| Metric | 12433386:btcusd:triple_med_gx:zlema290_20 | 12433386:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 42.35% | 185.14% |
| Max Drawdown | -56.76% | -66.79% |
| Sharpe | 0.49 | 0.87 |
| Sortino | 0.72 | 1.29 |
| Payoff Ratio | 1.28 | 1.12 |
| Profit Factor | 1.15 | 1.14 |
| Common Sense Ratio | 1.45 | 1.33 |
| CPC Index | 0.65 | 0.63 |
| Tail Ratio | 1.27 | 1.16 |
| Outlier Win Ratio | 16.39 | 3.51 |
| Outlier Loss Ratio | 4.04 | 3.47 |
| Volatility (ann.) | 33.64% | 53.79% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.2 | 0.57 |
| Skew | -0.29 | 0.03 |
| Kurtosis | 24.78 | 4.19 |
| Expected Daily % | 0.03% | 0.09% |
| Expected Monthly % | 0.89% | 2.65% |
| Expected Yearly % | 9.23% | 29.95% |
| Kelly Criterion | 1.15% | 4.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.85% | -4.5% |
| Expected Shortfall (cVaR) | -2.85% | -4.5% |
| Year | 12433386:BTCUSD | 12433386:btcusd:triple_med_gx:zlema290_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.35 | -43.52 | 0.79 | + |
| 2023 | 155.54 | 31.60 | 0.20 | - |
| 2024 | 121.00 | 78.20 | 0.65 | - |
| 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 | 36.52% | 54.52% |
| 3Y (ann.) | 25.39% | 53.76% |
| 5Y (ann.) | 11.41% | 37.79% |
| Metric | 12433386:btcusd:triple_med_gx:zlema290_20 | 12433386:BTCUSD |
|---|---|---|
| Max Drawdown | -56.76% | -66.79% |
| Longest DD Days | 974.0 | 682.0 |
| Avg. Drawdown | -6.93% | -9.02% |
| Avg. Drawdown Days | 88.0 | 52.0 |
| Recovery Factor | 0.75 | 2.77 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-10 | 2024-11-08 | -56.76 | 974 |
| 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 |
| 2022-02-26 | 2022-02-28 | -3.76 | 2 |
| 2024-12-20 | 2024-12-24 | -3.24 | 4 |
| 2022-02-23 | 2022-02-24 | -2.60 | 1 |
| 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 |
| Metric | 12433386:btcusd:triple_med_gx:zlema290_20 | 12433386:BTCUSD |
|---|---|---|
| Best Day | 14.32% | 14.52% |
| Worst Day | -15.57% | -15.42% |
| Best Week | 22.99% | 35.75% |
| Worst Week | -19.66% | -29.64% |
| Best Month | 21.53% | 43.77% |
| Worst Month | -23.17% | -37.12% |
| Best Year | 78.2% | 155.54% |
| Worst Year | -43.52% | -55.35% |
| Avg. Up Day | 2.19% | 2.22% |
| Avg. Down Day | -1.7% | -1.98% |
| Avg. Up Week | 5.83% | 6.94% |
| Avg. Down Week | -3.9% | -5.17% |
| Avg. Up Month | 8.66% | 17.03% |
| Avg. Down Month | -10.21% | -14.74% |
| Win Days % | 44.44% | 49.49% |
| Win Month % | 59.38% | 60.0% |
| Win Week % | 49.0% | 51.15% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 75.0% | 75.0% |