| Metric | 12484649:btcusd:triple_med_gx:zlema190_40 | 12484649:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 24.74% | 39.08% |
| Max Drawdown | -15.29% | -28.17% |
| Sharpe | 0.82 | 0.72 |
| Sortino | 1.47 | 1.1 |
| Payoff Ratio | 1.64 | 1.26 |
| Profit Factor | 1.34 | 1.11 |
| Common Sense Ratio | 1.6 | 1.21 |
| CPC Index | 0.88 | 0.71 |
| Tail Ratio | 1.2 | 1.09 |
| Outlier Win Ratio | 25.45 | 3.13 |
| Outlier Loss Ratio | 4.26 | 2.64 |
| Volatility (ann.) | 20.99% | 45.46% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.07 | 0.9 |
| Skew | 2.89 | 0.45 |
| Kurtosis | 33.51 | 2.83 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.24% | 1.85% |
| Expected Yearly % | 11.69% | 17.93% |
| Kelly Criterion | 3.71% | 11.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -3.82% |
| Expected Shortfall (cVaR) | -1.76% | -3.82% |
| Year | 12484649:BTCUSD | 12484649:btcusd:triple_med_gx:zlema190_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 16.79 | 0.44 | - |
| 2025 | 0.89 | 6.80 | 7.65 | + |
| Metric | 12484649:btcusd:triple_med_gx:zlema190_40 | 12484649:BTCUSD |
|---|---|---|
| MTD | -0.18% | -14.03% |
| 3M | -4.04% | -19.8% |
| 6M | -0.25% | -9.0% |
| YTD | 6.8% | 0.89% |
| 1Y | 2.27% | 3.43% |
| 3Y (ann.) | 16.34% | 25.35% |
| 5Y (ann.) | 16.34% | 25.35% |
| Metric | 12484649:btcusd:triple_med_gx:zlema190_40 | 12484649:BTCUSD |
|---|---|---|
| Max Drawdown | -15.29% | -28.17% |
| Longest DD Days | 123.0 | 145.0 |
| Avg. Drawdown | -4.67% | -8.11% |
| Avg. Drawdown Days | 48.0 | 27.0 |
| Recovery Factor | 1.62 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-15 | -15.29 | 116 |
| 2024-11-25 | 2025-03-11 | -10.86 | 106 |
| 2025-07-28 | 2025-11-16 | -6.82 | 111 |
| 2025-03-15 | 2025-07-16 | -4.88 | 123 |
| 2024-07-07 | 2024-07-13 | -4.10 | 6 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2025-07-18 | 2025-07-27 | -1.40 | 9 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-11-23 | 2024-11-24 | -0.18 | 1 |
| 2024-07-05 | 2024-07-06 | -0.18 | 1 |
| Metric | 12484649:btcusd:triple_med_gx:zlema190_40 | 12484649:BTCUSD |
|---|---|---|
| Best Day | 10.37% | 11.89% |
| Worst Day | -7.06% | -8.6% |
| Best Week | 16.71% | 18.93% |
| Worst Week | -10.37% | -12.33% |
| Best Month | 15.11% | 37.42% |
| Worst Month | -10.14% | -17.69% |
| Best Year | 16.79% | 37.85% |
| Worst Year | 6.8% | 0.89% |
| Avg. Up Day | 2.04% | 2.1% |
| Avg. Down Day | -1.24% | -1.67% |
| Avg. Up Week | 5.71% | 7.9% |
| Avg. Down Week | -2.23% | -4.01% |
| Avg. Up Month | 8.66% | 12.08% |
| Avg. Down Month | -3.37% | -10.18% |
| Win Days % | 40.16% | 50.84% |
| Win Month % | 42.86% | 55.56% |
| Win Week % | 41.67% | 52.56% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |