| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 15.68% | 118.11% |
| Max Drawdown | -14.83% | -68.97% |
| Sharpe | 0.45 | 0.65 |
| Sortino | 0.81 | 0.96 |
| Payoff Ratio | 1.72 | 0.94 |
| Profit Factor | 1.35 | 1.11 |
| Common Sense Ratio | NaN | 1.25 |
| CPC Index | 0.91 | 0.52 |
| Tail Ratio | NaN | 1.13 |
| Outlier Win Ratio | 108.96 | 2.59 |
| Outlier Loss Ratio | 4.89 | 2.38 |
| Volatility (ann.) | 9.49% | 52.44% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.26 | 0.33 |
| Skew | 5.42 | 0.03 |
| Kurtosis | 115.15 | 4.38 |
| Expected Daily % | 0.01% | 0.06% |
| Expected Monthly % | 0.31% | 1.67% |
| Expected Yearly % | 2.96% | 16.88% |
| Kelly Criterion | 4.04% | -3.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -4.42% |
| Expected Shortfall (cVaR) | -0.81% | -4.42% |
| Year | 12483197:BTCUSD | 12483197:btcusd:triple_med_gx:zlema140_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -9.05 | 0.93 | -0.10 | + |
| 2022 | -64.22 | -2.15 | 0.03 | + |
| 2023 | 155.54 | -0.21 | -0.00 | - |
| 2024 | 121.00 | 15.30 | 0.13 | - |
| 2025 | 18.67 | 1.81 | 0.10 | - |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| MTD | 0.0% | -2.88% |
| 3M | -3.66% | -7.58% |
| 6M | -2.43% | 30.96% |
| YTD | 1.81% | 18.67% |
| 1Y | 29.02% | 67.68% |
| 3Y (ann.) | 5.41% | 79.33% |
| 5Y (ann.) | 3.9% | 22.74% |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Max Drawdown | -14.83% | -68.97% |
| Longest DD Days | 1053.0 | 779.0 |
| Avg. Drawdown | -2.88% | -9.33% |
| Avg. Drawdown Days | 149.0 | 58.0 |
| Recovery Factor | 1.06 | 1.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-02 | 2024-11-20 | -14.83 | 1053 |
| 2025-07-29 | 2025-10-15 | -4.39 | 78 |
| 2025-04-15 | 2025-06-23 | -3.18 | 69 |
| 2025-01-22 | 2025-04-14 | -2.39 | 82 |
| 2024-11-28 | 2025-01-21 | -0.59 | 54 |
| 2021-12-31 | 2022-01-01 | -0.15 | 1 |
| 2024-11-26 | 2024-11-27 | -0.15 | 1 |
| 2025-07-02 | 2025-07-03 | -0.15 | 1 |
| 2021-12-29 | 2021-12-30 | -0.14 | 1 |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 14.52% |
| Worst Day | -5.16% | -15.42% |
| Best Week | 10.04% | 35.75% |
| Worst Week | -6.1% | -29.64% |
| Best Month | 26.72% | 43.77% |
| Worst Month | -5.93% | -37.12% |
| Best Year | 15.3% | 155.54% |
| Worst Year | -2.15% | -64.22% |
| Avg. Up Day | 1.78% | 1.86% |
| Avg. Down Day | -1.04% | -1.98% |
| Avg. Up Week | 2.51% | 5.13% |
| Avg. Down Week | -2.5% | -5.81% |
| Avg. Up Month | 5.34% | 11.23% |
| Avg. Down Month | -2.18% | -11.48% |
| Win Days % | 39.33% | 49.64% |
| Win Month % | 54.55% | 57.45% |
| Win Week % | 60.61% | 50.99% |
| Win Quarter % | 50.0% | 47.06% |
| Win Year % | 60.0% | 60.0% |