| Metric | 12483168:btcusd:triple_med_gx:zlema135_35 | 12483168:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 50.52% | 39.08% |
| Max Drawdown | -8.25% | -28.17% |
| Sharpe | 1.44 | 0.72 |
| Sortino | 3.06 | 1.1 |
| Payoff Ratio | 1.85 | 1.43 |
| Profit Factor | 1.76 | 1.11 |
| Common Sense Ratio | 2.52 | 1.21 |
| CPC Index | 1.48 | 0.81 |
| Tail Ratio | 1.43 | 1.09 |
| Outlier Win Ratio | 26.08 | 3.13 |
| Outlier Loss Ratio | 3.78 | 2.5 |
| Volatility (ann.) | 20.91% | 45.46% |
| R^2 | 0.21 | 0.21 |
| Calmar | 3.92 | 0.9 |
| Skew | 4.19 | 0.45 |
| Kurtosis | 38.18 | 2.83 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.3% | 1.85% |
| Expected Yearly % | 22.69% | 17.93% |
| Kelly Criterion | 15.85% | 16.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -3.82% |
| Expected Shortfall (cVaR) | -1.72% | -3.82% |
| Year | 12483168:BTCUSD | 12483168:btcusd:triple_med_gx:zlema135_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 32.69 | 0.86 | - |
| 2025 | 0.89 | 13.44 | 15.12 | + |
| Metric | 12483168:btcusd:triple_med_gx:zlema135_35 | 12483168:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 0.43% | -19.8% |
| 6M | 1.3% | -9.0% |
| YTD | 13.44% | 0.89% |
| 1Y | 10.22% | 3.43% |
| 3Y (ann.) | 32.32% | 25.35% |
| 5Y (ann.) | 32.32% | 25.35% |
| Metric | 12483168:btcusd:triple_med_gx:zlema135_35 | 12483168:BTCUSD |
|---|---|---|
| Max Drawdown | -8.25% | -28.17% |
| Longest DD Days | 135.0 | 145.0 |
| Avg. Drawdown | -3.48% | -8.11% |
| Avg. Drawdown Days | 36.0 | 27.0 |
| Recovery Factor | 6.12 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-03-02 | -8.25 | 97 |
| 2024-07-22 | 2024-11-06 | -7.89 | 107 |
| 2024-07-03 | 2024-07-14 | -7.30 | 11 |
| 2025-07-04 | 2025-11-16 | -7.19 | 135 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2025-04-13 | 2025-06-23 | -3.38 | 71 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-19 | -1.01 | 3 |
| 2024-11-12 | 2024-11-13 | -0.83 | 1 |
| 2025-06-26 | 2025-07-03 | -0.40 | 7 |
| Metric | 12483168:btcusd:triple_med_gx:zlema135_35 | 12483168:BTCUSD |
|---|---|---|
| Best Day | 10.37% | 11.89% |
| Worst Day | -5.16% | -8.6% |
| Best Week | 18.71% | 18.93% |
| Worst Week | -6.32% | -12.33% |
| Best Month | 27.07% | 37.42% |
| Worst Month | -6.56% | -17.69% |
| Best Year | 32.69% | 37.85% |
| Worst Year | 13.44% | 0.89% |
| Avg. Up Day | 2.31% | 2.35% |
| Avg. Down Day | -1.25% | -1.64% |
| Avg. Up Week | 5.96% | 5.81% |
| Avg. Down Week | -2.48% | -5.12% |
| Avg. Up Month | 6.15% | 12.02% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 45.36% | 50.84% |
| Win Month % | 90.0% | 55.56% |
| Win Week % | 52.0% | 52.56% |
| Win Quarter % | 80.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |