| Metric | 12483267:btcusd:triple_med_gx:zlema140_35 | 12483267:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 132.9% | 90.83% |
| Max Drawdown | -10.33% | -66.18% |
| Sharpe | 1.54 | 0.68 |
| Sortino | 2.99 | 0.99 |
| Payoff Ratio | 2.0 | 1.37 |
| Profit Factor | 1.88 | 1.11 |
| Common Sense Ratio | 5.47 | 1.25 |
| CPC Index | 1.78 | 0.74 |
| Tail Ratio | 2.92 | 1.13 |
| Outlier Win Ratio | 34.53 | 3.29 |
| Outlier Loss Ratio | 4.29 | 2.71 |
| Volatility (ann.) | 19.74% | 53.42% |
| R^2 | 0.14 | 0.14 |
| Calmar | 3.18 | 0.37 |
| Skew | 2.88 | -0.1 |
| Kurtosis | 34.79 | 4.09 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.38% | 1.81% |
| Expected Yearly % | 23.54% | 17.53% |
| Kelly Criterion | 21.17% | 11.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.5% |
| Expected Shortfall (cVaR) | -1.62% | -4.5% |
| Year | 12483267:BTCUSD | 12483267:btcusd:triple_med_gx:zlema140_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.92 | -2.70 | 0.04 | + |
| 2023 | 155.54 | 24.88 | 0.16 | - |
| 2024 | 121.00 | 91.85 | 0.76 | - |
| 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 | 53.07% | 30.1% |
| 3Y (ann.) | 32.79% | 24.21% |
| 5Y (ann.) | 32.79% | 24.21% |
| Metric | 12483267:btcusd:triple_med_gx:zlema140_35 | 12483267:BTCUSD |
|---|---|---|
| Max Drawdown | -10.33% | -66.18% |
| Longest DD Days | 141.0 | 643.0 |
| Avg. Drawdown | -2.91% | -10.21% |
| Avg. Drawdown Days | 28.0 | 58.0 |
| Recovery Factor | 12.87 | 1.37 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-11 | -10.33 | 105 |
| 2023-08-30 | 2024-01-08 | -9.26 | 131 |
| 2023-01-30 | 2023-06-20 | -9.24 | 141 |
| 2025-03-03 | 2025-03-25 | -8.60 | 22 |
| 2025-01-22 | 2025-03-02 | -6.99 | 39 |
| 2022-09-15 | 2023-01-20 | -5.10 | 127 |
| 2024-04-01 | 2024-07-13 | -4.64 | 103 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2024-11-23 | 2024-11-27 | -2.74 | 4 |
| 2023-08-17 | 2023-08-29 | -2.50 | 12 |
| Metric | 12483267:btcusd:triple_med_gx:zlema140_35 | 12483267:BTCUSD |
|---|---|---|
| Best Day | 10.37% | 11.89% |
| Worst Day | -8.6% | -15.42% |
| Best Week | 22.56% | 35.75% |
| Worst Week | -9.73% | -29.64% |
| Best Month | 37.98% | 43.77% |
| Worst Month | -5.62% | -37.12% |
| Best Year | 91.85% | 155.54% |
| Worst Year | -2.7% | -63.92% |
| Avg. Up Day | 2.33% | 2.35% |
| Avg. Down Day | -1.16% | -1.72% |
| Avg. Up Week | 6.13% | 6.73% |
| Avg. Down Week | -2.64% | -5.26% |
| Avg. Up Month | 13.33% | 13.94% |
| Avg. Down Month | -3.28% | -11.16% |
| Win Days % | 47.43% | 48.94% |
| Win Month % | 58.82% | 58.33% |
| Win Week % | 63.89% | 49.69% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |