| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 41.0% | 118.11% |
| Max Drawdown | -11.92% | -68.97% |
| Sharpe | 0.82 | 0.65 |
| Sortino | 1.7 | 0.96 |
| Payoff Ratio | 1.89 | 1.08 |
| Profit Factor | 1.72 | 1.11 |
| Common Sense Ratio | NaN | 1.25 |
| CPC Index | 1.4 | 0.59 |
| Tail Ratio | NaN | 1.13 |
| Outlier Win Ratio | 79.52 | 2.69 |
| Outlier Loss Ratio | 4.75 | 2.39 |
| Volatility (ann.) | 11.83% | 52.44% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.79 | 0.33 |
| Skew | 6.66 | 0.03 |
| Kurtosis | 103.1 | 4.38 |
| Expected Daily % | 0.02% | 0.06% |
| Expected Monthly % | 0.73% | 1.67% |
| Expected Yearly % | 7.11% | 16.88% |
| Kelly Criterion | 13.11% | 2.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -4.42% |
| Expected Shortfall (cVaR) | -0.99% | -4.42% |
| Year | 12483197:BTCUSD | 12483197:btcusd:triple_med_gx:zlema140_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -9.05 | 0.93 | -0.10 | + |
| 2022 | -64.22 | -1.70 | 0.03 | + |
| 2023 | 155.54 | 7.36 | 0.05 | - |
| 2024 | 121.00 | 16.20 | 0.13 | - |
| 2025 | 18.67 | 13.91 | 0.75 | - |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| MTD | 0.0% | -2.88% |
| 3M | -4.27% | -7.58% |
| 6M | -1.27% | 30.96% |
| YTD | 13.91% | 18.67% |
| 1Y | 44.66% | 67.68% |
| 3Y (ann.) | 12.42% | 79.33% |
| 5Y (ann.) | 9.45% | 22.74% |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Max Drawdown | -11.92% | -68.97% |
| Longest DD Days | 383.0 | 779.0 |
| Avg. Drawdown | -2.4% | -9.33% |
| Avg. Drawdown Days | 77.0 | 58.0 |
| Recovery Factor | 3.44 | 1.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-05 | 2024-11-15 | -11.92 | 315 |
| 2022-01-02 | 2023-01-20 | -7.36 | 383 |
| 2025-07-29 | 2025-10-15 | -5.00 | 78 |
| 2023-02-07 | 2023-11-10 | -3.67 | 276 |
| 2025-06-20 | 2025-06-23 | -2.39 | 3 |
| 2025-01-22 | 2025-03-01 | -2.35 | 38 |
| 2025-04-15 | 2025-04-17 | -1.14 | 2 |
| 2024-11-16 | 2024-11-20 | -0.75 | 4 |
| 2024-11-28 | 2025-01-21 | -0.59 | 54 |
| 2021-12-31 | 2022-01-01 | -0.15 | 1 |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Best Day | 9.43% | 14.52% |
| Worst Day | -5.16% | -15.42% |
| Best Week | 11.66% | 35.75% |
| Worst Week | -6.1% | -29.64% |
| Best Month | 26.99% | 43.77% |
| Worst Month | -9.8% | -37.12% |
| Best Year | 16.2% | 155.54% |
| Worst Year | -1.7% | -64.22% |
| Avg. Up Day | 2.01% | 2.07% |
| Avg. Down Day | -1.06% | -1.92% |
| Avg. Up Week | 3.98% | 5.9% |
| Avg. Down Week | -2.47% | -5.81% |
| Avg. Up Month | 5.29% | 14.84% |
| Avg. Down Month | -2.32% | -11.48% |
| Win Days % | 43.14% | 49.64% |
| Win Month % | 63.64% | 57.45% |
| Win Week % | 58.82% | 50.99% |
| Win Quarter % | 58.33% | 47.06% |
| Win Year % | 80.0% | 60.0% |