| Metric | 12482004:btcusd:triple_med_gx:zlema140_30 | 12482004:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 106.06% | 103.89% |
| Max Drawdown | -30.59% | -66.98% |
| Sharpe | 0.92 | 0.61 |
| Sortino | 1.59 | 0.9 |
| Payoff Ratio | 1.55 | 1.19 |
| Profit Factor | 1.41 | 1.1 |
| Common Sense Ratio | 2.41 | 1.24 |
| CPC Index | 1.0 | 0.65 |
| Tail Ratio | 1.71 | 1.12 |
| Outlier Win Ratio | 29.09 | 3.36 |
| Outlier Loss Ratio | 3.94 | 3.07 |
| Volatility (ann.) | 23.33% | 52.17% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.67 | 0.3 |
| Skew | 2.73 | 0.03 |
| Kurtosis | 37.66 | 4.39 |
| Expected Daily % | 0.05% | 0.05% |
| Expected Monthly % | 1.52% | 1.5% |
| Expected Yearly % | 15.56% | 15.31% |
| Kelly Criterion | 11.19% | 7.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -4.4% |
| Expected Shortfall (cVaR) | -1.95% | -4.4% |
| Year | 12482004:BTCUSD | 12482004:btcusd:triple_med_gx:zlema140_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 0.00 | 0.00 | nan | + |
| 2022 | -64.22 | -13.24 | 0.21 | + |
| 2023 | 155.54 | 19.83 | 0.13 | - |
| 2024 | 121.00 | 100.19 | 0.83 | - |
| 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.) | 33.38% | 77.28% |
| 5Y (ann.) | 20.49% | 20.16% |
| Metric | 12482004:btcusd:triple_med_gx:zlema140_30 | 12482004:BTCUSD |
|---|---|---|
| Max Drawdown | -30.59% | -66.98% |
| Longest DD Days | 747.0 | 769.0 |
| Avg. Drawdown | -4.53% | -9.44% |
| Avg. Drawdown Days | 68.0 | 57.0 |
| Recovery Factor | 3.47 | 1.55 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2024-03-04 | -30.59 | 747 |
| 2025-01-22 | 2025-11-16 | -10.78 | 298 |
| 2024-07-29 | 2024-11-09 | -9.44 | 103 |
| 2024-03-29 | 2024-07-15 | -9.00 | 108 |
| 2022-02-10 | 2022-02-15 | -5.27 | 5 |
| 2022-02-02 | 2022-02-04 | -4.64 | 2 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2022-01-21 | 2022-01-24 | -3.96 | 3 |
| 2024-11-23 | 2024-11-27 | -2.74 | 4 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| Metric | 12482004:btcusd:triple_med_gx:zlema140_30 | 12482004:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -8.6% | -15.42% |
| Best Week | 22.56% | 35.75% |
| Worst Week | -9.07% | -29.64% |
| Best Month | 50.45% | 43.77% |
| Worst Month | -13.16% | -37.12% |
| Best Year | 100.19% | 155.54% |
| Worst Year | -13.24% | -64.22% |
| Avg. Up Day | 2.27% | 2.29% |
| Avg. Down Day | -1.46% | -1.92% |
| Avg. Up Week | 5.78% | 5.76% |
| Avg. Down Week | -2.85% | -4.54% |
| Avg. Up Month | 11.35% | 12.99% |
| Avg. Down Month | -5.47% | -11.46% |
| Win Days % | 45.99% | 49.68% |
| Win Month % | 57.69% | 57.45% |
| Win Week % | 53.45% | 50.49% |
| Win Quarter % | 58.33% | 50.0% |
| Win Year % | 50.0% | 75.0% |