| Metric | 12481937:btcusd:triple_med_gx:zlema145_30 | 12481937:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 20.48% | 971.75% |
| Max Drawdown | -27.46% | -76.67% |
| Sharpe | 0.34 | 1.21 |
| Sortino | 0.53 | 1.83 |
| Payoff Ratio | 1.48 | 0.96 |
| Profit Factor | 1.19 | 1.2 |
| Common Sense Ratio | 0.0 | 1.33 |
| CPC Index | 0.74 | 0.59 |
| Tail Ratio | 0.0 | 1.11 |
| Outlier Win Ratio | 57.98 | 2.63 |
| Outlier Loss Ratio | 4.21 | 2.7 |
| Volatility (ann.) | 17.69% | 63.54% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.17 | 1.0 |
| Skew | 1.25 | 0.1 |
| Kurtosis | 96.38 | 3.34 |
| Expected Daily % | 0.01% | 0.16% |
| Expected Monthly % | 0.37% | 4.76% |
| Expected Yearly % | 3.8% | 60.7% |
| Kelly Criterion | 3.17% | 0.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -5.26% |
| Expected Shortfall (cVaR) | -1.51% | -5.26% |
| Year | 12481937:BTCUSD | 12481937:btcusd:triple_med_gx:zlema145_30 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 354.67 | 0.00 | 0.00 | - |
| 2021 | 59.34 | -5.60 | -0.09 | - |
| 2022 | -64.22 | -13.52 | 0.21 | + |
| 2023 | 155.54 | 17.39 | 0.11 | - |
| 2024 | 61.77 | 25.71 | 0.42 | - |
| Metric | 12481937:btcusd:triple_med_gx:zlema145_30 | 12481937:BTCUSD |
|---|---|---|
| MTD | 0.0% | 12.75% |
| 3M | 17.97% | 19.72% |
| 6M | 25.71% | 80.6% |
| YTD | 25.71% | 61.77% |
| 1Y | 43.25% | 146.7% |
| 3Y (ann.) | 6.39% | 25.42% |
| 5Y (ann.) | 4.56% | 76.42% |
| Metric | 12481937:btcusd:triple_med_gx:zlema145_30 | 12481937:BTCUSD |
|---|---|---|
| Max Drawdown | -27.46% | -76.67% |
| Longest DD Days | 691.0 | 846.0 |
| Avg. Drawdown | -6.45% | -8.86% |
| Avg. Drawdown Days | 133.0 | 35.0 |
| Recovery Factor | 0.75 | 12.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-13 | 2024-03-04 | -27.46 | 691 |
| 2021-09-16 | 2022-02-28 | -10.15 | 165 |
| 2021-09-07 | 2021-09-14 | -4.53 | 7 |
| 2024-03-29 | 2024-05-30 | -1.84 | 62 |
| 2024-03-27 | 2024-03-28 | -0.80 | 1 |
| 2021-05-12 | 2021-05-13 | -0.18 | 1 |
| 2024-03-22 | 2024-03-23 | -0.18 | 1 |
| Metric | 12481937:btcusd:triple_med_gx:zlema145_30 | 12481937:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 19.48% |
| Worst Day | -14.48% | -15.42% |
| Best Week | 16.63% | 38.59% |
| Worst Week | -14.64% | -29.64% |
| Best Month | 20.79% | 47.19% |
| Worst Month | -14.64% | -37.12% |
| Best Year | 25.71% | 354.67% |
| Worst Year | -13.52% | -64.22% |
| Avg. Up Day | 2.24% | 2.27% |
| Avg. Down Day | -1.51% | -2.36% |
| Avg. Up Week | 4.84% | 5.53% |
| Avg. Down Week | -3.42% | -5.17% |
| Avg. Up Month | 8.83% | 12.02% |
| Avg. Down Month | -6.5% | -12.7% |
| Win Days % | 42.17% | 51.38% |
| Win Month % | 57.89% | 60.78% |
| Win Week % | 51.35% | 53.39% |
| Win Quarter % | 63.64% | 61.11% |
| Win Year % | 50.0% | 80.0% |