| Metric | 12488533:btcusd:triple_med_gx:zlema120_55 | 12488533:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 162.82% | 761.16% |
| Max Drawdown | -43.84% | -76.67% |
| Sharpe | 0.98 | 1.1 |
| Sortino | 1.6 | 1.6 |
| Payoff Ratio | 1.26 | 1.11 |
| Profit Factor | 1.48 | 1.19 |
| Common Sense Ratio | 5.71 | 1.32 |
| CPC Index | 0.97 | 0.68 |
| Tail Ratio | 3.84 | 1.11 |
| Outlier Win Ratio | 34.77 | 3.41 |
| Outlier Loss Ratio | 3.8 | 3.24 |
| Volatility (ann.) | 27.26% | 67.47% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.59 | 0.87 |
| Skew | 1.33 | -0.69 |
| Kurtosis | 33.9 | 12.41 |
| Expected Daily % | 0.06% | 0.14% |
| Expected Monthly % | 1.91% | 4.31% |
| Expected Yearly % | 21.32% | 53.82% |
| Kelly Criterion | 13.49% | 7.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.27% | -5.6% |
| Expected Shortfall (cVaR) | -2.27% | -5.6% |
| Year | 12488533:BTCUSD | 12488533:btcusd:triple_med_gx:zlema120_55 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 265.33 | 50.61 | 0.19 | - |
| 2021 | 59.34 | 49.83 | 0.84 | - |
| 2022 | -64.22 | -33.05 | 0.51 | + |
| 2023 | 155.54 | 61.61 | 0.40 | - |
| 2024 | 61.77 | 7.64 | 0.12 | - |
| Metric | 12488533:btcusd:triple_med_gx:zlema120_55 | 12488533:BTCUSD |
|---|---|---|
| MTD | 0.0% | 12.75% |
| 3M | 8.98% | 19.72% |
| 6M | 7.88% | 80.6% |
| YTD | 7.64% | 61.77% |
| 1Y | 45.8% | 146.7% |
| 3Y (ann.) | 14.35% | 25.42% |
| 5Y (ann.) | 25.68% | 66.42% |
| Metric | 12488533:btcusd:triple_med_gx:zlema120_55 | 12488533:BTCUSD |
|---|---|---|
| Max Drawdown | -43.84% | -76.67% |
| Longest DD Days | 753.0 | 846.0 |
| Avg. Drawdown | -6.33% | -10.28% |
| Avg. Drawdown Days | 64.0 | 40.0 |
| Recovery Factor | 3.71 | 9.93 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2024-03-04 | -43.84 | 753 |
| 2020-05-08 | 2020-07-27 | -14.46 | 80 |
| 2024-03-12 | 2024-05-30 | -14.15 | 79 |
| 2020-03-26 | 2020-04-02 | -13.22 | 7 |
| 2020-04-09 | 2020-04-23 | -10.12 | 14 |
| 2021-05-02 | 2021-08-13 | -7.97 | 103 |
| 2021-08-14 | 2021-08-20 | -6.61 | 6 |
| 2020-08-02 | 2021-04-26 | -6.53 | 267 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2021-10-07 | 2022-02-04 | -5.65 | 120 |
| Metric | 12488533:btcusd:triple_med_gx:zlema120_55 | 12488533:BTCUSD |
|---|---|---|
| Best Day | 13.17% | 19.48% |
| Worst Day | -15.17% | -39.01% |
| Best Week | 18.8% | 38.59% |
| Worst Week | -19.75% | -29.64% |
| Best Month | 34.35% | 47.19% |
| Worst Month | -19.49% | -37.12% |
| Best Year | 61.61% | 265.33% |
| Worst Year | -33.05% | -64.22% |
| Avg. Up Day | 2.6% | 2.63% |
| Avg. Down Day | -2.07% | -2.37% |
| Avg. Up Week | 6.29% | 7.78% |
| Avg. Down Week | -3.72% | -6.14% |
| Avg. Up Month | 10.21% | 18.2% |
| Avg. Down Month | -7.94% | -17.8% |
| Win Days % | 51.76% | 51.43% |
| Win Month % | 66.67% | 58.82% |
| Win Week % | 55.93% | 53.57% |
| Win Quarter % | 73.33% | 55.56% |
| Win Year % | 80.0% | 80.0% |