| Metric | 3478594:btcusd:triple_gx:zlema120_95_30 | 3478594:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 400.77% | 189.97% |
| Max Drawdown | -13.89% | -43.86% |
| Sharpe | 6.71 | 3.55 |
| Sortino | 31.8 | 6.93 |
| Payoff Ratio | 9.34 | 1.48 |
| Profit Factor | 6.94 | 1.83 |
| Common Sense Ratio | 51.1 | 3.05 |
| CPC Index | 21.61 | 1.57 |
| Tail Ratio | 7.37 | 1.67 |
| Outlier Win Ratio | 3.94 | 4.25 |
| Outlier Loss Ratio | 19.95 | 2.09 |
| Volatility (ann.) | 139.12% | 220.52% |
| R^2 | 0.42 | 0.42 |
| Calmar | 5.47 | 1.03 |
| Skew | 2.54 | 1.21 |
| Kurtosis | 7.04 | 4.89 |
| Expected Daily % | 2.33% | 1.53% |
| Expected Monthly % | 5.52% | 3.61% |
| Expected Yearly % | 49.59% | 30.49% |
| Kelly Criterion | 26.2% | 29.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.42% | -16.84% |
| Expected Shortfall (cVaR) | -9.42% | -16.84% |
| Year | 3478594:BTCUSD | 3478594:btcusd:triple_gx:zlema120_95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.01 | -0.73 | 0.02 | + |
| 2023 | 164.01 | 175.12 | 1.07 | + |
| 2024 | 123.38 | 92.36 | 0.75 | - |
| 2025 | -13.72 | -4.68 | 0.34 | + |
| Metric | 3478594:btcusd:triple_gx:zlema120_95_30 | 3478594:BTCUSD |
|---|---|---|
| MTD | -0.24% | -0.12% |
| 3M | -6.28% | -17.17% |
| 6M | 42.92% | 41.31% |
| YTD | -4.68% | -13.72% |
| 1Y | 89.81% | 34.38% |
| 3Y (ann.) | 75.92% | 45.25% |
| 5Y (ann.) | 75.92% | 45.25% |
| Metric | 3478594:btcusd:triple_gx:zlema120_95_30 | 3478594:BTCUSD |
|---|---|---|
| Max Drawdown | -13.89% | -43.86% |
| Longest DD Days | 160.0 | 301.0 |
| Avg. Drawdown | -1.29% | -16.57% |
| Avg. Drawdown Days | 27.0 | 112.0 |
| Recovery Factor | 28.86 | 4.33 |
| Ulcer Index | 0.96 | 2.84 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-02-20 | -13.89 | 160 |
| 2024-12-18 | 2025-03-17 | -7.55 | 89 |
| 2024-01-03 | 2024-03-29 | -3.40 | 86 |
| 2023-08-17 | 2023-11-06 | -1.51 | 81 |
| 2023-11-20 | 2023-12-23 | -0.83 | 33 |
| 2024-07-26 | 2024-08-19 | -0.39 | 24 |
| 2023-12-24 | 2023-12-25 | -0.12 | 1 |
| 2022-06-18 | 2022-06-26 | -0.12 | 8 |
| 2023-04-08 | 2023-04-13 | -0.12 | 5 |
| 2024-04-19 | 2024-04-23 | -0.12 | 4 |
| Metric | 3478594:btcusd:triple_gx:zlema120_95_30 | 3478594:BTCUSD |
|---|---|---|
| Best Day | 31.66% | 50.45% |
| Worst Day | -11.1% | -30.73% |
| Best Week | 31.66% | 50.45% |
| Worst Week | -11.1% | -30.47% |
| Best Month | 31.66% | 50.45% |
| Worst Month | -11.2% | -28.5% |
| Best Year | 175.12% | 164.01% |
| Worst Year | -4.68% | -43.01% |
| Avg. Up Day | 9.1% | 9.23% |
| Avg. Down Day | -0.97% | -6.24% |
| Avg. Up Week | 11.14% | 11.89% |
| Avg. Down Week | -1.23% | -5.99% |
| Avg. Up Month | 14.13% | 15.62% |
| Avg. Down Month | -2.35% | -8.68% |
| Win Days % | 33.33% | 57.97% |
| Win Month % | 53.33% | 56.67% |
| Win Week % | 40.38% | 53.85% |
| Win Quarter % | 83.33% | 41.67% |
| Win Year % | 50.0% | 50.0% |