| Metric | 12436998:btcusd:triple_med_gx:zlema185_35 | 12436998:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 12.29% | 55.9% |
| Max Drawdown | -12.73% | -28.17% |
| Sharpe | 0.72 | 1.14 |
| Sortino | 1.24 | 1.8 |
| Payoff Ratio | 1.46 | 1.35 |
| Profit Factor | 1.28 | 1.18 |
| Common Sense Ratio | 1.4 | 1.32 |
| CPC Index | 0.84 | 0.81 |
| Tail Ratio | 1.1 | 1.12 |
| Outlier Win Ratio | 33.14 | 3.14 |
| Outlier Loss Ratio | 3.63 | 2.55 |
| Volatility (ann.) | 18.4% | 49.74% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.97 | 2.0 |
| Skew | 2.35 | 0.52 |
| Kurtosis | 28.46 | 2.46 |
| Expected Daily % | 0.03% | 0.12% |
| Expected Monthly % | 0.97% | 3.77% |
| Expected Yearly % | 5.97% | 24.86% |
| Kelly Criterion | 7.33% | 14.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -4.13% |
| Expected Shortfall (cVaR) | -1.55% | -4.13% |
| Year | 12436998:BTCUSD | 12436998:btcusd:triple_med_gx:zlema185_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 9.81 | 0.26 | - |
| 2025 | 13.09 | 2.26 | 0.17 | - |
| Metric | 12436998:btcusd:triple_med_gx:zlema185_35 | 12436998:BTCUSD |
|---|---|---|
| MTD | -2.55% | 12.09% |
| 3M | -2.55% | 19.18% |
| 6M | -0.69% | 14.84% |
| YTD | 2.26% | 13.09% |
| 1Y | 12.29% | 55.9% |
| 3Y (ann.) | 12.4% | 56.47% |
| 5Y (ann.) | 12.4% | 56.47% |
| Metric | 12436998:btcusd:triple_med_gx:zlema185_35 | 12436998:BTCUSD |
|---|---|---|
| Max Drawdown | -12.73% | -28.17% |
| Longest DD Days | 162.0 | 145.0 |
| Avg. Drawdown | -3.04% | -7.43% |
| Avg. Drawdown Days | 17.0 | 25.0 |
| Recovery Factor | 0.97 | 1.98 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-05-29 | -12.73 | 162 |
| 2024-10-30 | 2024-11-06 | -6.41 | 7 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-10-07 | 2024-10-12 | -4.03 | 5 |
| 2024-12-05 | 2024-12-06 | -1.72 | 1 |
| 2024-11-30 | 2024-12-04 | -1.67 | 4 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| 2024-10-13 | 2024-10-14 | -0.54 | 1 |
| 2024-11-27 | 2024-11-29 | -0.48 | 2 |
| 2024-10-04 | 2024-10-06 | -0.24 | 2 |
| Metric | 12436998:btcusd:triple_med_gx:zlema185_35 | 12436998:BTCUSD |
|---|---|---|
| Best Day | 8.84% | 11.89% |
| Worst Day | -5.64% | -8.6% |
| Best Week | 8.7% | 18.93% |
| Worst Week | -4.12% | -12.33% |
| Best Month | 7.95% | 37.42% |
| Worst Month | -3.23% | -17.69% |
| Best Year | 9.81% | 37.85% |
| Worst Year | 2.26% | 13.09% |
| Avg. Up Day | 1.9% | 1.92% |
| Avg. Down Day | -1.3% | -1.41% |
| Avg. Up Week | 4.38% | 4.91% |
| Avg. Down Week | -1.99% | -3.08% |
| Avg. Up Month | 6.0% | 19.34% |
| Avg. Down Month | -3.23% | -3.23% |
| Win Days % | 45.07% | 50.83% |
| Win Month % | 60.0% | 58.33% |
| Win Week % | 43.75% | 54.72% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 100.0% |