| Metric | 12516959:btcusd:triple_med_gx:zlema100_135 | 12516959:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 98.0% |
| Cumulative Return | 83.28% | 983.44% |
| Max Drawdown | -39.24% | -72.63% |
| Sharpe | 2.77 | 0.16 |
| Sortino | 4.44 | 0.26 |
| Payoff Ratio | 4.0 | 0.35 |
| Profit Factor | 1.87 | 1.09 |
| Common Sense Ratio | 4.22 | 0.69 |
| CPC Index | 3.44 | 0.08 |
| Tail Ratio | 2.25 | 0.76 |
| Outlier Win Ratio | 1074.84 | 1.81 |
| Outlier Loss Ratio | 3870.28 | 4.94 |
| Volatility (ann.) | 114.51% | 944.13% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.33 | -0.0 |
| Skew | 0.33 | 3.07 |
| Kurtosis | 12.51 | 46.76 |
| Expected Daily % | 0.69% | NaN% |
| Expected Monthly % | 2.04% | NaN% |
| Expected Yearly % | 10.62% | NaN% |
| Kelly Criterion | 20.29% | -151.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.99% | -14829.2% |
| Expected Shortfall (cVaR) | -8.99% | -15039.52% |
| Year | 12516959:BTCUSD | 12516959:btcusd:triple_med_gx:zlema100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 2.61 | -25.23 | -9.65 | - |
| 2021 | 454.20 | -5.16 | -0.01 | - |
| 2022 | -66.72 | -3.29 | 0.05 | + |
| 2023 | 151.90 | 51.66 | 0.34 | - |
| 2024 | 77.93 | 49.10 | 0.63 | - |
| 2025 | 27.74 | 18.20 | 0.66 | - |
| Metric | 12516959:btcusd:triple_med_gx:zlema100_135 | 12516959:BTCUSD |
|---|---|---|
| MTD | 1.26% | -7.74% |
| 3M | 18.2% | 27.74% |
| 6M | 35.98% | 43.55% |
| YTD | 18.2% | 27.74% |
| 1Y | 59.5% | 102.3% |
| 3Y (ann.) | 36.35% | 39.19% |
| 5Y (ann.) | 12.99% | -46.64% |
| Metric | 12516959:btcusd:triple_med_gx:zlema100_135 | 12516959:BTCUSD |
|---|---|---|
| Max Drawdown | -39.24% | -72.63% |
| Longest DD Days | 1308.0 | 1075.0 |
| Avg. Drawdown | -3.02% | -16.55% |
| Avg. Drawdown Days | 101.0 | 182.0 |
| Recovery Factor | 2.12 | -0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2020-03-24 | 2023-10-23 | -39.24 | 1308 |
| 2024-06-10 | 2024-10-29 | -3.66 | 141 |
| 2024-11-01 | 2024-11-06 | -0.18 | 5 |
| 2024-03-01 | 2024-03-10 | -0.18 | 9 |
| 2023-12-12 | 2023-12-26 | -0.18 | 14 |
| 2024-05-11 | 2024-05-17 | -0.18 | 6 |
| 2024-05-23 | 2024-05-24 | -0.18 | 1 |
| 2025-01-01 | 2025-01-06 | -0.18 | 5 |
| 2025-01-09 | 2025-01-10 | -0.18 | 1 |
| 2025-01-12 | 2025-01-16 | -0.18 | 4 |
| Metric | 12516959:btcusd:triple_med_gx:zlema100_135 | 12516959:BTCUSD |
|---|---|---|
| Best Day | 31.73% | 68066.5% |
| Worst Day | -24.27% | -49236.37% |
| Best Week | 31.73% | 68066.5% |
| Worst Week | -24.27% | -3199.06% |
| Best Month | 31.5% | 415.3% |
| Worst Month | -24.27% | -56027.98% |
| Best Year | 51.66% | 255.44% |
| Worst Year | -25.23% | -820.48% |
| Avg. Up Day | 14.08% | 1555.68% |
| Avg. Down Day | -0.7% | -1702.03% |
| Avg. Up Week | 11.58% | 441.54% |
| Avg. Down Week | -0.9% | -403.99% |
| Avg. Up Month | 9.13% | 157.55% |
| Avg. Down Month | -4.48% | -6517.46% |
| Win Days % | 32.18% | 25.58% |
| Win Month % | 60.0% | 31.03% |
| Win Week % | 40.98% | 30.0% |
| Win Quarter % | 66.67% | 23.53% |
| Win Year % | 50.0% | 16.67% |