| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 97.0% |
| Cumulative Return | 143.05% | 1,378.44% |
| Max Drawdown | -14.53% | -66.65% |
| Sharpe | 5.65 | -1.03 |
| Sortino | 16.08 | -1.15 |
| Payoff Ratio | 3.39 | 0.12 |
| Profit Factor | 3.94 | 0.67 |
| Common Sense Ratio | 22.51 | 0.84 |
| CPC Index | 6.84 | 0.02 |
| Tail Ratio | 5.72 | 1.15 |
| Outlier Win Ratio | 955.96 | 3.07 |
| Outlier Loss Ratio | 11122.84 | 7.55 |
| Volatility (ann.) | 101.5% | 873.39% |
| R^2 | 0.0 | 0.0 |
| Calmar | 1.36 | -0.21 |
| Skew | 2.32 | -5.03 |
| Kurtosis | 10.32 | 37.52 |
| Expected Daily % | 1.44% | 0.74% |
| Expected Monthly % | 3.22% | 1.64% |
| Expected Yearly % | 15.95% | 7.88% |
| Kelly Criterion | 21.45% | -1554.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.17% | -8885.24% |
| Expected Shortfall (cVaR) | -7.17% | -8556.81% |
| Year | 12483197:BTCUSD | 12483197:btcusd:triple_med_gx:zlema140_35 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 82.04 | 12.18 | 0.15 | - |
| 2021 | 307.54 | -10.39 | -0.03 | - |
| 2022 | -57.79 | 0.64 | -0.01 | + |
| 2023 | 86.83 | 25.87 | 0.30 | - |
| 2024 | 156.47 | 81.45 | 0.52 | - |
| 2025 | -1.46 | 5.19 | -3.54 | + |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| MTD | 11.87% | 12.07% |
| 3M | 5.19% | -1.46% |
| 6M | 54.0% | 44.38% |
| YTD | 5.19% | -1.46% |
| 1Y | 78.0% | 50.96% |
| 3Y (ann.) | 37.54% | 30.91% |
| 5Y (ann.) | 19.72% | 9.67% |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Max Drawdown | -14.53% | -66.65% |
| Longest DD Days | 796.0 | 1020.0 |
| Avg. Drawdown | -1.99% | -13.85% |
| Avg. Drawdown Days | 85.0 | 158.0 |
| Recovery Factor | 9.85 | 0.52 |
| Ulcer Index | 0.99 | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-04-22 | 2023-06-27 | -14.53 | 796 |
| 2025-01-20 | 2025-03-02 | -5.97 | 41 |
| 2024-07-28 | 2024-11-11 | -2.69 | 106 |
| 2024-02-28 | 2024-03-31 | -0.66 | 32 |
| 2023-08-17 | 2023-11-10 | -0.63 | 85 |
| 2020-08-02 | 2020-08-07 | -0.18 | 5 |
| 2023-06-30 | 2023-07-03 | -0.18 | 3 |
| 2024-11-14 | 2024-11-16 | -0.18 | 2 |
| 2024-01-03 | 2024-01-11 | -0.18 | 8 |
| 2024-11-17 | 2024-11-18 | -0.18 | 1 |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Best Day | 27.72% | 11948.67% |
| Worst Day | -12.93% | -36065.22% |
| Best Week | 27.49% | 632.22% |
| Worst Week | -12.93% | -7170.73% |
| Best Month | 46.41% | 1031.6% |
| Worst Month | -13.08% | -5037.0% |
| Best Year | 81.45% | 196.91% |
| Worst Year | -10.39% | -349.96% |
| Avg. Up Day | 17.33% | 291.47% |
| Avg. Down Day | -1.22% | -1997.32% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -1.42% | -714.6% |
| Avg. Up Month | 27.08% | 180.82% |
| Avg. Down Month | -1.44% | -345.92% |
| Win Days % | 34.43% | 28.33% |
| Win Month % | 55.56% | 23.08% |
| Win Week % | 41.46% | 15.0% |
| Win Quarter % | 75.0% | 20.0% |
| Win Year % | 83.33% | 16.67% |