| Metric | 12481905:btcusd:triple_med_gx:zlema135_30 | 12481905:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 37.56% | 909.88% |
| Max Drawdown | -23.26% | -76.67% |
| Sharpe | 0.5 | 1.19 |
| Sortino | 0.81 | 1.79 |
| Payoff Ratio | 1.42 | 1.0 |
| Profit Factor | 1.24 | 1.2 |
| Common Sense Ratio | 1.57 | 1.32 |
| CPC Index | 0.78 | 0.62 |
| Tail Ratio | 1.26 | 1.1 |
| Outlier Win Ratio | 48.5 | 2.83 |
| Outlier Loss Ratio | 4.31 | 2.87 |
| Volatility (ann.) | 18.53% | 63.55% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.34 | 0.96 |
| Skew | 1.68 | 0.1 |
| Kurtosis | 35.78 | 3.33 |
| Expected Daily % | 0.02% | 0.15% |
| Expected Monthly % | 0.63% | 4.64% |
| Expected Yearly % | 6.59% | 58.8% |
| Kelly Criterion | 5.26% | 2.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -5.26% |
| Expected Shortfall (cVaR) | -1.57% | -5.26% |
| Year | 12481905:BTCUSD | 12481905:btcusd:triple_med_gx:zlema135_30 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 328.43 | 8.46 | 0.03 | - |
| 2021 | 59.34 | -10.31 | -0.17 | - |
| 2022 | -64.22 | -8.70 | 0.14 | + |
| 2023 | 155.54 | 23.61 | 0.15 | - |
| 2024 | 61.77 | 25.31 | 0.41 | - |
| Metric | 12481905:btcusd:triple_med_gx:zlema135_30 | 12481905:BTCUSD |
|---|---|---|
| MTD | 0.0% | 12.75% |
| 3M | 15.51% | 19.72% |
| 6M | 25.31% | 80.6% |
| YTD | 25.31% | 61.77% |
| 1Y | 43.11% | 146.7% |
| 3Y (ann.) | 11.24% | 25.42% |
| 5Y (ann.) | 7.92% | 73.74% |
| Metric | 12481905:btcusd:triple_med_gx:zlema135_30 | 12481905:BTCUSD |
|---|---|---|
| Max Drawdown | -23.26% | -76.67% |
| Longest DD Days | 792.0 | 846.0 |
| Avg. Drawdown | -5.78% | -8.99% |
| Avg. Drawdown Days | 83.0 | 35.0 |
| Recovery Factor | 1.61 | 11.87 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-04-20 | 2023-06-21 | -23.26 | 792 |
| 2020-03-25 | 2020-04-02 | -13.18 | 8 |
| 2024-03-17 | 2024-03-25 | -9.58 | 8 |
| 2023-08-30 | 2024-01-08 | -9.26 | 131 |
| 2020-08-02 | 2020-08-10 | -6.19 | 8 |
| 2020-08-11 | 2020-08-16 | -4.29 | 5 |
| 2023-07-04 | 2023-08-29 | -3.89 | 56 |
| 2023-06-24 | 2023-07-03 | -2.06 | 9 |
| 2024-01-09 | 2024-03-04 | -1.85 | 55 |
| 2024-03-27 | 2024-03-28 | -0.80 | 1 |
| Metric | 12481905:btcusd:triple_med_gx:zlema135_30 | 12481905:BTCUSD |
|---|---|---|
| Best Day | 9.62% | 19.48% |
| Worst Day | -8.44% | -15.42% |
| Best Week | 16.63% | 38.59% |
| Worst Week | -8.71% | -29.64% |
| Best Month | 15.51% | 47.19% |
| Worst Month | -8.88% | -37.12% |
| Best Year | 25.31% | 328.43% |
| Worst Year | -10.31% | -64.22% |
| Avg. Up Day | 2.22% | 2.25% |
| Avg. Down Day | -1.56% | -2.24% |
| Avg. Up Week | 4.46% | 4.6% |
| Avg. Down Week | -3.18% | -5.03% |
| Avg. Up Month | 7.85% | 17.29% |
| Avg. Down Month | -5.85% | -7.35% |
| Win Days % | 44.33% | 51.35% |
| Win Month % | 57.14% | 58.82% |
| Win Week % | 56.82% | 53.15% |
| Win Quarter % | 50.0% | 55.56% |
| Win Year % | 60.0% | 80.0% |