| Metric | 12481937:btcusd:triple_med_gx:zlema145_30 | 12481937:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 93.83% | 85.43% |
| Max Drawdown | -14.26% | -68.97% |
| Sharpe | 0.99 | 0.57 |
| Sortino | 1.79 | 0.83 |
| Payoff Ratio | 1.74 | 1.33 |
| Profit Factor | 1.52 | 1.09 |
| Common Sense Ratio | 2.54 | 1.22 |
| CPC Index | 1.18 | 0.72 |
| Tail Ratio | 1.68 | 1.12 |
| Outlier Win Ratio | 38.38 | 3.25 |
| Outlier Loss Ratio | 4.33 | 2.79 |
| Volatility (ann.) | 19.06% | 52.21% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.3 | 0.25 |
| Skew | 2.97 | 0.03 |
| Kurtosis | 39.43 | 4.37 |
| Expected Daily % | 0.05% | 0.04% |
| Expected Monthly % | 1.39% | 1.29% |
| Expected Yearly % | 14.15% | 13.14% |
| Kelly Criterion | 12.76% | 11.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -4.41% |
| Expected Shortfall (cVaR) | -1.59% | -4.41% |
| Year | 12481937:BTCUSD | 12481937:btcusd:triple_med_gx:zlema145_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -9.05 | 0.00 | -0.00 | + |
| 2022 | -64.22 | -11.22 | 0.17 | + |
| 2023 | 155.54 | 18.86 | 0.12 | - |
| 2024 | 121.00 | 79.73 | 0.66 | - |
| 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.) | 29.7% | 77.28% |
| 5Y (ann.) | 18.53% | 17.19% |
| Metric | 12481937:btcusd:triple_med_gx:zlema145_30 | 12481937:BTCUSD |
|---|---|---|
| Max Drawdown | -14.26% | -68.97% |
| Longest DD Days | 536.0 | 779.0 |
| Avg. Drawdown | -5.01% | -9.91% |
| Avg. Drawdown Days | 98.0 | 60.0 |
| Recovery Factor | 6.58 | 1.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-16 | -14.26 | 358 |
| 2022-01-01 | 2023-06-21 | -13.10 | 536 |
| 2023-08-30 | 2024-01-08 | -9.26 | 131 |
| 2024-03-29 | 2024-07-15 | -9.00 | 108 |
| 2024-07-29 | 2024-11-06 | -6.29 | 100 |
| 2024-01-09 | 2024-03-04 | -4.91 | 55 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2023-07-04 | 2023-08-29 | -3.89 | 56 |
| 2023-06-24 | 2023-07-03 | -2.06 | 9 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| Metric | 12481937:btcusd:triple_med_gx:zlema145_30 | 12481937:BTCUSD |
|---|---|---|
| Best Day | 10.17% | 14.52% |
| Worst Day | -8.76% | -15.42% |
| Best Week | 16.63% | 35.75% |
| Worst Week | -13.1% | -29.64% |
| Best Month | 34.46% | 43.77% |
| Worst Month | -10.03% | -37.12% |
| Best Year | 79.73% | 155.54% |
| Worst Year | -11.22% | -64.22% |
| Avg. Up Day | 2.15% | 2.16% |
| Avg. Down Day | -1.24% | -1.62% |
| Avg. Up Week | 5.2% | 5.77% |
| Avg. Down Week | -2.92% | -4.87% |
| Avg. Up Month | 11.93% | 14.29% |
| Avg. Down Month | -4.98% | -13.67% |
| Win Days % | 44.64% | 49.58% |
| Win Month % | 54.55% | 56.25% |
| Win Week % | 55.77% | 50.24% |
| Win Quarter % | 63.64% | 47.06% |
| Win Year % | 75.0% | 60.0% |