| Metric | 12447606:btcusd:triple_med_gx:zlema135_70 | 12447606:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 115.93% | 113.71% |
| Max Drawdown | -20.12% | -69.0% |
| Sharpe | 1.48 | 0.68 |
| Sortino | 2.95 | 1.0 |
| Payoff Ratio | 1.76 | 1.67 |
| Profit Factor | 2.39 | 1.11 |
| Common Sense Ratio | NaN | 1.24 |
| CPC Index | 2.33 | 0.92 |
| Tail Ratio | NaN | 1.12 |
| Outlier Win Ratio | 54.11 | 3.04 |
| Outlier Loss Ratio | 3.89 | 2.5 |
| Volatility (ann.) | 15.9% | 54.18% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.24 | 0.36 |
| Skew | 4.23 | 0.02 |
| Kurtosis | 86.68 | 4.08 |
| Expected Daily % | 0.06% | 0.06% |
| Expected Monthly % | 1.85% | 1.82% |
| Expected Yearly % | 16.64% | 16.4% |
| Kelly Criterion | 30.02% | 19.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -4.56% |
| Expected Shortfall (cVaR) | -1.3% | -4.56% |
| Year | 12447606:BTCUSD | 12447606:btcusd:triple_med_gx:zlema135_70 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -6.49 | 0.00 | -0.00 | + |
| 2022 | -64.22 | 4.35 | -0.07 | + |
| 2023 | 155.54 | 57.29 | 0.37 | - |
| 2024 | 121.00 | 27.08 | 0.22 | - |
| 2025 | 13.09 | 3.52 | 0.27 | - |
| Metric | 12447606:btcusd:triple_med_gx:zlema135_70 | 12447606:BTCUSD |
|---|---|---|
| MTD | 3.81% | 12.09% |
| 3M | 3.52% | 19.18% |
| 6M | 3.52% | 14.84% |
| YTD | 3.52% | 13.09% |
| 1Y | 7.3% | 54.52% |
| 3Y (ann.) | 27.53% | 53.76% |
| 5Y (ann.) | 24.87% | 24.5% |
| Metric | 12447606:btcusd:triple_med_gx:zlema135_70 | 12447606:BTCUSD |
|---|---|---|
| Max Drawdown | -20.12% | -69.0% |
| Longest DD Days | 218.0 | 781.0 |
| Avg. Drawdown | -2.69% | -9.82% |
| Avg. Drawdown Days | 48.0 | 64.0 |
| Recovery Factor | 5.76 | 1.65 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-13 | 2022-02-08 | -20.12 | 26 |
| 2023-07-14 | 2023-10-16 | -5.51 | 94 |
| 2022-08-14 | 2023-01-11 | -5.00 | 150 |
| 2024-10-07 | 2024-10-12 | -4.03 | 5 |
| 2022-08-09 | 2022-08-10 | -2.76 | 1 |
| 2025-05-03 | 2025-05-13 | -2.74 | 10 |
| 2022-02-10 | 2022-08-08 | -2.37 | 179 |
| 2024-02-29 | 2024-10-04 | -2.16 | 218 |
| 2023-07-12 | 2023-07-13 | -0.80 | 1 |
| 2023-01-15 | 2023-07-07 | -0.73 | 173 |
| Metric | 12447606:btcusd:triple_med_gx:zlema135_70 | 12447606:BTCUSD |
|---|---|---|
| Best Day | 11.34% | 14.52% |
| Worst Day | -10.43% | -15.42% |
| Best Week | 22.83% | 35.75% |
| Worst Week | -15.37% | -29.64% |
| Best Month | 27.97% | 43.77% |
| Worst Month | -7.83% | -37.12% |
| Best Year | 57.29% | 155.54% |
| Worst Year | 0.0% | -64.22% |
| Avg. Up Day | 2.25% | 2.27% |
| Avg. Down Day | -1.28% | -1.36% |
| Avg. Up Week | 6.9% | 7.91% |
| Avg. Down Week | -3.69% | -6.33% |
| Avg. Up Month | 13.43% | 23.21% |
| Avg. Down Month | -4.16% | -10.37% |
| Win Days % | 55.36% | 49.52% |
| Win Month % | 72.73% | 57.14% |
| Win Week % | 70.83% | 50.54% |
| Win Quarter % | 87.5% | 46.67% |
| Win Year % | 100.0% | 60.0% |