| Metric | 3478591:btcusd:triple_gx:zlema115_95_30 | 3478591:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 140.71% | 75.1% |
| Max Drawdown | -53.14% | -72.75% |
| Sharpe | 0.77 | 0.53 |
| Sortino | 1.17 | 0.78 |
| Payoff Ratio | 1.19 | 0.99 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 1.38 | 1.2 |
| CPC Index | 0.68 | 0.54 |
| Tail Ratio | 1.16 | 1.1 |
| Outlier Win Ratio | 11.81 | 4.09 |
| Outlier Loss Ratio | 4.01 | 3.79 |
| Volatility (ann.) | 38.65% | 52.4% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.47 | 0.21 |
| Skew | 0.38 | 0.0 |
| Kurtosis | 12.77 | 4.24 |
| Expected Daily % | 0.06% | 0.04% |
| Expected Monthly % | 1.81% | 1.15% |
| Expected Yearly % | 19.21% | 11.86% |
| Kelly Criterion | 4.69% | -0.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.25% | -4.44% |
| Expected Shortfall (cVaR) | -3.25% | -4.44% |
| Year | 3478591:BTCUSD | 3478591:btcusd:triple_gx:zlema115_95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -14.12 | -0.09 | 0.01 | + |
| 2022 | -64.22 | -46.07 | 0.72 | + |
| 2023 | 155.54 | 182.73 | 1.17 | + |
| 2024 | 121.00 | 86.64 | 0.72 | - |
| 2025 | 0.89 | -15.34 | -17.26 | - |
| Metric | 3478591:btcusd:triple_gx:zlema115_95_30 | 3478591:BTCUSD |
|---|---|---|
| MTD | -0.52% | -14.03% |
| 3M | -14.18% | -19.8% |
| 6M | -9.74% | -9.0% |
| YTD | -15.34% | 0.89% |
| 1Y | -12.85% | 3.43% |
| 3Y (ann.) | 63.32% | 77.28% |
| 5Y (ann.) | 24.73% | 15.13% |
| Metric | 3478591:btcusd:triple_gx:zlema115_95_30 | 3478591:BTCUSD |
|---|---|---|
| Max Drawdown | -53.14% | -72.75% |
| Longest DD Days | 543.0 | 820.0 |
| Avg. Drawdown | -5.6% | -10.87% |
| Avg. Drawdown Days | 41.0 | 67.0 |
| Recovery Factor | 2.65 | 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 | -22.60 | 358 |
| 2024-03-12 | 2024-04-20 | -14.15 | 39 |
| 2024-01-09 | 2024-03-11 | -13.80 | 62 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-07-22 | 2024-08-08 | -10.98 | 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 |
| 2023-11-20 | 2023-12-13 | -4.77 | 23 |
| Metric | 3478591:btcusd:triple_gx:zlema115_95_30 | 3478591: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 | 182.73% | 155.54% |
| Worst Year | -46.07% | -64.22% |
| Avg. Up Day | 2.15% | 2.17% |
| Avg. Down Day | -1.82% | -2.18% |
| Avg. Up Week | 5.15% | 6.13% |
| Avg. Down Week | -3.73% | -5.64% |
| Avg. Up Month | 10.48% | 13.12% |
| Avg. Down Month | -7.23% | -13.88% |
| Win Days % | 48.3% | 49.72% |
| Win Month % | 58.14% | 57.14% |
| Win Week % | 52.99% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |