| Metric | 12484649:btcusd:triple_med_gx:zlema190_40 | 12484649:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 99.0% |
| Cumulative Return | 149.34% | 1,001.23% |
| Max Drawdown | -20.03% | -72.17% |
| Sharpe | 2.99 | -1.41 |
| Sortino | 9.89 | -1.42 |
| Payoff Ratio | 3.05 | 0.62 |
| Profit Factor | 2.32 | 0.28 |
| Common Sense Ratio | 5.66 | 2.5 |
| CPC Index | 2.93 | 1.03 |
| Tail Ratio | 2.44 | 2.51 |
| Outlier Win Ratio | 686.72 | 2.22 |
| Outlier Loss Ratio | 2341.83 | 0.92 |
| Volatility (ann.) | 103.92% | 427.0% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.02 | 0.29 |
| Skew | 5.58 | -10.85 |
| Kurtosis | 45.3 | 120.74 |
| Expected Daily % | 0.73% | NaN% |
| Expected Monthly % | 2.81% | NaN% |
| Expected Yearly % | 16.45% | NaN% |
| Kelly Criterion | 11.02% | -41.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.1% | -27535.57% |
| Expected Shortfall (cVaR) | -8.1% | -25558.24% |
| Year | 12484649:BTCUSD | 12484649:btcusd:triple_med_gx:zlema190_40 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 104.28 | 50.88 | 0.49 | - |
| 2021 | 186.14 | -3.33 | -0.02 | - |
| 2022 | -62.15 | -2.06 | 0.03 | + |
| 2023 | 157.12 | 20.69 | 0.13 | - |
| 2024 | 122.19 | 33.51 | 0.27 | - |
| 2025 | -12.88 | 8.32 | -0.65 | + |
| Metric | 12484649:btcusd:triple_med_gx:zlema190_40 | 12484649:BTCUSD |
|---|---|---|
| MTD | 12.45% | -2.06% |
| 3M | 7.96% | -17.46% |
| 6M | 22.3% | 28.5% |
| YTD | 8.32% | -12.88% |
| 1Y | 33.87% | 14.49% |
| 3Y (ann.) | 20.07% | 29.93% |
| 5Y (ann.) | 20.5% | -47.15% |
| Metric | 12484649:btcusd:triple_med_gx:zlema190_40 | 12484649:BTCUSD |
|---|---|---|
| Max Drawdown | -20.03% | -72.17% |
| Longest DD Days | 785.0 | 1036.0 |
| Avg. Drawdown | -2.92% | -16.27% |
| Avg. Drawdown Days | 70.0 | 180.0 |
| Recovery Factor | 7.46 | -0.9 |
| Ulcer Index | 0.99 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-05-02 | 2023-06-26 | -20.03 | 785 |
| 2024-08-02 | 2024-11-13 | -11.82 | 103 |
| 2024-11-23 | 2025-03-12 | -10.82 | 109 |
| 2023-09-22 | 2023-12-06 | -5.47 | 75 |
| 2020-08-17 | 2020-11-01 | -3.39 | 76 |
| 2025-03-15 | 2025-03-16 | -2.47 | 1 |
| 2020-08-01 | 2020-08-16 | -0.92 | 15 |
| 2023-09-08 | 2023-09-20 | -0.79 | 12 |
| 2020-11-09 | 2021-04-29 | -0.66 | 171 |
| 2024-03-07 | 2024-03-11 | -0.18 | 4 |
| Metric | 12484649:btcusd:triple_med_gx:zlema190_40 | 12484649:BTCUSD |
|---|---|---|
| Best Day | 47.93% | 21392.18% |
| Worst Day | -10.37% | -177759.45% |
| Best Week | 47.93% | 21392.18% |
| Worst Week | -10.37% | -7412.31% |
| Best Month | 47.93% | 21392.18% |
| Worst Month | -11.66% | -7412.31% |
| Best Year | 50.88% | 1823.14% |
| Worst Year | -3.33% | -359.51% |
| Avg. Up Day | 6.32% | 844.72% |
| Avg. Down Day | -0.85% | -3122.64% |
| Avg. Up Week | 4.83% | 1242.56% |
| Avg. Down Week | -1.57% | -179.91% |
| Avg. Up Month | 12.28% | 1233.78% |
| Avg. Down Month | -4.11% | -92.96% |
| Win Days % | 26.4% | 25.81% |
| Win Month % | 56.25% | 22.58% |
| Win Week % | 37.33% | 29.73% |
| Win Quarter % | 76.47% | 17.65% |
| Win Year % | 66.67% | 16.67% |