| Metric | 3479419:btcusd:triple_gx:zlema120_95_45 | 3479419:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 12.36% | 49.7% |
| Max Drawdown | -29.24% | -28.17% |
| Sharpe | 0.39 | 0.8 |
| Sortino | 0.62 | 1.23 |
| Payoff Ratio | 1.19 | 1.11 |
| Profit Factor | 1.09 | 1.12 |
| Common Sense Ratio | 1.28 | 1.24 |
| CPC Index | 0.6 | 0.63 |
| Tail Ratio | 1.18 | 1.1 |
| Outlier Win Ratio | 11.73 | 3.63 |
| Outlier Loss Ratio | 3.64 | 3.14 |
| Volatility (ann.) | 31.7% | 45.66% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.27 | 1.06 |
| Skew | 1.07 | 0.52 |
| Kurtosis | 12.34 | 2.82 |
| Expected Daily % | 0.02% | 0.07% |
| Expected Monthly % | 0.62% | 2.15% |
| Expected Yearly % | 6.0% | 22.35% |
| Kelly Criterion | 0.32% | 6.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.7% | -3.83% |
| Expected Shortfall (cVaR) | -2.7% | -3.83% |
| Year | 3479419:BTCUSD | 3479419:btcusd:triple_gx:zlema120_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 45.65 | 0.94 | - |
| 2025 | 0.89 | -22.86 | -25.72 | - |
| Metric | 3479419:btcusd:triple_gx:zlema120_95_45 | 3479419:BTCUSD |
|---|---|---|
| MTD | 0.24% | -14.03% |
| 3M | -8.18% | -19.8% |
| 6M | -13.05% | -9.0% |
| YTD | -22.86% | 0.89% |
| 1Y | -19.68% | 3.43% |
| 3Y (ann.) | 7.86% | 29.96% |
| 5Y (ann.) | 7.86% | 29.96% |
| Metric | 3479419:btcusd:triple_gx:zlema120_95_45 | 3479419:BTCUSD |
|---|---|---|
| Max Drawdown | -29.24% | -28.17% |
| Longest DD Days | 325.0 | 161.0 |
| Avg. Drawdown | -6.67% | -7.33% |
| Avg. Drawdown Days | 40.0 | 25.0 |
| Recovery Factor | 0.42 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-11-16 | -29.24 | 325 |
| 2024-07-29 | 2024-08-23 | -15.01 | 25 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-11-23 | 2024-12-24 | -7.17 | 31 |
| 2024-08-26 | 2024-11-06 | -5.70 | 72 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-11-12 | 2024-11-13 | -0.83 | 1 |
| Metric | 3479419:btcusd:triple_gx:zlema120_95_45 | 3479419: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 | 40.06% | 37.42% |
| Worst Month | -13.34% | -17.69% |
| Best Year | 45.65% | 48.38% |
| Worst Year | -22.86% | 0.89% |
| Avg. Up Day | 1.83% | 1.84% |
| Avg. Down Day | -1.53% | -1.66% |
| Avg. Up Week | 4.93% | 5.85% |
| Avg. Down Week | -2.95% | -4.09% |
| Avg. Up Month | 11.14% | 11.6% |
| Avg. Down Month | -6.88% | -6.69% |
| Win Days % | 45.79% | 50.71% |
| Win Month % | 53.33% | 57.89% |
| Win Week % | 44.9% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |