| Metric | 12483168:btcusd:triple_med_gx:zlema135_35 | 12483168:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 21.44% | 909.88% |
| Max Drawdown | -34.64% | -76.67% |
| Sharpe | 0.33 | 1.19 |
| Sortino | 0.49 | 1.79 |
| Payoff Ratio | 1.35 | 1.07 |
| Profit Factor | 1.15 | 1.2 |
| Common Sense Ratio | 1.54 | 1.32 |
| CPC Index | 0.67 | 0.66 |
| Tail Ratio | 1.34 | 1.1 |
| Outlier Win Ratio | 43.6 | 2.84 |
| Outlier Loss Ratio | 4.12 | 2.89 |
| Volatility (ann.) | 20.49% | 63.55% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.14 | 0.96 |
| Skew | 0.37 | 0.1 |
| Kurtosis | 39.62 | 3.33 |
| Expected Daily % | 0.01% | 0.15% |
| Expected Monthly % | 0.38% | 4.64% |
| Expected Yearly % | 3.96% | 58.8% |
| Kelly Criterion | 1.42% | 5.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -5.26% |
| Expected Shortfall (cVaR) | -1.75% | -5.26% |
| Year | 12483168:BTCUSD | 12483168:btcusd:triple_med_gx:zlema135_35 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 328.43 | 9.47 | 0.03 | - |
| 2021 | 59.34 | -14.81 | -0.25 | - |
| 2022 | -64.22 | -18.19 | 0.28 | + |
| 2023 | 155.54 | 30.44 | 0.20 | - |
| 2024 | 61.77 | 22.04 | 0.36 | - |
| Metric | 12483168:btcusd:triple_med_gx:zlema135_35 | 12483168:BTCUSD |
|---|---|---|
| MTD | 0.0% | 12.75% |
| 3M | 12.5% | 19.72% |
| 6M | 22.04% | 80.6% |
| YTD | 22.04% | 61.77% |
| 1Y | 47.08% | 146.7% |
| 3Y (ann.) | 8.84% | 25.42% |
| 5Y (ann.) | 4.75% | 73.74% |
| Metric | 12483168:btcusd:triple_med_gx:zlema135_35 | 12483168:BTCUSD |
|---|---|---|
| Max Drawdown | -34.64% | -76.67% |
| Longest DD Days | 1030.0 | 846.0 |
| Avg. Drawdown | -7.52% | -8.99% |
| Avg. Drawdown Days | 114.0 | 35.0 |
| Recovery Factor | 0.62 | 11.87 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-05-09 | 2024-03-04 | -34.64 | 1030 |
| 2020-03-25 | 2020-04-02 | -13.18 | 8 |
| 2024-03-17 | 2024-03-25 | -9.58 | 8 |
| 2020-04-09 | 2020-08-17 | -9.33 | 130 |
| 2021-04-30 | 2021-05-08 | -8.04 | 8 |
| 2024-03-31 | 2024-05-30 | -2.61 | 60 |
| 2020-04-07 | 2020-04-08 | -1.93 | 1 |
| 2020-04-05 | 2020-04-06 | -1.40 | 1 |
| 2020-04-03 | 2020-04-04 | -1.01 | 1 |
| 2024-03-27 | 2024-03-28 | -0.80 | 1 |
| Metric | 12483168:btcusd:triple_med_gx:zlema135_35 | 12483168:BTCUSD |
|---|---|---|
| Best Day | 9.62% | 19.48% |
| Worst Day | -12.79% | -15.42% |
| Best Week | 16.63% | 38.59% |
| Worst Week | -13.2% | -29.64% |
| Best Month | 15.43% | 47.19% |
| Worst Month | -13.83% | -37.12% |
| Best Year | 30.44% | 328.43% |
| Worst Year | -18.19% | -64.22% |
| Avg. Up Day | 2.26% | 2.28% |
| Avg. Down Day | -1.67% | -2.14% |
| Avg. Up Week | 4.11% | 4.54% |
| Avg. Down Week | -3.06% | -4.19% |
| Avg. Up Month | 7.47% | 16.45% |
| Avg. Down Month | -4.72% | -12.93% |
| Win Days % | 43.36% | 51.35% |
| Win Month % | 50.0% | 58.82% |
| Win Week % | 50.0% | 53.15% |
| Win Quarter % | 56.25% | 55.56% |
| Win Year % | 60.0% | 80.0% |