| Metric | 3478879:btcusd:triple_gx:zlema140_90_35 | 3478879:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 57.5% | 86.45% |
| Max Drawdown | -53.41% | -69.0% |
| Sharpe | 0.49 | 0.57 |
| Sortino | 0.74 | 0.83 |
| Payoff Ratio | 1.19 | 1.06 |
| Profit Factor | 1.12 | 1.09 |
| Common Sense Ratio | 1.26 | 1.22 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.13 | 1.12 |
| Outlier Win Ratio | 12.41 | 4.1 |
| Outlier Loss Ratio | 3.96 | 3.81 |
| Volatility (ann.) | 38.42% | 52.31% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.23 | 0.25 |
| Skew | 0.36 | 0.02 |
| Kurtosis | 13.21 | 4.28 |
| Expected Daily % | 0.03% | 0.04% |
| Expected Monthly % | 0.95% | 1.31% |
| Expected Yearly % | 9.51% | 13.27% |
| Kelly Criterion | 2.23% | 2.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.26% | -4.42% |
| Expected Shortfall (cVaR) | -3.26% | -4.42% |
| Year | 3478879:BTCUSD | 3478879:btcusd:triple_gx:zlema140_90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -8.55 | -4.10 | 0.48 | + |
| 2022 | -64.22 | -49.47 | 0.77 | + |
| 2023 | 155.54 | 154.21 | 0.99 | - |
| 2024 | 121.00 | 60.82 | 0.50 | - |
| 2025 | 0.89 | -20.49 | -23.06 | - |
| Metric | 3478879:btcusd:triple_gx:zlema140_90_35 | 3478879:BTCUSD |
|---|---|---|
| MTD | 0.74% | -14.03% |
| 3M | -10.53% | -19.8% |
| 6M | -20.73% | -9.0% |
| YTD | -20.49% | 0.89% |
| 1Y | -17.32% | 3.43% |
| 3Y (ann.) | 46.64% | 77.28% |
| 5Y (ann.) | 12.21% | 17.12% |
| Metric | 3478879:btcusd:triple_gx:zlema140_90_35 | 3478879:BTCUSD |
|---|---|---|
| Max Drawdown | -53.41% | -69.0% |
| Longest DD Days | 683.0 | 781.0 |
| Avg. Drawdown | -7.41% | -9.86% |
| Avg. Drawdown Days | 66.0 | 58.0 |
| Recovery Factor | 1.08 | 1.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-09 | 2023-10-23 | -53.41 | 683 |
| 2024-12-21 | 2025-11-16 | -31.31 | 330 |
| 2024-03-12 | 2024-07-15 | -14.15 | 125 |
| 2024-01-09 | 2024-03-11 | -13.80 | 62 |
| 2024-07-22 | 2024-08-08 | -10.52 | 17 |
| 2024-11-23 | 2024-12-11 | -7.17 | 18 |
| 2024-08-09 | 2024-11-06 | -6.74 | 89 |
| 2023-12-15 | 2023-12-20 | -3.90 | 5 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2023-11-02 | 2023-11-08 | -2.00 | 6 |
| Metric | 3478879:btcusd:triple_gx:zlema140_90_35 | 3478879: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 | 40.01% | 43.77% |
| Worst Month | -23.08% | -37.12% |
| Best Year | 154.21% | 155.54% |
| Worst Year | -49.47% | -64.22% |
| Avg. Up Day | 2.18% | 2.19% |
| Avg. Down Day | -1.83% | -2.06% |
| Avg. Up Week | 5.04% | 6.25% |
| Avg. Down Week | -3.85% | -5.37% |
| Avg. Up Month | 10.41% | 13.17% |
| Avg. Down Month | -7.0% | -12.03% |
| Win Days % | 46.84% | 49.65% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 50.38% | 50.0% |
| Win Quarter % | 52.94% | 47.06% |
| Win Year % | 40.0% | 60.0% |