| Metric | 3478762:btcusd:triple_gx:zlema120_65_35 | 3478762:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 30.53% | 49.7% |
| Max Drawdown | -27.32% | -28.17% |
| Sharpe | 0.71 | 0.8 |
| Sortino | 1.17 | 1.23 |
| Payoff Ratio | 1.3 | 1.05 |
| Profit Factor | 1.18 | 1.12 |
| Common Sense Ratio | 1.37 | 1.24 |
| CPC Index | 0.7 | 0.6 |
| Tail Ratio | 1.16 | 1.1 |
| Outlier Win Ratio | 12.4 | 3.59 |
| Outlier Loss Ratio | 3.54 | 3.0 |
| Volatility (ann.) | 31.12% | 45.66% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.69 | 1.06 |
| Skew | 1.52 | 0.52 |
| Kurtosis | 14.41 | 2.82 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.41% | 2.15% |
| Expected Yearly % | 14.25% | 22.35% |
| Kelly Criterion | 3.39% | 3.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.62% | -3.83% |
| Expected Shortfall (cVaR) | -2.62% | -3.83% |
| Year | 3478762:BTCUSD | 3478762:btcusd:triple_gx:zlema120_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 67.21 | 1.39 | + |
| 2025 | 0.89 | -21.94 | -24.68 | - |
| Metric | 3478762:btcusd:triple_gx:zlema120_65_35 | 3478762:BTCUSD |
|---|---|---|
| MTD | -8.73% | -14.03% |
| 3M | -19.01% | -19.8% |
| 6M | -21.7% | -9.0% |
| YTD | -21.94% | 0.89% |
| 1Y | -19.77% | 3.43% |
| 3Y (ann.) | 18.89% | 29.96% |
| 5Y (ann.) | 18.89% | 29.96% |
| Metric | 3478762:btcusd:triple_gx:zlema120_65_35 | 3478762:BTCUSD |
|---|---|---|
| Max Drawdown | -27.32% | -28.17% |
| Longest DD Days | 353.0 | 161.0 |
| Avg. Drawdown | -5.39% | -7.33% |
| Avg. Drawdown Days | 40.0 | 25.0 |
| Recovery Factor | 1.12 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-28 | 2025-11-16 | -27.32 | 353 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-08-09 | 2024-10-26 | -6.74 | 78 |
| 2024-10-29 | 2024-11-06 | -3.99 | 8 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-11-23 | 2024-11-27 | -2.74 | 4 |
| 2024-06-25 | 2024-06-30 | -2.57 | 5 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-08-07 | 2024-08-08 | -1.61 | 1 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| Metric | 3478762:btcusd:triple_gx:zlema120_65_35 | 3478762:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.42% | -12.33% |
| Best Month | 47.28% | 37.42% |
| Worst Month | -12.41% | -17.69% |
| Best Year | 67.21% | 48.38% |
| Worst Year | -21.94% | 0.89% |
| Avg. Up Day | 1.97% | 1.99% |
| Avg. Down Day | -1.52% | -1.89% |
| Avg. Up Week | 4.68% | 5.11% |
| Avg. Down Week | -3.4% | -3.87% |
| Avg. Up Month | 8.02% | 11.77% |
| Avg. Down Month | -7.95% | -9.08% |
| Win Days % | 45.34% | 50.71% |
| Win Month % | 64.71% | 57.89% |
| Win Week % | 52.0% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |