| Metric | 3479173:btcusd:triple_gx:zlema120_95_40 | 3479173:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 67.89% | 58.16% |
| Max Drawdown | -57.53% | -72.75% |
| Sharpe | 0.53 | 0.48 |
| Sortino | 0.8 | 0.7 |
| Payoff Ratio | 1.27 | 1.13 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.32 | 1.17 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.17 | 1.09 |
| Outlier Win Ratio | 11.95 | 4.08 |
| Outlier Loss Ratio | 4.1 | 3.76 |
| Volatility (ann.) | 38.36% | 52.32% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.24 | 0.17 |
| Skew | 0.44 | 0.01 |
| Kurtosis | 13.03 | 4.21 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 1.04% | 0.92% |
| Expected Yearly % | 10.92% | 9.6% |
| Kelly Criterion | 2.53% | 4.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.25% | -4.44% |
| Expected Shortfall (cVaR) | -3.25% | -4.44% |
| Year | 3479173:BTCUSD | 3479173:btcusd:triple_gx:zlema120_95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -52.01 | 0.81 | + |
| 2023 | 155.54 | 135.28 | 0.87 | - |
| 2024 | 121.00 | 107.64 | 0.89 | - |
| 2025 | -2.89 | -27.48 | 9.50 | - |
| Metric | 3479173:btcusd:triple_gx:zlema120_95_40 | 3479173:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.3% |
| 3M | -13.12% | -17.75% |
| 6M | -26.09% | -14.17% |
| YTD | -27.48% | -2.89% |
| 1Y | -26.95% | -9.28% |
| 3Y (ann.) | 52.39% | 75.17% |
| 5Y (ann.) | 13.72% | 12.05% |
| Metric | 3479173:btcusd:triple_gx:zlema120_95_40 | 3479173:BTCUSD |
|---|---|---|
| Max Drawdown | -57.53% | -72.75% |
| Longest DD Days | 684.0 | 820.0 |
| Avg. Drawdown | -7.48% | -11.23% |
| Avg. Drawdown Days | 67.0 | 68.0 |
| Recovery Factor | 1.18 | 0.8 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-11-09 | -57.53 | 684 |
| 2025-03-03 | 2025-12-08 | -32.96 | 280 |
| 2024-01-09 | 2024-07-15 | -18.01 | 188 |
| 2025-01-22 | 2025-03-02 | -9.45 | 39 |
| 2024-11-23 | 2025-01-21 | -7.17 | 59 |
| 2024-08-09 | 2024-08-23 | -6.74 | 14 |
| 2023-11-11 | 2023-12-20 | -4.66 | 39 |
| 2024-07-22 | 2024-08-06 | -4.11 | 15 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2023-12-23 | 2024-01-04 | -2.79 | 12 |
| Metric | 3479173:btcusd:triple_gx:zlema120_95_40 | 3479173: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 | 36.64% | 43.77% |
| Worst Month | -16.68% | -37.12% |
| Best Year | 135.28% | 155.54% |
| Worst Year | -52.01% | -64.22% |
| Avg. Up Day | 2.21% | 2.22% |
| Avg. Down Day | -1.75% | -1.97% |
| Avg. Up Week | 5.53% | 6.27% |
| Avg. Down Week | -3.67% | -5.59% |
| Avg. Up Month | 11.21% | 13.56% |
| Avg. Down Month | -8.22% | -14.15% |
| Win Days % | 45.52% | 49.52% |
| Win Month % | 52.38% | 56.0% |
| Win Week % | 45.59% | 50.0% |
| Win Quarter % | 52.94% | 47.06% |
| Win Year % | 40.0% | 40.0% |