| Metric | 12483168:btcusd:triple_med_gx:zlema135_35 | 12483168:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 98.0% |
| Cumulative Return | 78.51% | 1,293.09% |
| Max Drawdown | -33.05% | -73.32% |
| Sharpe | 3.21 | -1.17 |
| Sortino | 7.54 | -1.52 |
| Payoff Ratio | 2.25 | 2.24 |
| Profit Factor | 2.06 | 0.74 |
| Common Sense Ratio | 4.21 | 3.31 |
| CPC Index | 1.49 | 0.94 |
| Tail Ratio | 2.04 | 0.82 |
| Outlier Win Ratio | 512.57 | 2.21 |
| Outlier Loss Ratio | 2559.42 | 5.14 |
| Volatility (ann.) | 101.61% | 847.52% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.38 | -0.35 |
| Skew | 2.64 | -1.16 |
| Kurtosis | 14.28 | 11.91 |
| Expected Daily % | 0.77% | 2.39% |
| Expected Monthly % | 2.02% | 6.39% |
| Expected Yearly % | 10.14% | 34.9% |
| Kelly Criterion | 1.33% | -1.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.85% | -3254.3% |
| Expected Shortfall (cVaR) | -7.85% | -3385.8% |
| Year | 12483168:BTCUSD | 12483168:btcusd:triple_med_gx:zlema135_35 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 81.82 | 9.47 | 0.12 | - |
| 2021 | 400.14 | -14.81 | -0.04 | - |
| 2022 | -73.32 | -18.19 | 0.25 | + |
| 2023 | 123.55 | 30.44 | 0.25 | - |
| 2024 | 150.44 | 61.94 | 0.41 | - |
| 2025 | 2.54 | 10.78 | 4.24 | + |
| Metric | 12483168:btcusd:triple_med_gx:zlema135_35 | 12483168:BTCUSD |
|---|---|---|
| MTD | 9.19% | 11.82% |
| 3M | 10.78% | 2.54% |
| 6M | 40.77% | 45.9% |
| YTD | 10.78% | 2.54% |
| 1Y | 65.36% | 102.0% |
| 3Y (ann.) | 30.96% | 36.94% |
| 5Y (ann.) | 12.44% | 43.83% |
| Metric | 12483168:btcusd:triple_med_gx:zlema135_35 | 12483168:BTCUSD |
|---|---|---|
| Max Drawdown | -33.05% | -73.32% |
| Longest DD Days | 1039.0 | 753.0 |
| Avg. Drawdown | -6.07% | -22.86% |
| Avg. Drawdown Days | 174.0 | 206.0 |
| Recovery Factor | 2.38 | 4.63 |
| Ulcer Index | 1.04 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-04-30 | 2024-03-04 | -33.05 | 1039 |
| 2024-11-23 | 2025-03-02 | -8.21 | 99 |
| 2024-07-29 | 2024-11-15 | -3.76 | 109 |
| 2024-03-31 | 2024-07-24 | -2.78 | 115 |
| 2020-07-31 | 2020-08-17 | -0.18 | 17 |
| 2024-03-10 | 2024-03-11 | -0.18 | 1 |
| 2024-11-16 | 2024-11-20 | -0.18 | 4 |
| 2024-03-17 | 2024-03-28 | -0.18 | 11 |
| Metric | 12483168:btcusd:triple_med_gx:zlema135_35 | 12483168:BTCUSD |
|---|---|---|
| Best Day | 31.01% | 6479.77% |
| Worst Day | -13.83% | -9867.27% |
| Best Week | 31.01% | 4334.24% |
| Worst Week | -13.83% | -5112.4% |
| Best Month | 27.07% | 4334.24% |
| Worst Month | -13.83% | -5112.4% |
| Best Year | 61.94% | 424.26% |
| Worst Year | -18.19% | -952.23% |
| Avg. Up Day | 15.35% | 240.32% |
| Avg. Down Day | -1.41% | -702.83% |
| Avg. Up Week | 11.32% | 1284.9% |
| Avg. Down Week | -2.5% | -667.14% |
| Avg. Up Month | 9.04% | 838.91% |
| Avg. Down Month | -3.55% | -770.52% |
| Win Days % | 30.67% | 24.32% |
| Win Month % | 50.0% | 37.04% |
| Win Week % | 40.43% | 21.74% |
| Win Quarter % | 61.11% | 35.29% |
| Win Year % | 66.67% | 16.67% |