| Metric | 12481937:btcusd:triple_med_gx:zlema145_30 | 12481937:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 46.11% | 39.08% |
| Max Drawdown | -14.26% | -28.17% |
| Sharpe | 1.23 | 0.72 |
| Sortino | 2.24 | 1.1 |
| Payoff Ratio | 1.8 | 1.37 |
| Profit Factor | 1.64 | 1.11 |
| Common Sense Ratio | 3.4 | 1.21 |
| CPC Index | 1.34 | 0.77 |
| Tail Ratio | 2.08 | 1.09 |
| Outlier Win Ratio | 25.41 | 3.23 |
| Outlier Loss Ratio | 3.96 | 2.92 |
| Volatility (ann.) | 23.2% | 45.46% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.08 | 0.9 |
| Skew | 2.72 | 0.45 |
| Kurtosis | 33.76 | 2.83 |
| Expected Daily % | 0.07% | 0.06% |
| Expected Monthly % | 2.13% | 1.85% |
| Expected Yearly % | 20.88% | 17.93% |
| Kelly Criterion | 15.23% | 14.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -3.82% |
| Expected Shortfall (cVaR) | -1.92% | -3.82% |
| Year | 12481937:BTCUSD | 12481937:btcusd:triple_med_gx:zlema145_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 42.97 | 1.14 | + |
| 2025 | 0.89 | 2.20 | 2.47 | + |
| Metric | 12481937:btcusd:triple_med_gx:zlema145_30 | 12481937:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | -0.91% | -19.8% |
| 6M | 4.94% | -9.0% |
| YTD | 2.2% | 0.89% |
| 1Y | 5.35% | 3.43% |
| 3Y (ann.) | 29.65% | 25.35% |
| 5Y (ann.) | 29.65% | 25.35% |
| Metric | 12481937:btcusd:triple_med_gx:zlema145_30 | 12481937:BTCUSD |
|---|---|---|
| Max Drawdown | -14.26% | -28.17% |
| Longest DD Days | 358.0 | 145.0 |
| Avg. Drawdown | -5.64% | -8.11% |
| Avg. Drawdown Days | 80.0 | 27.0 |
| Recovery Factor | 3.23 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-16 | -14.26 | 358 |
| 2024-07-03 | 2024-07-14 | -7.30 | 11 |
| 2024-07-29 | 2024-11-06 | -6.29 | 100 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-17 | 2024-11-18 | -0.18 | 1 |
| Metric | 12481937:btcusd:triple_med_gx:zlema145_30 | 12481937:BTCUSD |
|---|---|---|
| Best Day | 10.17% | 11.89% |
| Worst Day | -8.76% | -8.6% |
| Best Week | 15.73% | 18.93% |
| Worst Week | -6.85% | -12.33% |
| Best Month | 34.46% | 37.42% |
| Worst Month | -7.04% | -17.69% |
| Best Year | 42.97% | 37.85% |
| Worst Year | 2.2% | 0.89% |
| Avg. Up Day | 2.39% | 2.4% |
| Avg. Down Day | -1.32% | -1.75% |
| Avg. Up Week | 5.36% | 5.72% |
| Avg. Down Week | -3.73% | -4.07% |
| Avg. Up Month | 13.59% | 14.26% |
| Avg. Down Month | -5.37% | -13.21% |
| Win Days % | 45.45% | 50.84% |
| Win Month % | 54.55% | 55.56% |
| Win Week % | 60.0% | 52.56% |
| Win Quarter % | 60.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |