| Metric | 12433386:btcusd:triple_med_gx:zlema290_20 | 12433386:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 37.98% | 55.9% |
| Max Drawdown | -8.46% | -28.17% |
| Sharpe | 1.84 | 1.14 |
| Sortino | 3.64 | 1.8 |
| Payoff Ratio | 1.92 | 1.75 |
| Profit Factor | 1.87 | 1.18 |
| Common Sense Ratio | 4.95 | 1.32 |
| CPC Index | 1.64 | 1.05 |
| Tail Ratio | 2.65 | 1.12 |
| Outlier Win Ratio | 27.73 | 3.17 |
| Outlier Loss Ratio | 4.39 | 2.47 |
| Volatility (ann.) | 18.49% | 49.74% |
| R^2 | 0.14 | 0.14 |
| Calmar | 4.53 | 2.0 |
| Skew | 2.88 | 0.52 |
| Kurtosis | 25.76 | 2.46 |
| Expected Daily % | 0.09% | 0.12% |
| Expected Monthly % | 2.72% | 3.77% |
| Expected Yearly % | 17.47% | 24.86% |
| Kelly Criterion | 17.73% | 22.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -4.13% |
| Expected Shortfall (cVaR) | -1.5% | -4.13% |
| Year | 12433386:BTCUSD | 12433386:btcusd:triple_med_gx:zlema290_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 28.39 | 0.75 | - |
| 2025 | 13.09 | 7.47 | 0.57 | - |
| Metric | 12433386:btcusd:triple_med_gx:zlema290_20 | 12433386:BTCUSD |
|---|---|---|
| MTD | 3.23% | 12.09% |
| 3M | 3.23% | 19.18% |
| 6M | 10.94% | 14.84% |
| YTD | 7.47% | 13.09% |
| 1Y | 37.98% | 55.9% |
| 3Y (ann.) | 38.35% | 56.47% |
| 5Y (ann.) | 38.35% | 56.47% |
| Metric | 12433386:btcusd:triple_med_gx:zlema290_20 | 12433386:BTCUSD |
|---|---|---|
| Max Drawdown | -8.46% | -28.17% |
| Longest DD Days | 118.0 | 145.0 |
| Avg. Drawdown | -2.45% | -7.43% |
| Avg. Drawdown Days | 14.0 | 25.0 |
| Recovery Factor | 4.49 | 1.98 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-05-29 | -8.46 | 118 |
| 2024-12-26 | 2025-01-14 | -6.77 | 19 |
| 2024-12-09 | 2024-12-15 | -4.15 | 6 |
| 2024-12-20 | 2024-12-24 | -3.24 | 4 |
| 2024-10-25 | 2024-10-28 | -2.34 | 3 |
| 2024-11-30 | 2024-12-04 | -1.67 | 4 |
| 2025-01-16 | 2025-01-29 | -1.62 | 13 |
| 2024-11-27 | 2024-11-29 | -0.48 | 2 |
| 2024-12-05 | 2024-12-06 | -0.18 | 1 |
| 2024-10-23 | 2024-10-24 | -0.18 | 1 |
| Metric | 12433386:btcusd:triple_med_gx:zlema290_20 | 12433386:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 11.89% |
| Worst Day | -3.98% | -8.6% |
| Best Week | 9.96% | 18.93% |
| Worst Week | -5.91% | -12.33% |
| Best Month | 14.72% | 37.42% |
| Worst Month | -5.91% | -17.69% |
| Best Year | 28.39% | 37.85% |
| Worst Year | 7.47% | 13.09% |
| Avg. Up Day | 2.15% | 2.18% |
| Avg. Down Day | -1.12% | -1.25% |
| Avg. Up Week | 6.17% | 6.36% |
| Avg. Down Week | -2.2% | -3.02% |
| Avg. Up Month | 9.35% | 17.53% |
| Avg. Down Month | -5.91% | -17.69% |
| Win Days % | 45.95% | 50.83% |
| Win Month % | 83.33% | 58.33% |
| Win Week % | 55.56% | 54.72% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |