| Metric | 3479356:btcusd:triple_gx:zlema120_80_45 | 3479356:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 25.39% | 64.31% |
| Max Drawdown | -47.73% | -72.75% |
| Sharpe | 0.34 | 0.5 |
| Sortino | 0.51 | 0.73 |
| Payoff Ratio | 1.22 | 1.1 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.23 | 1.18 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.14 | 1.09 |
| Outlier Win Ratio | 11.68 | 3.77 |
| Outlier Loss Ratio | 4.19 | 3.77 |
| Volatility (ann.) | 37.15% | 52.38% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.12 | 0.18 |
| Skew | 0.35 | 0.0 |
| Kurtosis | 13.93 | 4.25 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 0.46% | 1.02% |
| Expected Yearly % | 4.63% | 10.44% |
| Kelly Criterion | -0.03% | 4.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.16% | -4.44% |
| Expected Shortfall (cVaR) | -3.16% | -4.44% |
| Year | 3479356:BTCUSD | 3479356:btcusd:triple_gx:zlema120_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -38.12 | 0.59 | + |
| 2023 | 155.54 | 87.85 | 0.56 | - |
| 2024 | 121.00 | 46.08 | 0.38 | - |
| 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.) | 27.23% | 77.28% |
| 5Y (ann.) | 5.87% | 13.33% |
| Metric | 3479356:btcusd:triple_gx:zlema120_80_45 | 3479356:BTCUSD |
|---|---|---|
| Max Drawdown | -47.73% | -72.75% |
| Longest DD Days | 668.0 | 820.0 |
| Avg. Drawdown | -8.52% | -10.87% |
| Avg. Drawdown Days | 93.0 | 67.0 |
| Recovery Factor | 0.53 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-10-24 | -47.73 | 668 |
| 2024-11-23 | 2025-11-16 | -33.56 | 358 |
| 2023-11-11 | 2024-07-20 | -18.04 | 252 |
| 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 |
| 2023-11-02 | 2023-11-08 | -2.00 | 6 |
| 2023-10-26 | 2023-10-29 | -1.74 | 3 |
| 2024-08-07 | 2024-08-08 | -1.61 | 1 |
| Metric | 3479356:btcusd:triple_gx:zlema120_80_45 | 3479356: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 | 27.76% | 43.77% |
| Worst Month | -16.68% | -37.12% |
| Best Year | 87.85% | 155.54% |
| Worst Year | -38.12% | -64.22% |
| Avg. Up Day | 2.12% | 2.13% |
| Avg. Down Day | -1.74% | -1.94% |
| Avg. Up Week | 4.89% | 6.37% |
| Avg. Down Week | -3.98% | -4.94% |
| Avg. Up Month | 8.17% | 13.94% |
| Avg. Down Month | -6.56% | -12.49% |
| Win Days % | 45.06% | 49.65% |
| Win Month % | 51.16% | 55.1% |
| Win Week % | 48.06% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |