| Metric | 12436829:btcusd:triple_med_gx:zlema190_35 | 12436829:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 211.52% | 1,337.97% |
| Max Drawdown | -29.52% | -74.89% |
| Sharpe | 4.61 | 5.13 |
| Sortino | 11.32 | 11.13 |
| Payoff Ratio | 3.11 | 0.88 |
| Profit Factor | 2.68 | 2.4 |
| Common Sense Ratio | 4.56 | 6.52 |
| CPC Index | 2.95 | 1.3 |
| Tail Ratio | 1.7 | 2.72 |
| Outlier Win Ratio | 6.37 | 3.55 |
| Outlier Loss Ratio | 15.41 | 2.69 |
| Volatility (ann.) | 119.4% | 305.96% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.92 | 1.01 |
| Skew | 2.04 | 1.23 |
| Kurtosis | 8.03 | 4.72 |
| Expected Daily % | 1.33% | 3.15% |
| Expected Monthly % | 2.88% | 6.89% |
| Expected Yearly % | 20.85% | 55.94% |
| Kelly Criterion | 14.5% | 17.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.77% | -22.05% |
| Expected Shortfall (cVaR) | -8.77% | -22.05% |
| Year | 12436829:BTCUSD | 12436829:btcusd:triple_med_gx:zlema190_35 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 220.92 | 36.71 | 0.17 | - |
| 2021 | 157.01 | 18.00 | 0.11 | - |
| 2022 | -71.20 | -18.43 | 0.26 | + |
| 2023 | 154.64 | 20.55 | 0.13 | - |
| 2024 | 126.30 | 95.59 | 0.76 | - |
| 2025 | 5.04 | 0.40 | 0.08 | - |
| Metric | 12436829:btcusd:triple_med_gx:zlema190_35 | 12436829:BTCUSD |
|---|---|---|
| MTD | 0.4% | 5.04% |
| 3M | 39.45% | 68.68% |
| 6M | 39.2% | 60.28% |
| YTD | 0.4% | 5.04% |
| 1Y | 96.38% | 137.71% |
| 3Y (ann.) | 26.38% | 21.86% |
| 5Y (ann.) | 27.16% | 75.72% |
| Metric | 12436829:btcusd:triple_med_gx:zlema190_35 | 12436829:BTCUSD |
|---|---|---|
| Max Drawdown | -29.52% | -74.89% |
| Longest DD Days | 923.0 | 852.0 |
| Avg. Drawdown | -3.34% | -19.96% |
| Avg. Drawdown Days | 94.0 | 164.0 |
| Recovery Factor | 7.16 | 17.87 |
| Ulcer Index | 1.04 | 0.96 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-08-19 | 2024-02-28 | -29.52 | 923 |
| 2020-08-11 | 2020-12-17 | -11.20 | 128 |
| 2024-04-03 | 2024-10-15 | -3.81 | 195 |
| 2024-12-19 | 2025-01-06 | -3.59 | 18 |
| 2021-01-15 | 2021-02-03 | -0.18 | 19 |
| 2024-03-16 | 2024-03-31 | -0.18 | 15 |
| 2024-11-05 | 2024-11-07 | -0.18 | 2 |
| 2024-11-26 | 2024-12-17 | -0.18 | 21 |
| 2020-07-17 | 2020-07-23 | -0.18 | 6 |
| 2021-02-25 | 2021-03-10 | -0.18 | 13 |
| Metric | 12436829:btcusd:triple_med_gx:zlema190_35 | 12436829:BTCUSD |
|---|---|---|
| Best Day | 32.7% | 68.87% |
| Worst Day | -12.28% | -42.67% |
| Best Week | 32.7% | 68.87% |
| Worst Week | -12.28% | -41.09% |
| Best Month | 32.7% | 68.87% |
| Worst Month | -12.44% | -48.47% |
| Best Year | 95.59% | 220.92% |
| Worst Year | -18.43% | -71.2% |
| Avg. Up Day | 6.89% | 7.08% |
| Avg. Down Day | -2.21% | -8.01% |
| Avg. Up Week | 7.87% | 8.68% |
| Avg. Down Week | -2.75% | -6.06% |
| Avg. Up Month | 11.17% | 16.73% |
| Avg. Down Month | -6.4% | -10.03% |
| Win Days % | 35.29% | 61.18% |
| Win Month % | 55.0% | 60.0% |
| Win Week % | 41.43% | 60.0% |
| Win Quarter % | 57.89% | 63.16% |
| Win Year % | 83.33% | 83.33% |