| Metric | 12433369:btcusd:triple_med_gx:zlema205_20 | 12433369:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 28.38% | 152.42% |
| Max Drawdown | -49.29% | -66.79% |
| Sharpe | 0.39 | 0.78 |
| Sortino | 0.58 | 1.15 |
| Payoff Ratio | 1.28 | 1.11 |
| Profit Factor | 1.12 | 1.13 |
| Common Sense Ratio | 1.29 | 1.28 |
| CPC Index | 0.63 | 0.62 |
| Tail Ratio | 1.15 | 1.14 |
| Outlier Win Ratio | 18.39 | 3.45 |
| Outlier Loss Ratio | 4.02 | 3.47 |
| Volatility (ann.) | 31.87% | 54.21% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.16 | 0.47 |
| Skew | 0.07 | 0.03 |
| Kurtosis | 25.18 | 4.16 |
| Expected Daily % | 0.02% | 0.08% |
| Expected Monthly % | 0.61% | 2.28% |
| Expected Yearly % | 6.45% | 26.05% |
| Kelly Criterion | -0.28% | 4.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.71% | -4.55% |
| Expected Shortfall (cVaR) | -2.71% | -4.55% |
| Year | 12433369:BTCUSD | 12433369:btcusd:triple_med_gx:zlema205_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.48 | -44.56 | 0.74 | + |
| 2023 | 155.54 | 26.94 | 0.17 | - |
| 2024 | 121.00 | 70.66 | 0.58 | - |
| 2025 | 13.09 | 6.89 | 0.53 | - |
| Metric | 12433369:btcusd:triple_med_gx:zlema205_20 | 12433369:BTCUSD |
|---|---|---|
| MTD | 4.14% | 12.09% |
| 3M | 4.14% | 19.18% |
| 6M | 10.34% | 14.84% |
| YTD | 6.89% | 13.09% |
| 1Y | 41.17% | 54.52% |
| 3Y (ann.) | 30.35% | 53.76% |
| 5Y (ann.) | 7.66% | 31.48% |
| Metric | 12433369:btcusd:triple_med_gx:zlema205_20 | 12433369:BTCUSD |
|---|---|---|
| Max Drawdown | -49.29% | -66.79% |
| Longest DD Days | 1021.0 | 682.0 |
| Avg. Drawdown | -6.75% | -9.97% |
| Avg. Drawdown Days | 108.0 | 54.0 |
| Recovery Factor | 0.58 | 2.28 |
| Ulcer Index | 1.04 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-20 | 2024-11-06 | -49.29 | 1021 |
| 2024-12-26 | 2025-01-30 | -6.77 | 35 |
| 2025-01-31 | 2025-05-21 | -5.86 | 110 |
| 2024-12-09 | 2024-12-15 | -4.15 | 6 |
| 2024-12-20 | 2024-12-24 | -3.24 | 4 |
| 2025-05-28 | 2025-05-29 | -2.25 | 1 |
| 2024-11-30 | 2024-12-04 | -1.67 | 4 |
| 2024-11-27 | 2024-11-29 | -0.48 | 2 |
| 2022-01-13 | 2022-01-14 | -0.18 | 1 |
| 2024-12-05 | 2024-12-06 | -0.18 | 1 |
| Metric | 12433369:btcusd:triple_med_gx:zlema205_20 | 12433369:BTCUSD |
|---|---|---|
| Best Day | 14.32% | 14.52% |
| Worst Day | -15.17% | -15.42% |
| Best Week | 22.99% | 35.75% |
| Worst Week | -14.04% | -29.64% |
| Best Month | 21.53% | 43.77% |
| Worst Month | -17.79% | -37.12% |
| Best Year | 70.66% | 155.54% |
| Worst Year | -44.56% | -60.48% |
| Avg. Up Day | 2.25% | 2.28% |
| Avg. Down Day | -1.76% | -2.06% |
| Avg. Up Week | 6.04% | 7.45% |
| Avg. Down Week | -3.94% | -5.13% |
| Avg. Up Month | 8.15% | 17.05% |
| Avg. Down Month | -7.92% | -14.06% |
| Win Days % | 43.8% | 49.67% |
| Win Month % | 54.84% | 58.54% |
| Win Week % | 45.74% | 51.11% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 75.0% |