| Metric | 12483267:btcusd:triple_med_gx:zlema140_35 | 12483267:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 47.9% | 29.12% |
| Max Drawdown | -10.33% | -26.0% |
| Sharpe | 1.87 | 0.87 |
| Sortino | 3.41 | 1.34 |
| Payoff Ratio | 1.72 | 1.24 |
| Profit Factor | 1.81 | 1.13 |
| Common Sense Ratio | 4.54 | 1.2 |
| CPC Index | 1.56 | 0.7 |
| Tail Ratio | 2.51 | 1.06 |
| Outlier Win Ratio | 19.15 | 3.44 |
| Outlier Loss Ratio | 3.48 | 2.68 |
| Volatility (ann.) | 27.68% | 50.6% |
| R^2 | 0.3 | 0.3 |
| Calmar | 5.98 | 1.42 |
| Skew | 1.83 | 0.51 |
| Kurtosis | 21.11 | 2.47 |
| Expected Daily % | 0.13% | 0.09% |
| Expected Monthly % | 3.99% | 2.59% |
| Expected Yearly % | 21.61% | 13.63% |
| Kelly Criterion | 21.0% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.24% | -4.24% |
| Expected Shortfall (cVaR) | -2.24% | -4.24% |
| Year | 12483267:BTCUSD | 12483267:btcusd:triple_med_gx:zlema140_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 48.04 | 1.27 | + |
| 2025 | -6.34 | -0.09 | 0.01 | + |
| Metric | 12483267:btcusd:triple_med_gx:zlema140_35 | 12483267:BTCUSD |
|---|---|---|
| MTD | 3.32% | 3.72% |
| 3M | -0.09% | -8.05% |
| 6M | 37.86% | 37.53% |
| YTD | -0.09% | -6.34% |
| 1Y | 47.9% | 29.12% |
| 3Y (ann.) | 61.76% | 36.89% |
| 5Y (ann.) | 61.76% | 36.89% |
| Metric | 12483267:btcusd:triple_med_gx:zlema140_35 | 12483267:BTCUSD |
|---|---|---|
| Max Drawdown | -10.33% | -26.0% |
| Longest DD Days | 105.0 | 145.0 |
| Avg. Drawdown | -3.4% | -8.01% |
| Avg. Drawdown Days | 16.0 | 25.0 |
| Recovery Factor | 4.64 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-11 | -10.33 | 105 |
| 2025-03-03 | 2025-03-25 | -8.60 | 22 |
| 2025-01-22 | 2025-03-02 | -6.99 | 39 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2024-07-07 | 2024-07-13 | -4.10 | 6 |
| 2024-11-23 | 2024-11-27 | -2.74 | 4 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-07-04 | 2024-07-06 | -0.88 | 2 |
| 2024-11-12 | 2024-11-13 | -0.83 | 1 |
| 2024-11-17 | 2024-11-18 | -0.18 | 1 |
| Metric | 12483267:btcusd:triple_med_gx:zlema140_35 | 12483267:BTCUSD |
|---|---|---|
| Best Day | 10.37% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 22.56% | 18.93% |
| Worst Week | -9.73% | -12.33% |
| Best Month | 37.98% | 37.42% |
| Worst Month | -5.11% | -17.69% |
| Best Year | 48.04% | 37.85% |
| Worst Year | -0.09% | -6.34% |
| Avg. Up Day | 2.49% | 2.51% |
| Avg. Down Day | -1.44% | -2.02% |
| Avg. Up Week | 7.32% | 7.6% |
| Avg. Down Week | -4.09% | -5.93% |
| Avg. Up Month | 13.61% | 13.49% |
| Avg. Down Month | -4.24% | -13.21% |
| Win Days % | 50.0% | 49.83% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 71.43% | 52.27% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |