| Metric | 3478816:btcusd:triple_gx:zlema120_75_35 | 3478816:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 39.81% | 64.31% |
| Max Drawdown | -59.13% | -72.75% |
| Sharpe | 0.41 | 0.5 |
| Sortino | 0.62 | 0.73 |
| Payoff Ratio | 1.17 | 1.02 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.24 | 1.18 |
| CPC Index | 0.61 | 0.55 |
| Tail Ratio | 1.12 | 1.09 |
| Outlier Win Ratio | 12.64 | 3.96 |
| Outlier Loss Ratio | 3.91 | 3.78 |
| Volatility (ann.) | 37.57% | 52.38% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.15 | 0.18 |
| Skew | 0.35 | 0.0 |
| Kurtosis | 14.07 | 4.25 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 0.69% | 1.02% |
| Expected Yearly % | 6.93% | 10.44% |
| Kelly Criterion | 1.75% | 0.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.19% | -4.44% |
| Expected Shortfall (cVaR) | -3.19% | -4.44% |
| Year | 3478816:BTCUSD | 3478816:btcusd:triple_gx:zlema120_75_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -53.13 | 0.83 | + |
| 2023 | 155.54 | 107.12 | 0.69 | - |
| 2024 | 121.00 | 60.05 | 0.50 | - |
| 2025 | 0.89 | -8.88 | -9.99 | - |
| Metric | 3478816:btcusd:triple_gx:zlema120_75_35 | 3478816:BTCUSD |
|---|---|---|
| MTD | -0.18% | -14.03% |
| 3M | -11.37% | -19.8% |
| 6M | -8.57% | -9.0% |
| YTD | -8.88% | 0.89% |
| 1Y | -10.61% | 3.43% |
| 3Y (ann.) | 43.19% | 77.28% |
| 5Y (ann.) | 8.81% | 13.33% |
| Metric | 3478816:btcusd:triple_gx:zlema120_75_35 | 3478816:BTCUSD |
|---|---|---|
| Max Drawdown | -59.13% | -72.75% |
| Longest DD Days | 937.0 | 820.0 |
| Avg. Drawdown | -11.32% | -10.87% |
| Avg. Drawdown Days | 128.0 | 67.0 |
| Recovery Factor | 0.67 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2024-07-19 | -59.13 | 937 |
| 2025-06-30 | 2025-11-16 | -23.67 | 139 |
| 2024-11-23 | 2025-06-29 | -20.07 | 218 |
| 2024-08-09 | 2024-10-26 | -6.74 | 78 |
| 2024-07-22 | 2024-08-08 | -4.46 | 17 |
| 2024-10-29 | 2024-11-06 | -3.99 | 8 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-11-12 | 2024-11-13 | -0.83 | 1 |
| 2021-12-22 | 2021-12-23 | -0.64 | 1 |
| Metric | 3478816:btcusd:triple_gx:zlema120_75_35 | 3478816:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -15.17% | -15.42% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -18.8% | -29.64% |
| Best Month | 37.39% | 43.77% |
| Worst Month | -23.08% | -37.12% |
| Best Year | 107.12% | 155.54% |
| Worst Year | -53.13% | -64.22% |
| Avg. Up Day | 2.14% | 2.15% |
| Avg. Down Day | -1.84% | -2.11% |
| Avg. Up Week | 5.3% | 6.53% |
| Avg. Down Week | -4.04% | -5.27% |
| Avg. Up Month | 9.74% | 14.52% |
| Avg. Down Month | -7.49% | -13.97% |
| Win Days % | 47.06% | 49.65% |
| Win Month % | 51.16% | 55.1% |
| Win Week % | 46.77% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |