| Metric | 12482004:btcusd:triple_med_gx:zlema140_30 | 12482004:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 80.59% | 54.43% |
| Max Drawdown | -22.08% | -67.01% |
| Sharpe | 3.58 | 2.04 |
| Sortino | 9.49 | 3.93 |
| Payoff Ratio | 4.15 | 1.08 |
| Profit Factor | 2.33 | 1.46 |
| Common Sense Ratio | 4.43 | 2.16 |
| CPC Index | 2.88 | 0.78 |
| Tail Ratio | 1.9 | 1.48 |
| Outlier Win Ratio | 5.54 | 3.78 |
| Outlier Loss Ratio | 16.47 | 3.16 |
| Volatility (ann.) | 101.95% | 234.88% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.75 | 0.18 |
| Skew | 2.86 | 1.82 |
| Kurtosis | 13.52 | 8.86 |
| Expected Daily % | 0.87% | 0.64% |
| Expected Monthly % | 2.6% | 1.91% |
| Expected Yearly % | 12.55% | 9.08% |
| Kelly Criterion | 12.93% | 2.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.78% | -18.91% |
| Expected Shortfall (cVaR) | -7.78% | -18.91% |
| Year | 12482004:BTCUSD | 12482004:btcusd:triple_med_gx:zlema140_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -23.85 | -16.06 | 0.67 | + |
| 2022 | -53.14 | -7.01 | 0.13 | + |
| 2023 | 31.78 | 19.48 | 0.61 | - |
| 2024 | 261.13 | 100.19 | 0.38 | - |
| 2025 | -9.07 | -3.28 | 0.36 | + |
| Metric | 12482004:btcusd:triple_med_gx:zlema140_30 | 12482004:BTCUSD |
|---|---|---|
| MTD | 3.54% | 3.73% |
| 3M | -3.28% | -9.07% |
| 6M | 45.52% | 42.06% |
| YTD | -3.28% | -9.07% |
| 1Y | 78.08% | 40.63% |
| 3Y (ann.) | 29.68% | 27.54% |
| 5Y (ann.) | 16.48% | 11.87% |
| Metric | 12482004:btcusd:triple_med_gx:zlema140_30 | 12482004:BTCUSD |
|---|---|---|
| Max Drawdown | -22.08% | -67.01% |
| Longest DD Days | 990.0 | 1022.0 |
| Avg. Drawdown | -4.07% | -12.44% |
| Avg. Drawdown Days | 132.0 | 126.0 |
| Recovery Factor | 3.65 | 0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-04-23 | 2024-01-08 | -22.08 | 990 |
| 2025-01-19 | 2025-03-04 | -6.59 | 44 |
| 2024-08-01 | 2024-11-13 | -6.43 | 104 |
| 2024-02-28 | 2024-03-04 | -0.66 | 5 |
| 2024-11-17 | 2024-11-23 | -0.18 | 6 |
| 2024-11-25 | 2024-11-27 | -0.18 | 2 |
| 2024-03-22 | 2024-03-30 | -0.18 | 8 |
| 2024-11-14 | 2024-11-15 | -0.18 | 1 |
| 2024-07-03 | 2024-07-30 | -0.18 | 27 |
| Metric | 12482004:btcusd:triple_med_gx:zlema140_30 | 12482004:BTCUSD |
|---|---|---|
| Best Day | 30.2% | 61.32% |
| Worst Day | -9.58% | -30.88% |
| Best Week | 35.25% | 66.3% |
| Worst Week | -9.58% | -30.88% |
| Best Month | 50.45% | 76.87% |
| Worst Month | -9.58% | -33.44% |
| Best Year | 100.19% | 261.13% |
| Worst Year | -16.06% | -53.14% |
| Avg. Up Day | 5.96% | 6.16% |
| Avg. Down Day | -1.44% | -5.68% |
| Avg. Up Week | 7.9% | 13.77% |
| Avg. Down Week | -1.83% | -7.48% |
| Avg. Up Month | 12.9% | 23.99% |
| Avg. Down Month | -4.31% | -14.25% |
| Win Days % | 29.85% | 49.25% |
| Win Month % | 43.48% | 52.17% |
| Win Week % | 37.5% | 47.5% |
| Win Quarter % | 46.15% | 46.15% |
| Win Year % | 40.0% | 40.0% |