| Metric | 12488533:btcusd:triple_med_gx:zlema120_55 | 12488533:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 95.01% | 86.45% |
| Max Drawdown | -14.15% | -69.0% |
| Sharpe | 1.06 | 0.57 |
| Sortino | 1.93 | 0.83 |
| Payoff Ratio | 1.64 | 1.33 |
| Profit Factor | 1.68 | 1.09 |
| Common Sense Ratio | 2.29 | 1.22 |
| CPC Index | 1.3 | 0.72 |
| Tail Ratio | 1.37 | 1.12 |
| Outlier Win Ratio | 44.37 | 3.04 |
| Outlier Loss Ratio | 4.37 | 2.75 |
| Volatility (ann.) | 17.52% | 52.31% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.3 | 0.25 |
| Skew | 3.55 | 0.02 |
| Kurtosis | 55.73 | 4.28 |
| Expected Daily % | 0.05% | 0.04% |
| Expected Monthly % | 1.4% | 1.31% |
| Expected Yearly % | 14.29% | 13.27% |
| Kelly Criterion | 15.03% | 11.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -4.42% |
| Expected Shortfall (cVaR) | -1.46% | -4.42% |
| Year | 12488533:BTCUSD | 12488533:btcusd:triple_med_gx:zlema120_55 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -8.55 | 0.00 | -0.00 | + |
| 2022 | -64.22 | -9.49 | 0.15 | + |
| 2023 | 155.54 | 61.61 | 0.40 | - |
| 2024 | 121.00 | 36.51 | 0.30 | - |
| 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.) | 28.35% | 77.28% |
| 5Y (ann.) | 18.46% | 17.12% |
| Metric | 12488533:btcusd:triple_med_gx:zlema120_55 | 12488533:BTCUSD |
|---|---|---|
| Max Drawdown | -14.15% | -69.0% |
| Longest DD Days | 274.0 | 781.0 |
| Avg. Drawdown | -3.83% | -9.86% |
| Avg. Drawdown Days | 57.0 | 58.0 |
| Recovery Factor | 6.71 | 1.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-12 | 2024-11-07 | -14.15 | 240 |
| 2022-07-09 | 2023-04-09 | -13.06 | 274 |
| 2025-03-25 | 2025-11-16 | -7.66 | 236 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-01-20 | 2024-03-04 | -5.65 | 44 |
| 2025-02-04 | 2025-03-24 | -4.75 | 48 |
| 2023-07-04 | 2023-08-29 | -3.18 | 56 |
| 2023-06-28 | 2023-07-03 | -2.03 | 5 |
| 2023-06-24 | 2023-06-27 | -1.10 | 3 |
| 2023-04-12 | 2023-04-13 | -1.04 | 1 |
| Metric | 12488533:btcusd:triple_med_gx:zlema120_55 | 12488533:BTCUSD |
|---|---|---|
| Best Day | 10.37% | 14.52% |
| Worst Day | -8.44% | -15.42% |
| Best Week | 17.98% | 35.75% |
| Worst Week | -6.0% | -29.64% |
| Best Month | 32.29% | 43.77% |
| Worst Month | -5.74% | -37.12% |
| Best Year | 61.61% | 155.54% |
| Worst Year | -9.49% | -64.22% |
| Avg. Up Day | 2.09% | 2.14% |
| Avg. Down Day | -1.28% | -1.61% |
| Avg. Up Week | 5.04% | 6.08% |
| Avg. Down Week | -2.17% | -5.01% |
| Avg. Up Month | 8.14% | 15.98% |
| Avg. Down Month | -3.23% | -8.61% |
| Win Days % | 47.25% | 49.65% |
| Win Month % | 68.18% | 56.25% |
| Win Week % | 56.0% | 50.0% |
| Win Quarter % | 58.33% | 47.06% |
| Win Year % | 50.0% | 60.0% |