| Metric | 12485870:btcusd:triple_med_gx:zlema140_45 | 12485870:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 69.04% | 39.08% |
| Max Drawdown | -5.17% | -28.17% |
| Sharpe | 2.18 | 0.72 |
| Sortino | 5.42 | 1.1 |
| Payoff Ratio | 2.42 | 1.82 |
| Profit Factor | 2.54 | 1.11 |
| Common Sense Ratio | 12.35 | 1.21 |
| CPC Index | 2.96 | 1.03 |
| Tail Ratio | 4.87 | 1.09 |
| Outlier Win Ratio | 29.91 | 3.13 |
| Outlier Loss Ratio | 4.94 | 2.43 |
| Volatility (ann.) | 17.1% | 45.46% |
| R^2 | 0.14 | 0.14 |
| Calmar | 8.36 | 0.9 |
| Skew | 4.71 | 0.45 |
| Kurtosis | 42.66 | 2.83 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 2.96% | 1.85% |
| Expected Yearly % | 30.02% | 17.93% |
| Kelly Criterion | 26.82% | 23.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -3.82% |
| Expected Shortfall (cVaR) | -1.37% | -3.82% |
| Year | 12485870:BTCUSD | 12485870:btcusd:triple_med_gx:zlema140_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 57.44 | 1.52 | + |
| 2025 | 0.89 | 7.37 | 8.29 | + |
| Metric | 12485870:btcusd:triple_med_gx:zlema140_45 | 12485870:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 0.55% | -19.8% |
| 6M | 4.39% | -9.0% |
| YTD | 7.37% | 0.89% |
| 1Y | 18.48% | 3.43% |
| 3Y (ann.) | 43.26% | 25.35% |
| 5Y (ann.) | 43.26% | 25.35% |
| Metric | 12485870:btcusd:triple_med_gx:zlema140_45 | 12485870:BTCUSD |
|---|---|---|
| Max Drawdown | -5.17% | -28.17% |
| Longest DD Days | 143.0 | 145.0 |
| Avg. Drawdown | -2.44% | -8.11% |
| Avg. Drawdown Days | 43.0 | 27.0 |
| Recovery Factor | 13.35 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-26 | 2025-11-16 | -5.17 | 143 |
| 2025-02-04 | 2025-06-23 | -5.17 | 139 |
| 2025-01-22 | 2025-02-03 | -4.58 | 12 |
| 2024-07-22 | 2024-11-10 | -4.11 | 111 |
| 2024-07-07 | 2024-07-13 | -4.10 | 6 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-20 | -0.82 | 4 |
| 2024-11-28 | 2025-01-21 | -0.66 | 54 |
| 2024-07-05 | 2024-07-06 | -0.18 | 1 |
| 2024-11-14 | 2024-11-15 | -0.18 | 1 |
| Metric | 12485870:btcusd:triple_med_gx:zlema140_45 | 12485870:BTCUSD |
|---|---|---|
| Best Day | 10.17% | 11.89% |
| Worst Day | -4.1% | -8.6% |
| Best Week | 20.44% | 18.93% |
| Worst Week | -4.15% | -12.33% |
| Best Month | 34.28% | 37.42% |
| Worst Month | -2.02% | -17.69% |
| Best Year | 57.44% | 37.85% |
| Worst Year | 7.37% | 0.89% |
| Avg. Up Day | 2.2% | 2.24% |
| Avg. Down Day | -0.91% | -1.23% |
| Avg. Up Week | 5.06% | 5.91% |
| Avg. Down Week | -1.39% | -6.63% |
| Avg. Up Month | 9.94% | 12.02% |
| Avg. Down Month | -1.67% | -17.69% |
| Win Days % | 48.24% | 50.84% |
| Win Month % | 81.82% | 55.56% |
| Win Week % | 68.42% | 52.56% |
| Win Quarter % | 80.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |