| Metric | 12485868:btcusd:triple_med_gx:zlema135_45 | 12485868:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 54.3% | 39.08% |
| Max Drawdown | -6.4% | -28.17% |
| Sharpe | 1.74 | 0.72 |
| Sortino | 3.56 | 1.1 |
| Payoff Ratio | 1.82 | 1.57 |
| Profit Factor | 2.0 | 1.11 |
| Common Sense Ratio | 10.3 | 1.21 |
| CPC Index | 1.76 | 0.89 |
| Tail Ratio | 5.15 | 1.09 |
| Outlier Win Ratio | 29.34 | 3.11 |
| Outlier Loss Ratio | 4.03 | 2.49 |
| Volatility (ann.) | 17.94% | 45.46% |
| R^2 | 0.16 | 0.16 |
| Calmar | 5.41 | 0.9 |
| Skew | 3.58 | 0.45 |
| Kurtosis | 36.91 | 2.83 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.44% | 1.85% |
| Expected Yearly % | 24.22% | 17.93% |
| Kelly Criterion | 19.8% | 19.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -3.82% |
| Expected Shortfall (cVaR) | -1.46% | -3.82% |
| Year | 12485868:BTCUSD | 12485868:btcusd:triple_med_gx:zlema135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 42.02 | 1.11 | + |
| 2025 | 0.89 | 8.64 | 9.73 | + |
| Metric | 12485868:btcusd:triple_med_gx:zlema135_45 | 12485868:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | -0.48% | -19.8% |
| 6M | 5.73% | -9.0% |
| YTD | 8.64% | 0.89% |
| 1Y | 8.81% | 3.43% |
| 3Y (ann.) | 34.58% | 25.35% |
| 5Y (ann.) | 34.58% | 25.35% |
| Metric | 12485868:btcusd:triple_med_gx:zlema135_45 | 12485868:BTCUSD |
|---|---|---|
| Max Drawdown | -6.4% | -28.17% |
| Longest DD Days | 139.0 | 145.0 |
| Avg. Drawdown | -2.7% | -8.11% |
| Avg. Drawdown Days | 35.0 | 27.0 |
| Recovery Factor | 8.49 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-24 | 2025-02-03 | -6.40 | 71 |
| 2025-06-26 | 2025-08-13 | -5.17 | 48 |
| 2025-02-04 | 2025-06-23 | -5.17 | 139 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2024-07-07 | 2024-07-13 | -4.10 | 6 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-07-29 | 2024-11-10 | -2.51 | 104 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-20 | -1.29 | 4 |
| 2025-08-31 | 2025-11-16 | -0.64 | 77 |
| Metric | 12485868:btcusd:triple_med_gx:zlema135_45 | 12485868:BTCUSD |
|---|---|---|
| Best Day | 10.17% | 11.89% |
| Worst Day | -5.28% | -8.6% |
| Best Week | 19.49% | 18.93% |
| Worst Week | -5.45% | -12.33% |
| Best Month | 20.91% | 37.42% |
| Worst Month | -2.02% | -17.69% |
| Best Year | 42.02% | 37.85% |
| Worst Year | 8.64% | 0.89% |
| Avg. Up Day | 2.17% | 2.21% |
| Avg. Down Day | -1.2% | -1.41% |
| Avg. Up Week | 5.09% | 5.79% |
| Avg. Down Week | -1.55% | -5.46% |
| Avg. Up Month | 9.33% | 13.35% |
| Avg. Down Month | -1.67% | -17.69% |
| Win Days % | 48.28% | 50.84% |
| Win Month % | 77.78% | 55.56% |
| Win Week % | 54.55% | 52.56% |
| Win Quarter % | 100.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |