| Metric | 12516959:btcusd:triple_med_gx:zlema100_135 | 12516959:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 39.64% | 666.17% |
| Max Drawdown | -45.72% | -76.67% |
| Sharpe | 0.43 | 1.06 |
| Sortino | 0.56 | 1.54 |
| Payoff Ratio | 1.25 | 1.03 |
| Profit Factor | 1.26 | 1.18 |
| Common Sense Ratio | 4.18 | 1.3 |
| CPC Index | 0.73 | 0.63 |
| Tail Ratio | 3.33 | 1.1 |
| Outlier Win Ratio | 38.41 | 3.01 |
| Outlier Loss Ratio | 3.4 | 3.0 |
| Volatility (ann.) | 31.15% | 67.6% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.18 | 0.81 |
| Skew | -7.7 | -0.7 |
| Kurtosis | 235.62 | 12.31 |
| Expected Daily % | 0.02% | 0.13% |
| Expected Monthly % | 0.66% | 4.07% |
| Expected Yearly % | 6.91% | 50.27% |
| Kelly Criterion | 4.36% | 4.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.65% | -5.62% |
| Expected Shortfall (cVaR) | -2.65% | -5.62% |
| Year | 12516959:BTCUSD | 12516959:btcusd:triple_med_gx:zlema100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 225.04 | -25.23 | -0.11 | - |
| 2021 | 59.34 | -5.16 | -0.09 | - |
| 2022 | -64.22 | -3.29 | 0.05 | + |
| 2023 | 155.54 | 51.66 | 0.33 | - |
| 2024 | 61.77 | 34.28 | 0.55 | - |
| Metric | 12516959:btcusd:triple_med_gx:zlema100_135 | 12516959:BTCUSD |
|---|---|---|
| MTD | 10.45% | 12.75% |
| 3M | 21.52% | 19.72% |
| 6M | 37.14% | 80.6% |
| YTD | 34.28% | 61.77% |
| 1Y | 58.5% | 146.7% |
| 3Y (ann.) | 27.87% | 25.42% |
| 5Y (ann.) | 8.21% | 61.78% |
| Metric | 12516959:btcusd:triple_med_gx:zlema100_135 | 12516959:BTCUSD |
|---|---|---|
| Max Drawdown | -45.72% | -76.67% |
| Longest DD Days | 1324.0 | 846.0 |
| Avg. Drawdown | -6.59% | -10.99% |
| Avg. Drawdown Days | 139.0 | 42.0 |
| Recovery Factor | 0.87 | 8.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2020-03-08 | 2023-10-23 | -45.72 | 1324 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-12-23 | 2024-02-08 | -4.88 | 47 |
| 2023-12-15 | 2023-12-20 | -3.90 | 5 |
| 2024-05-14 | 2024-05-15 | -2.21 | 1 |
| 2024-05-16 | 2024-05-17 | -1.49 | 1 |
| 2024-03-01 | 2024-03-03 | -0.82 | 2 |
| 2023-12-12 | 2023-12-13 | -0.18 | 1 |
| 2024-05-11 | 2024-05-12 | -0.18 | 1 |
| 2024-05-23 | 2024-05-24 | -0.18 | 1 |
| Metric | 12516959:btcusd:triple_med_gx:zlema100_135 | 12516959:BTCUSD |
|---|---|---|
| Best Day | 16.14% | 19.48% |
| Worst Day | -39.01% | -39.01% |
| Best Week | 15.84% | 38.59% |
| Worst Week | -36.95% | -36.95% |
| Best Month | 31.5% | 47.19% |
| Worst Month | -24.27% | -37.12% |
| Best Year | 51.66% | 225.04% |
| Worst Year | -25.23% | -64.22% |
| Avg. Up Day | 2.77% | 2.8% |
| Avg. Down Day | -2.23% | -2.72% |
| Avg. Up Week | 6.92% | 8.13% |
| Avg. Down Week | -4.58% | -7.67% |
| Avg. Up Month | 9.22% | 20.1% |
| Avg. Down Month | -8.77% | -16.78% |
| Win Days % | 46.95% | 51.37% |
| Win Month % | 56.0% | 58.82% |
| Win Week % | 43.1% | 53.57% |
| Win Quarter % | 56.25% | 55.56% |
| Win Year % | 40.0% | 80.0% |