| Metric | 12484649:btcusd:triple_med_gx:zlema190_40 | 12484649:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 100.14% | 830.8% |
| Max Drawdown | -23.43% | -76.67% |
| Sharpe | 0.8 | 1.17 |
| Sortino | 1.35 | 1.76 |
| Payoff Ratio | 1.45 | 1.2 |
| Profit Factor | 1.35 | 1.19 |
| Common Sense Ratio | 2.45 | 1.32 |
| CPC Index | 0.88 | 0.73 |
| Tail Ratio | 1.82 | 1.11 |
| Outlier Win Ratio | 31.84 | 3.06 |
| Outlier Loss Ratio | 4.55 | 3.15 |
| Volatility (ann.) | 24.54% | 63.35% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.78 | 0.93 |
| Skew | 2.13 | 0.09 |
| Kurtosis | 30.54 | 3.39 |
| Expected Daily % | 0.05% | 0.15% |
| Expected Monthly % | 1.4% | 4.56% |
| Expected Yearly % | 14.89% | 56.23% |
| Kelly Criterion | 6.61% | 10.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.06% | -5.25% |
| Expected Shortfall (cVaR) | -2.06% | -5.25% |
| Year | 12484649:BTCUSD | 12484649:btcusd:triple_med_gx:zlema190_40 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 294.88 | 50.60 | 0.17 | - |
| 2021 | 59.34 | -3.33 | -0.06 | - |
| 2022 | -64.22 | -2.06 | 0.03 | + |
| 2023 | 155.54 | 20.69 | 0.13 | - |
| 2024 | 61.77 | 16.29 | 0.26 | - |
| Metric | 12484649:btcusd:triple_med_gx:zlema190_40 | 12484649:BTCUSD |
|---|---|---|
| MTD | 0.0% | 12.75% |
| 3M | 15.55% | 19.72% |
| 6M | 25.09% | 80.6% |
| YTD | 16.29% | 61.77% |
| 1Y | 27.71% | 146.7% |
| 3Y (ann.) | 13.78% | 25.42% |
| 5Y (ann.) | 18.19% | 71.17% |
| Metric | 12484649:btcusd:triple_med_gx:zlema190_40 | 12484649:BTCUSD |
|---|---|---|
| Max Drawdown | -23.43% | -76.67% |
| Longest DD Days | 786.0 | 846.0 |
| Avg. Drawdown | -5.16% | -9.29% |
| Avg. Drawdown Days | 76.0 | 38.0 |
| Recovery Factor | 4.27 | 10.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-04-28 | 2023-06-23 | -23.43 | 786 |
| 2020-05-08 | 2020-06-01 | -14.46 | 24 |
| 2020-06-02 | 2020-07-27 | -11.65 | 55 |
| 2023-09-20 | 2023-12-05 | -9.83 | 76 |
| 2024-03-18 | 2024-03-25 | -9.42 | 7 |
| 2020-08-01 | 2020-08-10 | -6.36 | 9 |
| 2023-06-24 | 2023-09-19 | -4.66 | 87 |
| 2020-08-11 | 2020-10-30 | -4.29 | 80 |
| 2024-04-17 | 2024-05-30 | -3.97 | 43 |
| 2023-12-06 | 2024-01-19 | -3.15 | 44 |
| Metric | 12484649:btcusd:triple_med_gx:zlema190_40 | 12484649:BTCUSD |
|---|---|---|
| Best Day | 13.17% | 19.48% |
| Worst Day | -8.56% | -15.42% |
| Best Week | 17.49% | 38.59% |
| Worst Week | -9.58% | -29.64% |
| Best Month | 21.2% | 47.19% |
| Worst Month | -10.8% | -37.12% |
| Best Year | 50.6% | 294.88% |
| Worst Year | -3.33% | -64.22% |
| Avg. Up Day | 2.48% | 2.51% |
| Avg. Down Day | -1.71% | -2.09% |
| Avg. Up Week | 4.82% | 7.48% |
| Avg. Down Week | -2.79% | -4.59% |
| Avg. Up Month | 7.86% | 11.04% |
| Avg. Down Month | -5.04% | -13.61% |
| Win Days % | 44.72% | 51.33% |
| Win Month % | 60.71% | 60.0% |
| Win Week % | 50.7% | 52.73% |
| Win Quarter % | 73.33% | 58.82% |
| Win Year % | 60.0% | 80.0% |