| Metric | 12484649:btcusd:triple_med_gx:zlema190_40 | 12484649:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 73.1% | 116.78% |
| Max Drawdown | -40.19% | -66.79% |
| Sharpe | 0.62 | 0.65 |
| Sortino | 0.96 | 0.95 |
| Payoff Ratio | 1.46 | 1.19 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | 1.6 | 1.25 |
| CPC Index | 0.75 | 0.65 |
| Tail Ratio | 1.32 | 1.13 |
| Outlier Win Ratio | 19.88 | 3.68 |
| Outlier Loss Ratio | 4.1 | 3.36 |
| Volatility (ann.) | 30.9% | 52.15% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.38 | 0.33 |
| Skew | 0.65 | 0.03 |
| Kurtosis | 26.5 | 4.42 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.17% | 1.66% |
| Expected Yearly % | 14.7% | 21.34% |
| Kelly Criterion | 2.97% | 7.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.61% | -4.4% |
| Expected Shortfall (cVaR) | -2.61% | -4.4% |
| Year | 12484649:BTCUSD | 12484649:btcusd:triple_med_gx:zlema190_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.95 | -17.70 | 0.29 | + |
| 2023 | 155.54 | 45.00 | 0.29 | - |
| 2024 | 121.00 | 35.82 | 0.30 | - |
| 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.) | 26.9% | 77.28% |
| 5Y (ann.) | 15.25% | 22.16% |
| Metric | 12484649:btcusd:triple_med_gx:zlema190_40 | 12484649:BTCUSD |
|---|---|---|
| Max Drawdown | -40.19% | -66.79% |
| Longest DD Days | 746.0 | 682.0 |
| Avg. Drawdown | -6.28% | -9.75% |
| Avg. Drawdown Days | 74.0 | 48.0 |
| Recovery Factor | 1.82 | 1.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-03-17 | -40.19 | 746 |
| 2024-07-22 | 2024-11-15 | -15.29 | 116 |
| 2024-11-25 | 2025-03-11 | -10.86 | 106 |
| 2024-03-18 | 2024-03-25 | -9.42 | 7 |
| 2025-07-28 | 2025-11-16 | -6.82 | 111 |
| 2022-02-10 | 2022-02-28 | -6.81 | 18 |
| 2025-03-15 | 2025-07-16 | -4.88 | 123 |
| 2022-02-02 | 2022-02-04 | -4.64 | 2 |
| 2024-07-07 | 2024-07-13 | -4.10 | 6 |
| 2024-04-17 | 2024-07-06 | -3.97 | 80 |
| Metric | 12484649:btcusd:triple_med_gx:zlema190_40 | 12484649:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -15.17% | -15.42% |
| Best Week | 22.01% | 35.75% |
| Worst Week | -18.8% | -29.64% |
| Best Month | 23.16% | 43.77% |
| Worst Month | -13.32% | -37.12% |
| Best Year | 45.0% | 155.54% |
| Worst Year | -17.7% | -61.95% |
| Avg. Up Day | 2.37% | 2.41% |
| Avg. Down Day | -1.63% | -2.03% |
| Avg. Up Week | 5.25% | 7.72% |
| Avg. Down Week | -3.14% | -5.49% |
| Avg. Up Month | 8.21% | 13.2% |
| Avg. Down Month | -5.72% | -13.42% |
| Win Days % | 42.48% | 49.79% |
| Win Month % | 52.78% | 57.45% |
| Win Week % | 46.94% | 50.49% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 75.0% |