| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 34.52% | 120.66% |
| Max Drawdown | -4.71% | -69.0% |
| Sharpe | 1.11 | 0.7 |
| Sortino | 2.68 | 1.02 |
| Payoff Ratio | 2.31 | 1.34 |
| Profit Factor | 2.06 | 1.11 |
| Common Sense Ratio | NaN | 1.25 |
| CPC Index | 1.96 | 0.74 |
| Tail Ratio | NaN | 1.12 |
| Outlier Win Ratio | 109.73 | 2.65 |
| Outlier Loss Ratio | 7.49 | 2.26 |
| Volatility (ann.) | 8.06% | 54.21% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.9 | 0.37 |
| Skew | 8.02 | 0.02 |
| Kurtosis | 120.18 | 4.08 |
| Expected Daily % | 0.02% | 0.06% |
| Expected Monthly % | 0.71% | 1.9% |
| Expected Yearly % | 6.11% | 17.15% |
| Kelly Criterion | 15.66% | 12.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -4.56% |
| Expected Shortfall (cVaR) | -0.67% | -4.56% |
| Year | 12521170:BTCUSD | 12521170:btcusd:triple_med_gx:zlema100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -6.49 | 0.00 | -0.00 | + |
| 2022 | -64.22 | 1.58 | -0.02 | + |
| 2023 | 155.54 | 8.05 | 0.05 | - |
| 2024 | 121.00 | 13.82 | 0.11 | - |
| 2025 | 16.76 | 7.68 | 0.46 | - |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| MTD | -2.06% | 15.74% |
| 3M | -2.06% | 13.19% |
| 6M | 7.68% | 11.24% |
| YTD | 7.68% | 16.76% |
| 1Y | 6.06% | 59.19% |
| 3Y (ann.) | 10.38% | 55.09% |
| 5Y (ann.) | 8.95% | 25.7% |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Max Drawdown | -4.71% | -69.0% |
| Longest DD Days | 245.0 | 781.0 |
| Avg. Drawdown | -1.64% | -9.74% |
| Avg. Drawdown Days | 50.0 | 64.0 |
| Recovery Factor | 7.33 | 1.75 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2023-01-12 | -4.71 | 62 |
| 2024-05-14 | 2025-01-14 | -3.74 | 245 |
| 2023-05-12 | 2023-06-16 | -3.72 | 35 |
| 2025-02-13 | 2025-05-27 | -3.52 | 103 |
| 2023-12-21 | 2024-02-07 | -2.60 | 48 |
| 2022-08-23 | 2022-11-10 | -1.81 | 79 |
| 2025-02-10 | 2025-02-12 | -1.07 | 2 |
| 2023-08-21 | 2023-12-13 | -0.60 | 114 |
| 2024-03-01 | 2024-03-03 | -0.34 | 2 |
| 2024-05-11 | 2024-05-12 | -0.18 | 1 |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Best Day | 7.58% | 14.52% |
| Worst Day | -2.89% | -15.42% |
| Best Week | 9.38% | 35.75% |
| Worst Week | -2.97% | -29.64% |
| Best Month | 10.07% | 43.77% |
| Worst Month | -3.54% | -37.12% |
| Best Year | 13.82% | 155.54% |
| Worst Year | 0.0% | -64.22% |
| Avg. Up Day | 1.68% | 2.37% |
| Avg. Down Day | -0.72% | -1.77% |
| Avg. Up Week | 3.01% | 7.74% |
| Avg. Down Week | -0.93% | -4.98% |
| Avg. Up Month | 4.55% | 18.03% |
| Avg. Down Month | -1.15% | -11.86% |
| Win Days % | 41.11% | 49.6% |
| Win Month % | 55.56% | 57.14% |
| Win Week % | 51.35% | 51.09% |
| Win Quarter % | 50.0% | 46.67% |
| Win Year % | 100.0% | 60.0% |