| Metric | 12482004:btcusd:triple_med_gx:zlema140_30 | 12482004:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 20.56% | 925.65% |
| Max Drawdown | -26.98% | -76.67% |
| Sharpe | 0.35 | 1.2 |
| Sortino | 0.57 | 1.81 |
| Payoff Ratio | 1.6 | 1.12 |
| Profit Factor | 1.19 | 1.2 |
| Common Sense Ratio | 0.0 | 1.33 |
| CPC Index | 0.77 | 0.69 |
| Tail Ratio | 0.0 | 1.11 |
| Outlier Win Ratio | 58.24 | 2.64 |
| Outlier Loss Ratio | 4.33 | 2.7 |
| Volatility (ann.) | 17.25% | 63.39% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.17 | 0.98 |
| Skew | 3.13 | 0.1 |
| Kurtosis | 74.01 | 3.37 |
| Expected Daily % | 0.01% | 0.15% |
| Expected Monthly % | 0.37% | 4.77% |
| Expected Yearly % | 3.81% | 59.29% |
| Kelly Criterion | 3.47% | 7.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -5.25% |
| Expected Shortfall (cVaR) | -1.47% | -5.25% |
| Year | 12482004:BTCUSD | 12482004:btcusd:triple_med_gx:zlema140_30 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 335.12 | 0.00 | 0.00 | - |
| 2021 | 59.34 | -16.21 | -0.27 | - |
| 2022 | -64.22 | -7.01 | 0.11 | + |
| 2023 | 155.54 | 19.48 | 0.13 | - |
| 2024 | 61.77 | 29.49 | 0.48 | - |
| Metric | 12482004:btcusd:triple_med_gx:zlema140_30 | 12482004:BTCUSD |
|---|---|---|
| MTD | 0.0% | 12.75% |
| 3M | 18.31% | 19.72% |
| 6M | 29.49% | 80.6% |
| YTD | 29.49% | 61.77% |
| 1Y | 48.96% | 146.7% |
| 3Y (ann.) | 9.56% | 25.42% |
| 5Y (ann.) | 4.59% | 74.89% |
| Metric | 12482004:btcusd:triple_med_gx:zlema140_30 | 12482004:BTCUSD |
|---|---|---|
| Max Drawdown | -26.98% | -76.67% |
| Longest DD Days | 993.0 | 846.0 |
| Avg. Drawdown | -6.43% | -8.89% |
| Avg. Drawdown Days | 212.0 | 36.0 |
| Recovery Factor | 0.76 | 12.07 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-04-20 | 2024-01-08 | -26.98 | 993 |
| 2024-02-28 | 2024-03-03 | -2.33 | 4 |
| 2024-03-29 | 2024-05-30 | -1.84 | 62 |
| 2024-03-27 | 2024-03-28 | -0.80 | 1 |
| 2024-03-22 | 2024-03-23 | -0.18 | 1 |
| Metric | 12482004:btcusd:triple_med_gx:zlema140_30 | 12482004:BTCUSD |
|---|---|---|
| Best Day | 14.32% | 19.48% |
| Worst Day | -9.12% | -15.42% |
| Best Week | 16.63% | 38.59% |
| Worst Week | -9.74% | -29.64% |
| Best Month | 21.14% | 47.19% |
| Worst Month | -9.74% | -37.12% |
| Best Year | 29.49% | 335.12% |
| Worst Year | -16.21% | -64.22% |
| Avg. Up Day | 2.32% | 2.35% |
| Avg. Down Day | -1.45% | -2.11% |
| Avg. Up Week | 5.17% | 5.98% |
| Avg. Down Week | -3.17% | -5.63% |
| Avg. Up Month | 9.79% | 14.21% |
| Avg. Down Month | -4.75% | -9.33% |
| Win Days % | 40.61% | 51.35% |
| Win Month % | 47.06% | 60.0% |
| Win Week % | 47.5% | 53.39% |
| Win Quarter % | 40.0% | 58.82% |
| Win Year % | 50.0% | 80.0% |