| Metric | 3479356:btcusd:triple_gx:zlema120_80_45 | 3479356:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 11.7% | 49.7% |
| Max Drawdown | -33.56% | -28.17% |
| Sharpe | 0.39 | 0.8 |
| Sortino | 0.61 | 1.23 |
| Payoff Ratio | 1.3 | 1.16 |
| Profit Factor | 1.09 | 1.12 |
| Common Sense Ratio | 1.2 | 1.24 |
| CPC Index | 0.61 | 0.66 |
| Tail Ratio | 1.09 | 1.1 |
| Outlier Win Ratio | 12.37 | 3.54 |
| Outlier Loss Ratio | 3.71 | 2.94 |
| Volatility (ann.) | 29.79% | 45.66% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.22 | 1.06 |
| Skew | 1.18 | 0.52 |
| Kurtosis | 13.72 | 2.82 |
| Expected Daily % | 0.02% | 0.07% |
| Expected Monthly % | 0.58% | 2.15% |
| Expected Yearly % | 5.69% | 22.35% |
| Kelly Criterion | -0.75% | 8.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.53% | -3.83% |
| Expected Shortfall (cVaR) | -2.53% | -3.83% |
| Year | 3479356:BTCUSD | 3479356:btcusd:triple_gx:zlema120_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 49.38 | 1.02 | + |
| 2025 | 0.89 | -25.22 | -28.38 | - |
| Metric | 3479356:btcusd:triple_gx:zlema120_80_45 | 3479356:BTCUSD |
|---|---|---|
| MTD | 0.24% | -14.03% |
| 3M | -9.77% | -19.8% |
| 6M | -13.98% | -9.0% |
| YTD | -25.22% | 0.89% |
| 1Y | -25.47% | 3.43% |
| 3Y (ann.) | 7.45% | 29.96% |
| 5Y (ann.) | 7.45% | 29.96% |
| Metric | 3479356:btcusd:triple_gx:zlema120_80_45 | 3479356:BTCUSD |
|---|---|---|
| Max Drawdown | -33.56% | -28.17% |
| Longest DD Days | 358.0 | 161.0 |
| Avg. Drawdown | -5.87% | -7.33% |
| Avg. Drawdown Days | 40.0 | 25.0 |
| Recovery Factor | 0.35 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-16 | -33.56 | 358 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-08-09 | 2024-08-23 | -6.74 | 14 |
| 2024-08-26 | 2024-11-10 | -5.70 | 76 |
| 2024-07-22 | 2024-08-06 | -4.11 | 15 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 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 |
| 2024-11-12 | 2024-11-13 | -0.83 | 1 |
| Metric | 3479356:btcusd:triple_gx:zlema120_80_45 | 3479356:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.13% | -12.33% |
| Best Month | 27.76% | 37.42% |
| Worst Month | -9.78% | -17.69% |
| Best Year | 49.38% | 48.38% |
| Worst Year | -25.22% | 0.89% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.44% | -1.62% |
| Avg. Up Week | 4.42% | 6.19% |
| Avg. Down Week | -3.02% | -4.36% |
| Avg. Up Month | 7.18% | 12.02% |
| Avg. Down Month | -7.29% | -6.69% |
| Win Days % | 43.13% | 50.71% |
| Win Month % | 56.25% | 57.89% |
| Win Week % | 44.23% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |