| Metric | 12478204:btcusd:triple_med_gx:zlema120_15 | 12478204:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 72.6% | 64.58% |
| Max Drawdown | -24.07% | -72.46% |
| Sharpe | 0.79 | 0.5 |
| Sortino | 1.27 | 0.73 |
| Payoff Ratio | 1.76 | 1.27 |
| Profit Factor | 1.42 | 1.08 |
| Common Sense Ratio | 4.98 | 1.18 |
| CPC Index | 0.95 | 0.68 |
| Tail Ratio | 3.51 | 1.09 |
| Outlier Win Ratio | 38.29 | 3.22 |
| Outlier Loss Ratio | 5.27 | 2.82 |
| Volatility (ann.) | 20.08% | 52.43% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.61 | 0.18 |
| Skew | 0.65 | 0.0 |
| Kurtosis | 59.4 | 4.24 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 1.14% | 1.04% |
| Expected Yearly % | 11.53% | 10.48% |
| Kelly Criterion | 2.94% | 10.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.44% |
| Expected Shortfall (cVaR) | -1.69% | -4.44% |
| Year | 12478204:BTCUSD | 12478204:btcusd:triple_med_gx:zlema120_15 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.28 | 0.00 | -0.00 | + |
| 2022 | -64.22 | -18.60 | 0.29 | + |
| 2023 | 155.54 | 41.93 | 0.27 | - |
| 2024 | 121.00 | 79.71 | 0.66 | - |
| 2025 | 0.89 | -16.86 | -18.97 | - |
| Metric | 12478204:btcusd:triple_med_gx:zlema120_15 | 12478204:BTCUSD |
|---|---|---|
| MTD | -1.96% | -14.03% |
| 3M | -7.33% | -19.8% |
| 6M | -3.15% | -9.0% |
| YTD | -16.86% | 0.89% |
| 1Y | -15.12% | 3.43% |
| 3Y (ann.) | 27.07% | 77.28% |
| 5Y (ann.) | 14.77% | 13.4% |
| Metric | 12478204:btcusd:triple_med_gx:zlema120_15 | 12478204:BTCUSD |
|---|---|---|
| Max Drawdown | -24.07% | -72.46% |
| Longest DD Days | 296.0 | 818.0 |
| Avg. Drawdown | -3.85% | -10.85% |
| Avg. Drawdown Days | 41.0 | 67.0 |
| Recovery Factor | 3.02 | 0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-06-06 | -24.07 | 266 |
| 2025-01-24 | 2025-11-16 | -19.54 | 296 |
| 2024-03-12 | 2024-07-15 | -10.04 | 125 |
| 2024-03-05 | 2024-03-11 | -6.63 | 6 |
| 2023-10-30 | 2024-01-08 | -6.31 | 70 |
| 2023-06-07 | 2023-07-07 | -6.09 | 30 |
| 2024-01-09 | 2024-02-14 | -3.69 | 36 |
| 2023-10-01 | 2023-10-23 | -3.30 | 22 |
| 2023-08-29 | 2023-09-13 | -3.07 | 15 |
| 2024-11-01 | 2024-11-05 | -2.04 | 4 |
| Metric | 12478204:btcusd:triple_med_gx:zlema120_15 | 12478204:BTCUSD |
|---|---|---|
| Best Day | 10.26% | 14.52% |
| Worst Day | -14.33% | -15.42% |
| Best Week | 10.95% | 35.75% |
| Worst Week | -9.2% | -29.64% |
| Best Month | 17.57% | 43.77% |
| Worst Month | -11.48% | -37.12% |
| Best Year | 79.71% | 155.54% |
| Worst Year | -18.6% | -64.22% |
| Avg. Up Day | 2.21% | 2.29% |
| Avg. Down Day | -1.25% | -1.79% |
| Avg. Up Week | 3.48% | 7.88% |
| Avg. Down Week | -2.6% | -4.96% |
| Avg. Up Month | 5.72% | 15.3% |
| Avg. Down Month | -5.94% | -10.74% |
| Win Days % | 38.1% | 49.62% |
| Win Month % | 63.89% | 56.25% |
| Win Week % | 53.57% | 49.76% |
| Win Quarter % | 64.29% | 47.06% |
| Win Year % | 50.0% | 60.0% |