| Metric | 12488533:btcusd:triple_med_gx:zlema120_55 | 12488533:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 23.85% | 39.08% |
| Max Drawdown | -7.66% | -28.17% |
| Sharpe | 0.97 | 0.72 |
| Sortino | 1.97 | 1.1 |
| Payoff Ratio | 2.01 | 1.68 |
| Profit Factor | 1.6 | 1.11 |
| Common Sense Ratio | 1.15 | 1.21 |
| CPC Index | 1.28 | 0.95 |
| Tail Ratio | 0.72 | 1.09 |
| Outlier Win Ratio | 37.3 | 2.7 |
| Outlier Loss Ratio | 4.39 | 2.37 |
| Volatility (ann.) | 16.46% | 45.46% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.06 | 0.9 |
| Skew | 5.36 | 0.45 |
| Kurtosis | 67.92 | 2.83 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.2% | 1.85% |
| Expected Yearly % | 11.29% | 17.93% |
| Kelly Criterion | 9.74% | 21.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -3.82% |
| Expected Shortfall (cVaR) | -1.37% | -3.82% |
| Year | 12488533:BTCUSD | 12488533:btcusd:triple_med_gx:zlema120_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 26.82 | 0.71 | - |
| 2025 | 0.89 | -2.34 | -2.63 | - |
| Metric | 12488533:btcusd:triple_med_gx:zlema120_55 | 12488533:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | -3.18% | -19.8% |
| 6M | -6.23% | -9.0% |
| YTD | -2.34% | 0.89% |
| 1Y | -2.34% | 3.43% |
| 3Y (ann.) | 15.78% | 25.35% |
| 5Y (ann.) | 15.78% | 25.35% |
| Metric | 12488533:btcusd:triple_med_gx:zlema120_55 | 12488533:BTCUSD |
|---|---|---|
| Max Drawdown | -7.66% | -28.17% |
| Longest DD Days | 236.0 | 145.0 |
| Avg. Drawdown | -4.14% | -8.11% |
| Avg. Drawdown Days | 82.0 | 27.0 |
| Recovery Factor | 3.11 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-25 | 2025-11-16 | -7.66 | 236 |
| 2024-07-03 | 2024-11-06 | -7.30 | 126 |
| 2025-02-04 | 2025-03-24 | -4.75 | 48 |
| 2024-11-12 | 2024-11-13 | -0.83 | 1 |
| 2025-02-02 | 2025-02-03 | -0.18 | 1 |
| Metric | 12488533:btcusd:triple_med_gx:zlema120_55 | 12488533:BTCUSD |
|---|---|---|
| Best Day | 10.37% | 11.89% |
| Worst Day | -5.16% | -8.6% |
| Best Week | 17.98% | 18.93% |
| Worst Week | -6.0% | -12.33% |
| Best Month | 32.29% | 37.42% |
| Worst Month | -5.74% | -17.69% |
| Best Year | 26.82% | 37.85% |
| Worst Year | -2.34% | 0.89% |
| Avg. Up Day | 2.15% | 2.21% |
| Avg. Down Day | -1.07% | -1.32% |
| Avg. Up Week | 4.76% | 5.93% |
| Avg. Down Week | -2.91% | -4.13% |
| Avg. Up Month | 8.75% | 15.42% |
| Avg. Down Month | -3.68% | -6.49% |
| Win Days % | 39.73% | 50.84% |
| Win Month % | 66.67% | 55.56% |
| Win Week % | 54.55% | 52.56% |
| Win Quarter % | 40.0% | 57.14% |
| Win Year % | 50.0% | 100.0% |