| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 154.92% | 85.43% |
| Max Drawdown | -10.34% | -68.97% |
| Sharpe | 1.47 | 0.57 |
| Sortino | 3.14 | 0.83 |
| Payoff Ratio | 1.96 | 1.47 |
| Profit Factor | 1.87 | 1.09 |
| Common Sense Ratio | 4.78 | 1.22 |
| CPC Index | 1.7 | 0.8 |
| Tail Ratio | 2.56 | 1.12 |
| Outlier Win Ratio | 38.56 | 3.24 |
| Outlier Loss Ratio | 4.89 | 2.7 |
| Volatility (ann.) | 17.39% | 52.21% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.63 | 0.25 |
| Skew | 4.25 | 0.03 |
| Kurtosis | 41.19 | 4.37 |
| Expected Daily % | 0.07% | 0.04% |
| Expected Monthly % | 1.97% | 1.29% |
| Expected Yearly % | 20.58% | 13.14% |
| Kelly Criterion | 19.31% | 15.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -4.41% |
| Expected Shortfall (cVaR) | -1.43% | -4.41% |
| Year | 12483197:BTCUSD | 12483197:btcusd:triple_med_gx:zlema140_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -9.05 | 0.83 | -0.09 | + |
| 2022 | -64.22 | 1.07 | -0.02 | + |
| 2023 | 155.54 | 29.38 | 0.19 | - |
| 2024 | 121.00 | 81.45 | 0.67 | - |
| 2025 | 0.89 | 6.55 | 7.37 | + |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 0.55% | -19.8% |
| 6M | 0.78% | -9.0% |
| YTD | 6.55% | 0.89% |
| 1Y | 17.58% | 3.43% |
| 3Y (ann.) | 35.71% | 77.28% |
| 5Y (ann.) | 27.17% | 17.19% |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Max Drawdown | -10.34% | -68.97% |
| Longest DD Days | 383.0 | 779.0 |
| Avg. Drawdown | -2.65% | -9.91% |
| Avg. Drawdown Days | 40.0 | 60.0 |
| Recovery Factor | 14.99 | 1.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-30 | 2023-06-20 | -10.34 | 141 |
| 2025-01-22 | 2025-03-02 | -9.37 | 39 |
| 2023-08-30 | 2024-01-04 | -9.26 | 127 |
| 2024-01-09 | 2024-03-25 | -8.03 | 76 |
| 2024-07-03 | 2024-07-14 | -7.30 | 11 |
| 2022-01-02 | 2023-01-20 | -5.53 | 383 |
| 2025-07-29 | 2025-11-16 | -4.76 | 110 |
| 2024-07-22 | 2024-11-06 | -4.11 | 107 |
| 2025-04-18 | 2025-06-23 | -3.16 | 66 |
| 2023-08-17 | 2023-08-29 | -2.50 | 12 |
| Metric | 12483197:btcusd:triple_med_gx:zlema140_35 | 12483197:BTCUSD |
|---|---|---|
| Best Day | 10.17% | 14.52% |
| Worst Day | -5.16% | -15.42% |
| Best Week | 20.44% | 35.75% |
| Worst Week | -6.13% | -29.64% |
| Best Month | 46.41% | 43.77% |
| Worst Month | -5.84% | -37.12% |
| Best Year | 81.45% | 155.54% |
| Worst Year | 0.83% | -64.22% |
| Avg. Up Day | 2.1% | 2.12% |
| Avg. Down Day | -1.07% | -1.44% |
| Avg. Up Week | 5.26% | 5.58% |
| Avg. Down Week | -2.72% | -6.08% |
| Avg. Up Month | 8.79% | 12.71% |
| Avg. Down Month | -3.44% | -11.82% |
| Win Days % | 46.58% | 49.58% |
| Win Month % | 73.91% | 56.25% |
| Win Week % | 67.39% | 50.24% |
| Win Quarter % | 91.67% | 47.06% |
| Win Year % | 100.0% | 60.0% |