| Metric | 12482004:btcusd:triple_med_gx:zlema140_30 | 12482004:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 53.06% | 39.08% |
| Max Drawdown | -10.78% | -28.17% |
| Sharpe | 1.4 | 0.72 |
| Sortino | 2.58 | 1.1 |
| Payoff Ratio | 1.84 | 1.33 |
| Profit Factor | 1.73 | 1.11 |
| Common Sense Ratio | 3.33 | 1.21 |
| CPC Index | 1.46 | 0.75 |
| Tail Ratio | 1.92 | 1.09 |
| Outlier Win Ratio | 24.21 | 3.14 |
| Outlier Loss Ratio | 3.51 | 2.5 |
| Volatility (ann.) | 22.61% | 45.46% |
| R^2 | 0.25 | 0.25 |
| Calmar | 3.14 | 0.9 |
| Skew | 2.65 | 0.45 |
| Kurtosis | 34.35 | 2.83 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.39% | 1.85% |
| Expected Yearly % | 23.72% | 17.93% |
| Kelly Criterion | 16.58% | 13.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -3.82% |
| Expected Shortfall (cVaR) | -1.86% | -3.82% |
| Year | 12482004:BTCUSD | 12482004:btcusd:triple_med_gx:zlema140_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 54.59 | 1.44 | + |
| 2025 | 0.89 | -0.99 | -1.12 | - |
| Metric | 12482004:btcusd:triple_med_gx:zlema140_30 | 12482004:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | -0.83% | -19.8% |
| 6M | 1.84% | -9.0% |
| YTD | -0.99% | 0.89% |
| 1Y | 10.33% | 3.43% |
| 3Y (ann.) | 33.84% | 25.35% |
| 5Y (ann.) | 33.84% | 25.35% |
| Metric | 12482004:btcusd:triple_med_gx:zlema140_30 | 12482004:BTCUSD |
|---|---|---|
| Max Drawdown | -10.78% | -28.17% |
| Longest DD Days | 298.0 | 145.0 |
| Avg. Drawdown | -3.74% | -8.11% |
| Avg. Drawdown Days | 43.0 | 27.0 |
| Recovery Factor | 4.92 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-11-16 | -10.78 | 298 |
| 2024-07-29 | 2024-11-09 | -9.44 | 103 |
| 2024-07-03 | 2024-07-14 | -7.30 | 11 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2024-11-23 | 2024-11-27 | -2.74 | 4 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-12 | 2024-11-13 | -0.83 | 1 |
| 2024-11-14 | 2024-11-15 | -0.18 | 1 |
| 2025-01-19 | 2025-01-20 | -0.18 | 1 |
| 2024-11-17 | 2024-11-18 | -0.18 | 1 |
| Metric | 12482004:btcusd:triple_med_gx:zlema140_30 | 12482004:BTCUSD |
|---|---|---|
| Best Day | 10.37% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 22.56% | 18.93% |
| Worst Week | -8.84% | -12.33% |
| Best Month | 50.45% | 37.42% |
| Worst Month | -7.31% | -17.69% |
| Best Year | 54.59% | 37.85% |
| Worst Year | -0.99% | 0.89% |
| Avg. Up Day | 2.38% | 2.4% |
| Avg. Down Day | -1.3% | -1.8% |
| Avg. Up Week | 6.86% | 6.17% |
| Avg. Down Week | -4.06% | -4.37% |
| Avg. Up Month | 11.28% | 12.02% |
| Avg. Down Month | -5.82% | -10.97% |
| Win Days % | 46.0% | 50.84% |
| Win Month % | 63.64% | 55.56% |
| Win Week % | 61.9% | 52.56% |
| Win Quarter % | 60.0% | 57.14% |
| Win Year % | 50.0% | 100.0% |