 | 0.89 | -15.87 | -17.86 | - |
| Metric | 3478590:btcusd:triple_gx:zlema105_95_30 | 3478590:BTCUSD |
|---|---|---|
| MTD | -0.52% | -14.03% |
| 3M | -14.18% | -19.8% |
| 6M | -10.31% | -9.0% |
| YTD | -15.87% | 0.89% |
| 1Y | -13.4% | 3.43% |
| 3Y (ann.) | 21.03% | 29.96% |
| 5Y (ann.) | 21.03% | 29.96% |
| Metric | 3478590:btcusd:triple_gx:zlema105_95_30 | 3478590:BTCUSD |
|---|---|---|
| Max Drawdown | -23.08% | -28.17% |
| Longest DD Days | 358.0 | 161.0 |
| Avg. Drawdown | -5.27% | -7.33% |
| Avg. Drawdown Days | 37.0 | 25.0 |
| Recovery Factor | 1.48 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-16 | -23.08 | 358 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-07-22 | 2024-08-08 | -10.98 | 17 |
| 2024-08-09 | 2024-10-14 | -6.74 | 66 |
| 2024-10-25 | 2024-11-06 | -6.23 | 12 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-06-26 | 2024-06-30 | -2.39 | 4 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-11-12 | 2024-11-13 | -0.83 | 1 |
| Metric | 3478590:btcusd:triple_gx:zlema105_95_30 | 3478590:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.65% | -12.33% |
| Best Month | 30.72% | 37.42% |
| Worst Month | -9.59% | -17.69% |
| Best Year | 59.48% | 48.38% |
| Worst Year | -15.87% | 0.89% |
| Avg. Up Day | 1.81% | 1.83% |
| Avg. Down Day | -1.56% | -1.81% |
| Avg. Up Week | 4.15% | 4.89% |
| Avg. Down Week | -2.92% | -4.21% |
| Avg. Up Month | 7.83% | 12.06% |
| Avg. Down Month | -4.85% | -8.85% |
| Win Days % | 48.21% | 50.71% |
| Win Month % | 58.82% | 57.89% |
| Win Week % | 50.0% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |