| Metric | 12484509:btcusd:triple_med_gx:zlema140_40 | 12484509:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 52.23% | 971.75% |
| Max Drawdown | -16.09% | -76.67% |
| Sharpe | 0.66 | 1.21 |
| Sortino | 1.1 | 1.83 |
| Payoff Ratio | 1.7 | 1.15 |
| Profit Factor | 1.38 | 1.2 |
| Common Sense Ratio | 0.55 | 1.33 |
| CPC Index | 1.01 | 0.71 |
| Tail Ratio | 0.4 | 1.11 |
| Outlier Win Ratio | 51.99 | 2.66 |
| Outlier Loss Ratio | 4.48 | 2.62 |
| Volatility (ann.) | 17.69% | 63.54% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.66 | 1.0 |
| Skew | 2.36 | 0.1 |
| Kurtosis | 82.49 | 3.34 |
| Expected Daily % | 0.03% | 0.16% |
| Expected Monthly % | 0.83% | 4.76% |
| Expected Yearly % | 8.77% | 60.7% |
| Kelly Criterion | 9.54% | 9.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -5.26% |
| Expected Shortfall (cVaR) | -1.49% | -5.26% |
| Year | 12484509:BTCUSD | 12484509:btcusd:triple_med_gx:zlema140_40 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 354.67 | 4.39 | 0.01 | - |
| 2021 | 59.34 | -8.17 | -0.14 | - |
| 2022 | -64.22 | 10.77 | -0.17 | + |
| 2023 | 155.54 | 27.72 | 0.18 | - |
| 2024 | 61.77 | 12.24 | 0.20 | - |
| Metric | 12484509:btcusd:triple_med_gx:zlema140_40 | 12484509:BTCUSD |
|---|---|---|
| MTD | 0.0% | 12.75% |
| 3M | 4.17% | 19.72% |
| 6M | 12.24% | 80.6% |
| YTD | 12.24% | 61.77% |
| 1Y | 39.9% | 146.7% |
| 3Y (ann.) | 18.81% | 25.42% |
| 5Y (ann.) | 10.58% | 76.42% |
| Metric | 12484509:btcusd:triple_med_gx:zlema140_40 | 12484509:BTCUSD |
|---|---|---|
| Max Drawdown | -16.09% | -76.67% |
| Longest DD Days | 296.0 | 846.0 |
| Avg. Drawdown | -4.28% | -8.86% |
| Avg. Drawdown Days | 73.0 | 35.0 |
| Recovery Factor | 3.25 | 12.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-05-09 | 2022-03-01 | -16.09 | 296 |
| 2022-05-25 | 2023-01-29 | -10.57 | 249 |
| 2023-08-30 | 2023-11-10 | -9.26 | 72 |
| 2023-01-30 | 2023-06-20 | -8.68 | 141 |
| 2020-08-07 | 2021-05-08 | -8.56 | 274 |
| 2024-01-09 | 2024-03-25 | -8.03 | 76 |
| 2023-07-04 | 2023-08-29 | -4.74 | 56 |
| 2023-06-24 | 2023-07-03 | -1.80 | 9 |
| 2024-03-29 | 2024-03-31 | -1.66 | 2 |
| 2024-03-27 | 2024-03-28 | -0.80 | 1 |
| Metric | 12484509:btcusd:triple_med_gx:zlema140_40 | 12484509: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 | 20.67% | 47.19% |
| Worst Month | -13.08% | -37.12% |
| Best Year | 27.72% | 354.67% |
| Worst Year | -8.17% | -64.22% |
| Avg. Up Day | 2.29% | 2.32% |
| Avg. Down Day | -1.35% | -2.02% |
| Avg. Up Week | 4.26% | 4.91% |
| Avg. Down Week | -3.28% | -5.2% |
| Avg. Up Month | 7.21% | 11.58% |
| Avg. Down Month | -3.42% | -14.03% |
| Win Days % | 43.02% | 51.38% |
| Win Month % | 60.0% | 60.78% |
| Win Week % | 56.41% | 53.39% |
| Win Quarter % | 66.67% | 61.11% |
| Win Year % | 80.0% | 80.0% |