| Metric | 3478755:btcusd:triple_gx:zlema70_65_35 | 3478755:BTCUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 102.91% | 82.82% |
| Max Drawdown | -69.49% | -76.67% |
| Sharpe | 0.66 | 0.57 |
| Sortino | 0.99 | 0.83 |
| Payoff Ratio | 1.22 | 1.11 |
| Profit Factor | 1.15 | 1.09 |
| Common Sense Ratio | 1.4 | 1.21 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.21 | 1.11 |
| Outlier Win Ratio | 10.62 | 4.23 |
| Outlier Loss Ratio | 4.23 | 4.01 |
| Volatility (ann.) | 42.11% | 53.6% |
| R^2 | 0.62 | 0.62 |
| Calmar | 0.3 | 0.23 |
| Skew | 0.26 | -0.01 |
| Kurtosis | 10.26 | 4.06 |
| Expected Daily % | 0.05% | 0.04% |
| Expected Monthly % | 1.55% | 1.32% |
| Expected Yearly % | 15.2% | 12.83% |
| Kelly Criterion | 3.52% | 4.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.55% | -4.53% |
| Expected Shortfall (cVaR) | -3.55% | -4.53% |
| Year | 3478755:BTCUSD | 3478755:btcusd:triple_gx:zlema70_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -26.60 | -19.00 | 0.71 | + |
| 2022 | -64.22 | -59.32 | 0.92 | + |
| 2023 | 155.54 | 112.00 | 0.72 | - |
| 2024 | 121.00 | 142.75 | 1.18 | + |
| 2025 | 23.24 | 19.66 | 0.85 | - |
| Metric | 3478755:btcusd:triple_gx:zlema70_65_35 | 3478755:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -0.14% | 20.02% |
| 6M | 20.58% | 14.34% |
| YTD | 19.66% | 23.24% |
| 1Y | 118.93% | 89.62% |
| 3Y (ann.) | 65.54% | 71.37% |
| 5Y (ann.) | 20.75% | 17.44% |
| Metric | 3478755:btcusd:triple_gx:zlema70_65_35 | 3478755:BTCUSD |
|---|---|---|
| Max Drawdown | -69.49% | -76.67% |
| Longest DD Days | 986.0 | 846.0 |
| Avg. Drawdown | -6.55% | -10.33% |
| Avg. Drawdown Days | 64.0 | 70.0 |
| Recovery Factor | 1.48 | 1.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-11-26 | 2024-08-08 | -69.49 | 986 |
| 2024-11-28 | 2025-04-22 | -22.14 | 145 |
| 2025-05-23 | 2025-08-04 | -11.39 | 73 |
| 2024-08-09 | 2024-09-13 | -6.74 | 35 |
| 2024-10-29 | 2024-11-06 | -3.99 | 8 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2021-11-04 | 2021-11-07 | -3.06 | 3 |
| 2024-11-23 | 2024-11-27 | -2.74 | 4 |
| 2024-10-25 | 2024-10-28 | -2.34 | 3 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| Metric | 3478755:btcusd:triple_gx:zlema70_65_35 | 3478755:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -15.17% | -15.42% |
| Best Week | 23.54% | 35.75% |
| Worst Week | -19.4% | -29.64% |
| Best Month | 47.28% | 43.77% |
| Worst Month | -24.17% | -37.12% |
| Best Year | 142.75% | 155.54% |
| Worst Year | -59.32% | -64.22% |
| Avg. Up Day | 2.25% | 2.27% |
| Avg. Down Day | -1.84% | -2.05% |
| Avg. Up Week | 5.46% | 6.63% |
| Avg. Down Week | -4.3% | -5.24% |
| Avg. Up Month | 11.62% | 15.0% |
| Avg. Down Month | -10.58% | -13.91% |
| Win Days % | 46.88% | 49.6% |
| Win Month % | 61.36% | 56.52% |
| Win Week % | 50.0% | 50.5% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 60.0% | 60.0% |