| Metric | 3479378:btcusd:triple_gx:zlema120_85_45 | 3479378:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 16.96% | 49.7% |
| Max Drawdown | -30.97% | -28.17% |
| Sharpe | 0.49 | 0.8 |
| Sortino | 0.77 | 1.23 |
| Payoff Ratio | 1.29 | 1.15 |
| Profit Factor | 1.12 | 1.12 |
| Common Sense Ratio | 1.24 | 1.24 |
| CPC Index | 0.64 | 0.66 |
| Tail Ratio | 1.11 | 1.1 |
| Outlier Win Ratio | 12.31 | 3.54 |
| Outlier Loss Ratio | 3.75 | 3.0 |
| Volatility (ann.) | 29.91% | 45.66% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.35 | 1.06 |
| Skew | 1.14 | 0.52 |
| Kurtosis | 13.5 | 2.82 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 0.83% | 2.15% |
| Expected Yearly % | 8.15% | 22.35% |
| Kelly Criterion | 0.73% | 7.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.54% | -3.83% |
| Expected Shortfall (cVaR) | -2.54% | -3.83% |
| Year | 3479378:BTCUSD | 3479378:btcusd:triple_gx:zlema120_85_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 55.42 | 1.15 | + |
| 2025 | 0.89 | -24.74 | -27.84 | - |
| Metric | 3479378:btcusd:triple_gx:zlema120_85_45 | 3479378:BTCUSD |
|---|---|---|
| MTD | 0.24% | -14.03% |
| 3M | -9.96% | -19.8% |
| 6M | -15.73% | -9.0% |
| YTD | -24.74% | 0.89% |
| 1Y | -21.96% | 3.43% |
| 3Y (ann.) | 10.71% | 29.96% |
| 5Y (ann.) | 10.71% | 29.96% |
| Metric | 3479378:btcusd:triple_gx:zlema120_85_45 | 3479378:BTCUSD |
|---|---|---|
| Max Drawdown | -30.97% | -28.17% |
| Longest DD Days | 325.0 | 161.0 |
| Avg. Drawdown | -5.77% | -7.33% |
| Avg. Drawdown Days | 37.0 | 25.0 |
| Recovery Factor | 0.55 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-11-16 | -30.97 | 325 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-11-23 | 2024-12-24 | -7.17 | 31 |
| 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 |
| Metric | 3479378:btcusd:triple_gx:zlema120_85_45 | 3479378: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 | 27.99% | 37.42% |
| Worst Month | -13.5% | -17.69% |
| Best Year | 55.42% | 48.38% |
| Worst Year | -24.74% | 0.89% |
| Avg. Up Day | 1.86% | 1.88% |
| Avg. Down Day | -1.44% | -1.63% |
| Avg. Up Week | 4.17% | 5.64% |
| Avg. Down Week | -3.08% | -3.96% |
| Avg. Up Month | 7.76% | 12.02% |
| Avg. Down Month | -7.25% | -6.69% |
| Win Days % | 44.06% | 50.71% |
| Win Month % | 56.25% | 57.89% |
| Win Week % | 50.0% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |