| Metric | 12485870:btcusd:triple_med_gx:zlema140_45 | 12485870:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 157.87% | 85.43% |
| Max Drawdown | -10.66% | -68.97% |
| Sharpe | 1.66 | 0.57 |
| Sortino | 3.75 | 0.83 |
| Payoff Ratio | 2.23 | 1.72 |
| Profit Factor | 2.09 | 1.09 |
| Common Sense Ratio | 5.67 | 1.22 |
| CPC Index | 2.11 | 0.93 |
| Tail Ratio | 2.71 | 1.12 |
| Outlier Win Ratio | 43.59 | 3.23 |
| Outlier Loss Ratio | 5.47 | 2.62 |
| Volatility (ann.) | 15.43% | 52.21% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.58 | 0.25 |
| Skew | 4.48 | 0.03 |
| Kurtosis | 43.17 | 4.37 |
| Expected Daily % | 0.07% | 0.04% |
| Expected Monthly % | 1.99% | 1.29% |
| Expected Yearly % | 20.86% | 13.14% |
| Kelly Criterion | 20.54% | 20.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -4.41% |
| Expected Shortfall (cVaR) | -1.26% | -4.41% |
| Year | 12485870:BTCUSD | 12485870:btcusd:triple_med_gx:zlema140_45 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -9.05 | 0.00 | -0.00 | + |
| 2022 | -64.22 | 3.93 | -0.06 | + |
| 2023 | 155.54 | 29.04 | 0.19 | - |
| 2024 | 121.00 | 79.08 | 0.65 | - |
| 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.) | 36.65% | 77.28% |
| 5Y (ann.) | 27.55% | 17.19% |
| Metric | 12485870:btcusd:triple_med_gx:zlema140_45 | 12485870:BTCUSD |
|---|---|---|
| Max Drawdown | -10.66% | -68.97% |
| Longest DD Days | 194.0 | 779.0 |
| Avg. Drawdown | -2.35% | -9.91% |
| Avg. Drawdown Days | 38.0 | 60.0 |
| Recovery Factor | 14.8 | 1.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-24 | 2024-01-04 | -10.66 | 194 |
| 2024-01-09 | 2024-03-25 | -8.03 | 76 |
| 2023-01-30 | 2023-06-19 | -5.97 | 140 |
| 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 |
| 2024-03-29 | 2024-03-31 | -1.66 | 2 |
| Metric | 12485870:btcusd:triple_med_gx:zlema140_45 | 12485870:BTCUSD |
|---|---|---|
| Best Day | 10.17% | 14.52% |
| Worst Day | -5.03% | -15.42% |
| Best Week | 20.44% | 35.75% |
| Worst Week | -6.13% | -29.64% |
| Best Month | 34.28% | 43.77% |
| Worst Month | -4.11% | -37.12% |
| Best Year | 79.08% | 155.54% |
| Worst Year | 0.0% | -64.22% |
| Avg. Up Day | 2.16% | 2.19% |
| Avg. Down Day | -0.97% | -1.27% |
| Avg. Up Week | 4.97% | 5.77% |
| Avg. Down Week | -2.17% | -5.47% |
| Avg. Up Month | 9.39% | 12.71% |
| Avg. Down Month | -2.46% | -9.18% |
| Win Days % | 45.13% | 49.58% |
| Win Month % | 70.83% | 56.25% |
| Win Week % | 65.12% | 50.24% |
| Win Quarter % | 83.33% | 47.06% |
| Win Year % | 100.0% | 60.0% |