| Metric | 3478962:btcusd:triple_gx:zlema120_50_40 | 3478962:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 57.27% | 49.7% |
| Max Drawdown | -22.75% | -28.17% |
| Sharpe | 1.09 | 0.8 |
| Sortino | 1.84 | 1.23 |
| Payoff Ratio | 1.38 | 1.14 |
| Profit Factor | 1.3 | 1.12 |
| Common Sense Ratio | 1.83 | 1.24 |
| CPC Index | 0.84 | 0.65 |
| Tail Ratio | 1.41 | 1.1 |
| Outlier Win Ratio | 12.34 | 3.59 |
| Outlier Loss Ratio | 3.67 | 3.13 |
| Volatility (ann.) | 31.23% | 45.66% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.5 | 1.06 |
| Skew | 1.49 | 0.52 |
| Kurtosis | 14.2 | 2.82 |
| Expected Daily % | 0.08% | 0.07% |
| Expected Monthly % | 2.41% | 2.15% |
| Expected Yearly % | 25.41% | 22.35% |
| Kelly Criterion | 8.13% | 7.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.59% | -3.83% |
| Expected Shortfall (cVaR) | -2.59% | -3.83% |
| Year | 3478962:BTCUSD | 3478962:btcusd:triple_gx:zlema120_50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 96.24 | 1.99 | + |
| 2025 | 0.89 | -19.86 | -22.34 | - |
| Metric | 3478962:btcusd:triple_gx:zlema120_50_40 | 3478962:BTCUSD |
|---|---|---|
| MTD | -6.93% | -14.03% |
| 3M | -17.88% | -19.8% |
| 6M | -14.57% | -9.0% |
| YTD | -19.86% | 0.89% |
| 1Y | -11.09% | 3.43% |
| 3Y (ann.) | 34.19% | 29.96% |
| 5Y (ann.) | 34.19% | 29.96% |
| Metric | 3478962:btcusd:triple_gx:zlema120_50_40 | 3478962:BTCUSD |
|---|---|---|
| Max Drawdown | -22.75% | -28.17% |
| Longest DD Days | 298.0 | 161.0 |
| Avg. Drawdown | -4.05% | -7.33% |
| Avg. Drawdown Days | 28.0 | 25.0 |
| Recovery Factor | 2.52 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-11-16 | -22.75 | 298 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-08-09 | 2024-10-15 | -6.74 | 67 |
| 2024-11-23 | 2024-12-15 | -6.43 | 22 |
| 2024-07-22 | 2024-08-08 | -5.14 | 17 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-12-21 | 2024-12-24 | -3.07 | 3 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-10-30 | 2024-11-06 | -0.91 | 7 |
| Metric | 3478962:btcusd:triple_gx:zlema120_50_40 | 3478962:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.25% | -12.33% |
| Best Month | 33.55% | 37.42% |
| Worst Month | -8.73% | -17.69% |
| Best Year | 96.24% | 48.38% |
| Worst Year | -19.86% | 0.89% |
| Avg. Up Day | 2.06% | 2.08% |
| Avg. Down Day | -1.5% | -1.83% |
| Avg. Up Week | 5.39% | 5.8% |
| Avg. Down Week | -3.11% | -4.56% |
| Avg. Up Month | 10.92% | 12.22% |
| Avg. Down Month | -6.04% | -8.85% |
| Win Days % | 46.81% | 50.71% |
| Win Month % | 56.25% | 57.89% |
| Win Week % | 50.98% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |