| Metric | 12485835:btcusd:triple_med_gx:zlema135_45 | 12485835:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 21.78% | 909.88% |
| Max Drawdown | -32.99% | -76.67% |
| Sharpe | 0.35 | 1.19 |
| Sortino | 0.51 | 1.79 |
| Payoff Ratio | 1.39 | 1.06 |
| Profit Factor | 1.16 | 1.2 |
| Common Sense Ratio | 1.14 | 1.32 |
| CPC Index | 0.69 | 0.65 |
| Tail Ratio | 0.98 | 1.1 |
| Outlier Win Ratio | 49.06 | 2.82 |
| Outlier Loss Ratio | 4.3 | 2.83 |
| Volatility (ann.) | 18.86% | 63.55% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.15 | 0.96 |
| Skew | -0.09 | 0.1 |
| Kurtosis | 46.63 | 3.33 |
| Expected Daily % | 0.01% | 0.15% |
| Expected Monthly % | 0.39% | 4.64% |
| Expected Yearly % | 4.02% | 58.8% |
| Kelly Criterion | 1.26% | 5.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -5.26% |
| Expected Shortfall (cVaR) | -1.61% | -5.26% |
| Year | 12485835:BTCUSD | 12485835:btcusd:triple_med_gx:zlema135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 328.43 | 7.95 | 0.02 | - |
| 2021 | 59.34 | -20.25 | -0.34 | - |
| 2022 | -64.22 | -9.78 | 0.15 | + |
| 2023 | 155.54 | 34.94 | 0.22 | - |
| 2024 | 61.77 | 16.18 | 0.26 | - |
| Metric | 12485835:btcusd:triple_med_gx:zlema135_45 | 12485835:BTCUSD |
|---|---|---|
| MTD | 0.0% | 12.75% |
| 3M | 5.69% | 19.72% |
| 6M | 16.18% | 80.6% |
| YTD | 16.18% | 61.77% |
| 1Y | 42.91% | 146.7% |
| 3Y (ann.) | 9.45% | 25.42% |
| 5Y (ann.) | 4.82% | 73.74% |
| Metric | 12485835:btcusd:triple_med_gx:zlema135_45 | 12485835:BTCUSD |
|---|---|---|
| Max Drawdown | -32.99% | -76.67% |
| Longest DD Days | 974.0 | 846.0 |
| Avg. Drawdown | -7.26% | -8.99% |
| Avg. Drawdown Days | 112.0 | 35.0 |
| Recovery Factor | 0.66 | 11.87 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-05-09 | 2024-01-08 | -32.99 | 974 |
| 2024-03-17 | 2024-03-25 | -9.58 | 8 |
| 2024-03-31 | 2024-05-30 | -8.50 | 60 |
| 2021-04-30 | 2021-05-08 | -8.04 | 8 |
| 2020-08-02 | 2020-08-10 | -6.19 | 8 |
| 2020-08-11 | 2020-08-16 | -4.29 | 5 |
| 2024-01-09 | 2024-03-04 | -1.85 | 55 |
| 2024-03-27 | 2024-03-28 | -0.80 | 1 |
| 2020-07-31 | 2020-08-01 | -0.18 | 1 |
| 2024-03-10 | 2024-03-11 | -0.18 | 1 |
| Metric | 12485835:btcusd:triple_med_gx:zlema135_45 | 12485835:BTCUSD |
|---|---|---|
| Best Day | 9.62% | 19.48% |
| Worst Day | -12.79% | -15.42% |
| Best Week | 16.63% | 38.59% |
| Worst Week | -13.2% | -29.64% |
| Best Month | 21.05% | 47.19% |
| Worst Month | -13.83% | -37.12% |
| Best Year | 34.94% | 328.43% |
| Worst Year | -20.25% | -64.22% |
| Avg. Up Day | 2.21% | 2.23% |
| Avg. Down Day | -1.59% | -2.12% |
| Avg. Up Week | 4.22% | 4.64% |
| Avg. Down Week | -3.0% | -3.8% |
| Avg. Up Month | 8.19% | 14.46% |
| Avg. Down Month | -4.96% | -11.24% |
| Win Days % | 42.58% | 51.35% |
| Win Month % | 47.83% | 58.82% |
| Win Week % | 50.0% | 53.15% |
| Win Quarter % | 50.0% | 55.56% |
| Win Year % | 60.0% | 80.0% |