| Metric | 12516959:btcusd:triple_med_gx:zlema100_135 | 12516959:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 215.28% | 86.41% |
| Max Drawdown | -10.69% | -69.0% |
| Sharpe | 1.79 | 0.56 |
| Sortino | 4.22 | 0.83 |
| Payoff Ratio | 2.3 | 1.63 |
| Profit Factor | 2.36 | 1.09 |
| Common Sense Ratio | 5.34 | 1.22 |
| CPC Index | 2.53 | 0.88 |
| Tail Ratio | 2.27 | 1.12 |
| Outlier Win Ratio | 39.77 | 3.18 |
| Outlier Loss Ratio | 5.26 | 2.6 |
| Volatility (ann.) | 17.12% | 52.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | 3.16 | 0.25 |
| Skew | 4.95 | 0.02 |
| Kurtosis | 49.34 | 4.29 |
| Expected Daily % | 0.08% | 0.04% |
| Expected Monthly % | 2.42% | 1.31% |
| Expected Yearly % | 25.82% | 13.26% |
| Kelly Criterion | 23.36% | 18.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -4.42% |
| Expected Shortfall (cVaR) | -1.39% | -4.42% |
| Year | 12516959:BTCUSD | 12516959:btcusd:triple_med_gx:zlema100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -8.57 | 0.00 | -0.00 | + |
| 2022 | -64.22 | 6.82 | -0.11 | + |
| 2023 | 155.54 | 52.22 | 0.34 | - |
| 2024 | 121.00 | 49.10 | 0.41 | - |
| 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.) | 43.4% | 77.28% |
| 5Y (ann.) | 33.76% | 17.09% |
| Metric | 12516959:btcusd:triple_med_gx:zlema100_135 | 12516959:BTCUSD |
|---|---|---|
| Max Drawdown | -10.69% | -69.0% |
| Longest DD Days | 161.0 | 781.0 |
| Avg. Drawdown | -2.49% | -9.87% |
| Avg. Drawdown Days | 26.0 | 58.0 |
| Recovery Factor | 20.13 | 1.25 |
| Ulcer Index | inf | 1.3 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2022-08-10 | -10.69 | 33 |
| 2022-05-01 | 2022-07-07 | -10.47 | 67 |
| 2022-11-11 | 2023-01-11 | -7.14 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-05-12 | 2023-10-20 | -5.36 | 161 |
| 2023-12-23 | 2024-02-08 | -4.88 | 47 |
| 2025-06-09 | 2025-08-10 | -4.79 | 62 |
| 2023-12-15 | 2023-12-20 | -3.90 | 5 |
| 2024-06-10 | 2024-10-29 | -3.66 | 141 |
| 2025-05-02 | 2025-05-08 | -2.92 | 6 |
| Metric | 12516959:btcusd:triple_med_gx:zlema100_135 | 12516959:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 14.52% |
| Worst Day | -6.3% | -15.42% |
| Best Week | 15.84% | 35.75% |
| Worst Week | -6.76% | -29.64% |
| Best Month | 31.5% | 43.77% |
| Worst Month | -6.76% | -37.12% |
| Best Year | 52.22% | 155.54% |
| Worst Year | 0.0% | -64.22% |
| Avg. Up Day | 2.38% | 2.43% |
| Avg. Down Day | -1.03% | -1.49% |
| Avg. Up Week | 5.26% | 7.31% |
| Avg. Down Week | -1.86% | -5.07% |
| Avg. Up Month | 10.06% | 19.71% |
| Avg. Down Month | -3.01% | -15.62% |
| Win Days % | 46.56% | 49.65% |
| Win Month % | 73.91% | 56.25% |
| Win Week % | 61.11% | 50.0% |
| Win Quarter % | 76.92% | 47.06% |
| Win Year % | 100.0% | 60.0% |