| Metric | 12516959:btcusd:triple_med_gx:zlema100_135 | 12516959:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 44.4% | 39.08% |
| Max Drawdown | -4.79% | -28.17% |
| Sharpe | 1.93 | 0.72 |
| Sortino | 5.5 | 1.1 |
| Payoff Ratio | 2.99 | 2.23 |
| Profit Factor | 2.7 | 1.11 |
| Common Sense Ratio | 3.15 | 1.21 |
| CPC Index | 3.47 | 1.26 |
| Tail Ratio | 1.17 | 1.09 |
| Outlier Win Ratio | 41.32 | 2.88 |
| Outlier Loss Ratio | 6.44 | 2.14 |
| Volatility (ann.) | 13.48% | 45.46% |
| R^2 | 0.09 | 0.09 |
| Calmar | 5.97 | 0.9 |
| Skew | 6.33 | 0.45 |
| Kurtosis | 64.59 | 2.83 |
| Expected Daily % | 0.07% | 0.06% |
| Expected Monthly % | 2.06% | 1.85% |
| Expected Yearly % | 20.17% | 17.93% |
| Kelly Criterion | 23.98% | 28.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -3.82% |
| Expected Shortfall (cVaR) | -1.09% | -3.82% |
| Year | 12516959:BTCUSD | 12516959:btcusd:triple_med_gx:zlema100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 11.04 | 0.29 | - |
| 2025 | 0.89 | 30.05 | 33.81 | + |
| Metric | 12516959:btcusd:triple_med_gx:zlema100_135 | 12516959:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 0.0% | -19.8% |
| 6M | 3.38% | -9.0% |
| YTD | 30.05% | 0.89% |
| 1Y | 30.05% | 3.43% |
| 3Y (ann.) | 28.61% | 25.35% |
| 5Y (ann.) | 28.61% | 25.35% |
| Metric | 12516959:btcusd:triple_med_gx:zlema100_135 | 12516959:BTCUSD |
|---|---|---|
| Max Drawdown | -4.79% | -28.17% |
| Longest DD Days | 141.0 | 145.0 |
| Avg. Drawdown | -1.44% | -8.11% |
| Avg. Drawdown Days | 26.0 | 27.0 |
| Recovery Factor | 9.26 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-09 | 2025-08-10 | -4.79 | 62 |
| 2024-06-10 | 2024-10-29 | -3.66 | 141 |
| 2025-05-02 | 2025-05-08 | -2.92 | 6 |
| 2024-11-01 | 2024-11-06 | -2.56 | 5 |
| 2025-05-11 | 2025-06-02 | -1.90 | 22 |
| 2025-06-03 | 2025-06-06 | -1.44 | 3 |
| 2025-01-16 | 2025-02-10 | -0.88 | 25 |
| 2025-08-11 | 2025-11-16 | -0.69 | 97 |
| 2024-06-07 | 2024-06-09 | -0.31 | 2 |
| 2025-05-09 | 2025-05-10 | -0.24 | 1 |
| Metric | 12516959:btcusd:triple_med_gx:zlema100_135 | 12516959:BTCUSD |
|---|---|---|
| Best Day | 8.84% | 11.89% |
| Worst Day | -3.31% | -8.6% |
| Best Week | 8.7% | 18.93% |
| Worst Week | -3.97% | -12.33% |
| Best Month | 16.73% | 37.42% |
| Worst Month | -3.48% | -17.69% |
| Best Year | 30.05% | 37.85% |
| Worst Year | 11.04% | 0.89% |
| Avg. Up Day | 1.95% | 2.02% |
| Avg. Down Day | -0.65% | -0.91% |
| Avg. Up Week | 3.41% | 5.15% |
| Avg. Down Week | -1.09% | -4.08% |
| Avg. Up Month | 8.4% | 15.43% |
| Avg. Down Month | -3.48% | -7.46% |
| Win Days % | 43.06% | 50.84% |
| Win Month % | 77.78% | 55.56% |
| Win Week % | 68.18% | 52.56% |
| Win Quarter % | 80.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |