| Metric | 12481905:btcusd:triple_med_gx:zlema135_30 | 12481905:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 144.98% | 85.31% |
| Max Drawdown | -9.58% | -69.0% |
| Sharpe | 1.33 | 0.57 |
| Sortino | 2.7 | 0.83 |
| Payoff Ratio | 1.96 | 1.53 |
| Profit Factor | 1.81 | 1.09 |
| Common Sense Ratio | 4.05 | 1.22 |
| CPC Index | 1.61 | 0.83 |
| Tail Ratio | 2.24 | 1.12 |
| Outlier Win Ratio | 38.69 | 3.26 |
| Outlier Loss Ratio | 4.57 | 2.7 |
| Volatility (ann.) | 18.61% | 52.16% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.69 | 0.25 |
| Skew | 3.88 | 0.03 |
| Kurtosis | 44.29 | 4.38 |
| Expected Daily % | 0.06% | 0.04% |
| Expected Monthly % | 1.88% | 1.29% |
| Expected Yearly % | 19.63% | 13.13% |
| Kelly Criterion | 17.65% | 16.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -4.41% |
| Expected Shortfall (cVaR) | -1.53% | -4.41% |
| Year | 12481905:BTCUSD | 12481905:btcusd:triple_med_gx:zlema135_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -9.11 | 0.00 | -0.00 | + |
| 2022 | -64.22 | 3.19 | -0.05 | + |
| 2023 | 155.54 | 23.06 | 0.15 | - |
| 2024 | 121.00 | 69.25 | 0.57 | - |
| 2025 | 0.89 | 13.98 | 15.73 | + |
| Metric | 12481905:btcusd:triple_med_gx:zlema135_30 | 12481905:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 0.43% | -19.8% |
| 6M | 4.39% | -9.0% |
| YTD | 13.98% | 0.89% |
| 1Y | 10.75% | 3.43% |
| 3Y (ann.) | 33.37% | 77.28% |
| 5Y (ann.) | 25.82% | 17.13% |
| Metric | 12481905:btcusd:triple_med_gx:zlema135_30 | 12481905:BTCUSD |
|---|---|---|
| Max Drawdown | -9.58% | -69.0% |
| Longest DD Days | 141.0 | 781.0 |
| Avg. Drawdown | -2.89% | -9.91% |
| Avg. Drawdown Days | 36.0 | 60.0 |
| Recovery Factor | 15.13 | 1.24 |
| Ulcer Index | inf | 1.21 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2024-03-25 | -9.58 | 8 |
| 2023-08-30 | 2024-01-08 | -9.26 | 131 |
| 2023-01-30 | 2023-06-20 | -8.91 | 141 |
| 2024-07-22 | 2024-11-06 | -8.36 | 107 |
| 2024-11-25 | 2025-03-02 | -7.53 | 97 |
| 2024-07-03 | 2024-07-14 | -7.30 | 11 |
| 2025-07-04 | 2025-11-16 | -5.45 | 135 |
| 2023-07-04 | 2023-08-29 | -3.89 | 56 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2022-10-05 | 2023-01-20 | -2.59 | 107 |
| Metric | 12481905:btcusd:triple_med_gx:zlema135_30 | 12481905:BTCUSD |
|---|---|---|
| Best Day | 10.37% | 14.52% |
| Worst Day | -8.44% | -15.42% |
| Best Week | 18.71% | 35.75% |
| Worst Week | -6.79% | -29.64% |
| Best Month | 29.35% | 43.77% |
| Worst Month | -4.8% | -37.12% |
| Best Year | 69.25% | 155.54% |
| Worst Year | 0.0% | -64.22% |
| Avg. Up Day | 2.26% | 2.29% |
| Avg. Down Day | -1.15% | -1.5% |
| Avg. Up Week | 5.54% | 5.52% |
| Avg. Down Week | -2.32% | -5.09% |
| Avg. Up Month | 7.82% | 12.43% |
| Avg. Down Month | -2.42% | -14.49% |
| Win Days % | 45.45% | 49.61% |
| Win Month % | 80.0% | 56.25% |
| Win Week % | 58.33% | 50.48% |
| Win Quarter % | 81.82% | 47.06% |
| Win Year % | 100.0% | 60.0% |