| Metric | 12485779:btcusd:triple_med_gx:zlema135_45 | 12485779:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 131.49% | 100.97% |
| Max Drawdown | -9.42% | -69.0% |
| Sharpe | 1.34 | 0.6 |
| Sortino | 2.75 | 0.89 |
| Payoff Ratio | 2.12 | 1.58 |
| Profit Factor | 1.89 | 1.1 |
| Common Sense Ratio | 3.1 | 1.23 |
| CPC Index | 1.76 | 0.86 |
| Tail Ratio | 1.64 | 1.12 |
| Outlier Win Ratio | 43.92 | 3.24 |
| Outlier Loss Ratio | 4.9 | 2.62 |
| Volatility (ann.) | 17.21% | 52.16% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.54 | 0.28 |
| Skew | 4.09 | 0.03 |
| Kurtosis | 50.79 | 4.36 |
| Expected Daily % | 0.06% | 0.05% |
| Expected Monthly % | 1.76% | 1.46% |
| Expected Yearly % | 18.28% | 14.98% |
| Kelly Criterion | 17.58% | 17.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -4.4% |
| Expected Shortfall (cVaR) | -1.42% | -4.4% |
| Year | 12485779:BTCUSD | 12485779:btcusd:triple_med_gx:zlema135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -1.43 | 0.00 | -0.00 | + |
| 2022 | -64.22 | 2.81 | -0.04 | + |
| 2023 | 155.54 | 28.47 | 0.18 | - |
| 2024 | 121.00 | 53.94 | 0.45 | - |
| 2025 | 0.89 | 13.86 | 15.60 | + |
| Metric | 12485779:btcusd:triple_med_gx:zlema135_45 | 12485779:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 2.75% | -19.8% |
| 6M | 4.1% | -9.0% |
| YTD | 13.86% | 0.89% |
| 1Y | 22.7% | 3.43% |
| 3Y (ann.) | 32.25% | 77.28% |
| 5Y (ann.) | 23.91% | 19.52% |
| Metric | 12485779:btcusd:triple_med_gx:zlema135_45 | 12485779:BTCUSD |
|---|---|---|
| Max Drawdown | -9.42% | -69.0% |
| Longest DD Days | 137.0 | 781.0 |
| Avg. Drawdown | -2.59% | -9.16% |
| Avg. Drawdown Days | 30.0 | 55.0 |
| Recovery Factor | 13.96 | 1.46 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2024-03-25 | -9.42 | 7 |
| 2024-07-03 | 2024-07-14 | -7.30 | 11 |
| 2023-08-30 | 2024-01-08 | -7.11 | 131 |
| 2025-07-25 | 2025-11-16 | -6.50 | 114 |
| 2023-06-24 | 2023-08-29 | -6.02 | 66 |
| 2024-11-14 | 2024-11-21 | -5.07 | 7 |
| 2025-01-22 | 2025-03-02 | -4.58 | 39 |
| 2024-07-29 | 2024-11-10 | -4.26 | 104 |
| 2024-03-12 | 2024-03-17 | -3.94 | 5 |
| 2023-01-30 | 2023-06-16 | -3.83 | 137 |
| Metric | 12485779:btcusd:triple_med_gx:zlema135_45 | 12485779:BTCUSD |
|---|---|---|
| Best Day | 10.37% | 14.52% |
| Worst Day | -8.44% | -15.42% |
| Best Week | 16.63% | 35.75% |
| Worst Week | -6.0% | -29.64% |
| Best Month | 22.05% | 43.77% |
| Worst Month | -2.92% | -37.12% |
| Best Year | 53.94% | 155.54% |
| Worst Year | 0.0% | -64.22% |
| Avg. Up Day | 2.27% | 2.31% |
| Avg. Down Day | -1.07% | -1.45% |
| Avg. Up Week | 5.34% | 5.98% |
| Avg. Down Week | -1.85% | -4.11% |
| Avg. Up Month | 8.02% | 12.81% |
| Avg. Down Month | -1.96% | -8.65% |
| Win Days % | 43.98% | 49.65% |
| Win Month % | 63.64% | 56.25% |
| Win Week % | 56.1% | 50.48% |
| Win Quarter % | 80.0% | 47.06% |
| Win Year % | 100.0% | 60.0% |