| Metric | 3479360:btcusd:triple_gx:zlema140_80_45 | 3479360:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 44.49% | 86.45% |
| Max Drawdown | -41.47% | -69.0% |
| Sharpe | 0.44 | 0.57 |
| Sortino | 0.66 | 0.83 |
| Payoff Ratio | 1.24 | 1.11 |
| Profit Factor | 1.11 | 1.09 |
| Common Sense Ratio | 1.26 | 1.22 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.14 | 1.12 |
| Outlier Win Ratio | 12.49 | 3.97 |
| Outlier Loss Ratio | 4.06 | 3.74 |
| Volatility (ann.) | 37.21% | 52.31% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.24 | 0.25 |
| Skew | 0.42 | 0.02 |
| Kurtosis | 14.2 | 4.28 |
| Expected Daily % | 0.03% | 0.04% |
| Expected Monthly % | 0.77% | 1.31% |
| Expected Yearly % | 7.64% | 13.27% |
| Kelly Criterion | 1.79% | 4.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.16% | -4.42% |
| Expected Shortfall (cVaR) | -3.16% | -4.42% |
| Year | 3479360:BTCUSD | 3479360:btcusd:triple_gx:zlema140_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -8.55 | -0.80 | 0.09 | + |
| 2022 | -64.22 | -34.95 | 0.54 | + |
| 2023 | 155.54 | 93.78 | 0.60 | - |
| 2024 | 121.00 | 42.09 | 0.35 | - |
| 2025 | 0.89 | -18.67 | -21.01 | - |
| Metric | 3479360:btcusd:triple_gx:zlema140_80_45 | 3479360:BTCUSD |
|---|---|---|
| MTD | 0.24% | -14.03% |
| 3M | -10.96% | -19.8% |
| 6M | -10.97% | -9.0% |
| YTD | -18.67% | 0.89% |
| 1Y | -18.94% | 3.43% |
| 3Y (ann.) | 30.98% | 77.28% |
| 5Y (ann.) | 9.79% | 17.12% |
| Metric | 3479360:btcusd:triple_gx:zlema140_80_45 | 3479360:BTCUSD |
|---|---|---|
| Max Drawdown | -41.47% | -69.0% |
| Longest DD Days | 659.0 | 781.0 |
| Avg. Drawdown | -7.37% | -9.86% |
| Avg. Drawdown Days | 82.0 | 58.0 |
| Recovery Factor | 1.07 | 1.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-02 | 2023-10-23 | -41.47 | 659 |
| 2024-11-23 | 2025-11-16 | -27.74 | 358 |
| 2024-01-05 | 2024-07-19 | -17.80 | 196 |
| 2023-11-11 | 2024-01-02 | -7.10 | 52 |
| 2024-08-26 | 2024-11-11 | -6.92 | 77 |
| 2024-08-09 | 2024-08-23 | -6.74 | 14 |
| 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 |
| 2021-12-31 | 2022-01-01 | -1.97 | 1 |
| Metric | 3479360:btcusd:triple_gx:zlema140_80_45 | 3479360: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 | 25.32% | 43.77% |
| Worst Month | -16.68% | -37.12% |
| Best Year | 93.78% | 155.54% |
| Worst Year | -34.95% | -64.22% |
| Avg. Up Day | 2.16% | 2.17% |
| Avg. Down Day | -1.74% | -1.96% |
| Avg. Up Week | 4.85% | 6.26% |
| Avg. Down Week | -4.05% | -5.14% |
| Avg. Up Month | 8.91% | 13.92% |
| Avg. Down Month | -6.57% | -11.64% |
| Win Days % | 45.63% | 49.65% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 51.61% | 50.0% |
| Win Quarter % | 50.0% | 47.06% |
| Win Year % | 40.0% | 60.0% |