| Metric | 12485208:btcusd:triple_med_gx:zlema25_45 | 12485208:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | -23.07% | 35.91% |
| Max Drawdown | -31.76% | -32.1% |
| Sharpe | -0.64 | 0.67 |
| Sortino | -0.9 | 1.01 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 0.84 | 1.1 |
| Common Sense Ratio | 0.66 | 1.2 |
| CPC Index | 0.37 | 0.62 |
| Tail Ratio | 0.78 | 1.09 |
| Outlier Win Ratio | 20.28 | 3.01 |
| Outlier Loss Ratio | 3.82 | 3.07 |
| Volatility (ann.) | 22.67% | 45.51% |
| R^2 | 0.25 | 0.25 |
| Calmar | -0.5 | 0.69 |
| Skew | 0.24 | 0.43 |
| Kurtosis | 9.94 | 2.71 |
| Expected Daily % | -0.05% | 0.05% |
| Expected Monthly % | -1.37% | 1.63% |
| Expected Yearly % | -12.29% | 16.58% |
| Kelly Criterion | -15.75% | 5.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.99% | -3.84% |
| Expected Shortfall (cVaR) | -1.99% | -3.84% |
| Year | 12485208:BTCUSD | 12485208:btcusd:triple_med_gx:zlema25_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -13.17 | -0.35 | - |
| 2025 | -1.41 | -11.40 | 8.08 | - |
| Metric | 12485208:btcusd:triple_med_gx:zlema25_45 | 12485208:BTCUSD |
|---|---|---|
| MTD | 0.12% | 1.83% |
| 3M | -2.96% | -17.88% |
| 6M | -3.54% | -16.56% |
| YTD | -11.4% | -1.41% |
| 1Y | -10.5% | -5.43% |
| 3Y (ann.) | -15.79% | 22.27% |
| 5Y (ann.) | -15.79% | 22.27% |
| Metric | 12485208:btcusd:triple_med_gx:zlema25_45 | 12485208:BTCUSD |
|---|---|---|
| Max Drawdown | -31.76% | -32.1% |
| Longest DD Days | 471.0 | 145.0 |
| Avg. Drawdown | -19.77% | -8.53% |
| Avg. Drawdown Days | 274.0 | 29.0 |
| Recovery Factor | -0.73 | 1.12 |
| Ulcer Index | 1.03 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-12-10 | -31.76 | 471 |
| 2024-06-06 | 2024-08-23 | -7.79 | 78 |
| Metric | 12485208:btcusd:triple_med_gx:zlema25_45 | 12485208:BTCUSD |
|---|---|---|
| Best Day | 6.8% | 11.89% |
| Worst Day | -5.6% | -8.6% |
| Best Week | 11.13% | 18.93% |
| Worst Week | -7.93% | -12.33% |
| Best Month | 7.42% | 37.42% |
| Worst Month | -7.1% | -17.69% |
| Best Year | -11.4% | 37.85% |
| Worst Year | -13.17% | -1.41% |
| Avg. Up Day | 1.77% | 1.81% |
| Avg. Down Day | -1.56% | -1.62% |
| Avg. Up Week | 3.44% | 5.05% |
| Avg. Down Week | -4.08% | -4.8% |
| Avg. Up Month | 2.77% | 7.33% |
| Avg. Down Month | -3.06% | -9.99% |
| Win Days % | 38.51% | 50.45% |
| Win Month % | 38.89% | 57.89% |
| Win Week % | 44.74% | 53.09% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 0.0% | 50.0% |