| Metric | 12485779:btcusd:triple_med_gx:zlema135_45 | 12485779:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 98.0% |
| Cumulative Return | 137.06% | 1,290.71% |
| Max Drawdown | -41.03% | -72.89% |
| Sharpe | 2.8 | -2.09 |
| Sortino | 9.27 | -2.09 |
| Payoff Ratio | 1.36 | 0.35 |
| Profit Factor | 2.48 | 0.0 |
| Common Sense Ratio | 7.01 | 1004.87 |
| CPC Index | 2.03 | 0.01 |
| Tail Ratio | 2.83 | 0.75 |
| Outlier Win Ratio | 132.81 | 1.59 |
| Outlier Loss Ratio | 639771.92 | 5.52 |
| Volatility (ann.) | 177.2% | 885.33% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.47 | 0.13 |
| Skew | 5.72 | -9.17 |
| Kurtosis | 44.02 | 84.0 |
| Expected Daily % | 1.03% | -2.39% |
| Expected Monthly % | 3.02% | -6.78% |
| Expected Yearly % | 15.47% | -28.78% |
| Kelly Criterion | 3.22% | -613350.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -13.9% | -1848981.98% |
| Expected Shortfall (cVaR) | -13.9% | -1621350.87% |
| Year | 12485779:BTCUSD | 12485779:btcusd:triple_med_gx:zlema135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 68.59 | 72.50 | 1.06 | + |
| 2021 | 438.45 | -9.98 | -0.02 | - |
| 2022 | -72.22 | -29.34 | 0.41 | + |
| 2023 | 51.55 | 28.47 | 0.55 | - |
| 2024 | 278.26 | 53.94 | 0.19 | - |
| 2025 | -3.80 | 9.25 | -2.43 | + |
| Metric | 12485779:btcusd:triple_med_gx:zlema135_45 | 12485779:BTCUSD |
|---|---|---|
| MTD | 9.19% | -1.58% |
| 3M | 9.25% | -3.8% |
| 6M | 33.1% | 44.38% |
| YTD | 9.25% | -3.8% |
| 1Y | 55.03% | 102.0% |
| 3Y (ann.) | 20.33% | 38.94% |
| 5Y (ann.) | 19.22% | -33.95% |
| Metric | 12485779:btcusd:triple_med_gx:zlema135_45 | 12485779:BTCUSD |
|---|---|---|
| Max Drawdown | -41.03% | -72.89% |
| Longest DD Days | 1375.0 | 760.0 |
| Avg. Drawdown | -8.03% | -19.72% |
| Avg. Drawdown Days | 263.0 | 190.0 |
| Recovery Factor | 3.34 | -0.81 |
| Ulcer Index | 0.99 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2020-10-13 | 2024-07-19 | -41.03 | 1375 |
| 2024-07-29 | 2024-11-14 | -4.26 | 108 |
| 2025-02-10 | 2025-03-02 | -2.24 | 20 |
| 2024-11-23 | 2025-01-30 | -0.32 | 68 |
| 2024-07-26 | 2024-07-28 | -0.18 | 2 |
| 2024-11-15 | 2024-11-21 | -0.18 | 6 |
| Metric | 12485779:btcusd:triple_med_gx:zlema135_45 | 12485779:BTCUSD |
|---|---|---|
| Best Day | 73.13% | 2410.94% |
| Worst Day | -18.44% | -9661137.03% |
| Best Week | 73.13% | 1823.66% |
| Worst Week | -18.73% | -9661137.03% |
| Best Month | 73.13% | 1052.53% |
| Worst Month | -20.22% | -9661137.03% |
| Best Year | 72.5% | 4253.4% |
| Worst Year | -29.34% | -25770.98% |
| Avg. Up Day | 8.04% | 263.08% |
| Avg. Down Day | -1.18% | -210447.89% |
| Avg. Up Week | 6.15% | 227.08% |
| Avg. Down Week | -2.67% | -358220.05% |
| Avg. Up Month | 8.42% | 486.93% |
| Avg. Down Month | -5.13% | -805269.01% |
| Win Days % | 27.71% | 20.73% |
| Win Month % | 46.43% | 22.22% |
| Win Week % | 37.25% | 14.0% |
| Win Quarter % | 56.25% | 33.33% |
| Win Year % | 66.67% | 33.33% |