| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 42.94% | 971.75% |
| Max Drawdown | -27.92% | -76.67% |
| Sharpe | 0.53 | 1.21 |
| Sortino | 0.86 | 1.83 |
| Payoff Ratio | 1.49 | 1.11 |
| Profit Factor | 1.28 | 1.2 |
| Common Sense Ratio | 1.52 | 1.33 |
| CPC Index | 0.85 | 0.68 |
| Tail Ratio | 1.18 | 1.11 |
| Outlier Win Ratio | 47.84 | 2.77 |
| Outlier Loss Ratio | 4.01 | 2.7 |
| Volatility (ann.) | 19.64% | 63.54% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.32 | 1.0 |
| Skew | 1.95 | 0.1 |
| Kurtosis | 63.34 | 3.34 |
| Expected Daily % | 0.02% | 0.16% |
| Expected Monthly % | 0.7% | 4.76% |
| Expected Yearly % | 7.41% | 60.7% |
| Kelly Criterion | 6.96% | 7.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -5.26% |
| Expected Shortfall (cVaR) | -1.66% | -5.26% |
| Year | 12483197:BTCUSD | 12483197:btcusd:triple_med_gx:zlema140_35 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 354.67 | 12.18 | 0.03 | - |
| 2021 | 59.34 | -10.39 | -0.18 | - |
| 2022 | -64.22 | 0.64 | -0.01 | + |
| 2023 | 155.54 | 25.87 | 0.17 | - |
| 2024 | 61.77 | 12.24 | 0.20 | - |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| MTD | 0.0% | 12.75% |
| 3M | 4.17% | 19.72% |
| 6M | 12.24% | 80.6% |
| YTD | 12.24% | 61.77% |
| 1Y | 37.87% | 146.7% |
| 3Y (ann.) | 14.15% | 25.42% |
| 5Y (ann.) | 8.93% | 76.42% |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Max Drawdown | -27.92% | -76.67% |
| Longest DD Days | 1168.0 | 846.0 |
| Avg. Drawdown | -4.98% | -8.86% |
| Avg. Drawdown Days | 108.0 | 35.0 |
| Recovery Factor | 1.54 | 12.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2020-04-09 | 2023-06-21 | -27.92 | 1168 |
| 2023-08-30 | 2024-01-04 | -9.26 | 127 |
| 2024-01-09 | 2024-03-25 | -8.03 | 76 |
| 2020-03-28 | 2020-03-30 | -7.86 | 2 |
| 2023-08-17 | 2023-08-29 | -2.50 | 12 |
| 2020-04-07 | 2020-04-08 | -1.93 | 1 |
| 2024-03-29 | 2024-03-31 | -1.66 | 2 |
| 2023-06-24 | 2023-07-01 | -1.44 | 7 |
| 2020-04-05 | 2020-04-06 | -1.40 | 1 |
| 2020-04-03 | 2020-04-04 | -1.01 | 1 |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 19.48% |
| Worst Day | -12.79% | -15.42% |
| Best Week | 16.63% | 38.59% |
| Worst Week | -13.2% | -29.64% |
| Best Month | 15.89% | 47.19% |
| Worst Month | -13.08% | -37.12% |
| Best Year | 25.87% | 354.67% |
| Worst Year | -10.39% | -64.22% |
| Avg. Up Day | 2.32% | 2.35% |
| Avg. Down Day | -1.56% | -2.12% |
| Avg. Up Week | 4.21% | 4.78% |
| Avg. Down Week | -3.87% | -6.22% |
| Avg. Up Month | 5.87% | 12.6% |
| Avg. Down Month | -4.56% | -12.9% |
| Win Days % | 44.33% | 51.38% |
| Win Month % | 63.64% | 60.78% |
| Win Week % | 57.14% | 53.39% |
| Win Quarter % | 71.43% | 61.11% |
| Win Year % | 80.0% | 80.0% |