| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 51.67% | 120.66% |
| Max Drawdown | -7.47% | -69.0% |
| Sharpe | 1.18 | 0.7 |
| Sortino | 2.49 | 1.02 |
| Payoff Ratio | 2.12 | 1.36 |
| Profit Factor | 2.09 | 1.11 |
| Common Sense Ratio | NaN | 1.25 |
| CPC Index | 1.93 | 0.75 |
| Tail Ratio | NaN | 1.12 |
| Outlier Win Ratio | 80.64 | 2.74 |
| Outlier Loss Ratio | 6.04 | 2.29 |
| Volatility (ann.) | 10.69% | 54.21% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.71 | 0.37 |
| Skew | 5.28 | 0.02 |
| Kurtosis | 90.26 | 4.08 |
| Expected Daily % | 0.03% | 0.06% |
| Expected Monthly % | 1.0% | 1.9% |
| Expected Yearly % | 8.69% | 17.15% |
| Kelly Criterion | 17.08% | 12.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -4.56% |
| Expected Shortfall (cVaR) | -0.89% | -4.56% |
| Year | 12521170:BTCUSD | 12521170:btcusd:triple_med_gx:zlema100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -6.49 | 0.00 | -0.00 | + |
| 2022 | -64.22 | -1.37 | 0.02 | + |
| 2023 | 155.54 | 13.73 | 0.09 | - |
| 2024 | 121.00 | 22.20 | 0.18 | - |
| 2025 | 16.76 | 10.64 | 0.63 | - |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| MTD | 0.1% | 15.74% |
| 3M | 0.1% | 13.19% |
| 6M | 10.64% | 11.24% |
| YTD | 10.64% | 16.76% |
| 1Y | 11.5% | 59.19% |
| 3Y (ann.) | 14.88% | 55.09% |
| 5Y (ann.) | 12.79% | 25.7% |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Max Drawdown | -7.47% | -69.0% |
| Longest DD Days | 215.0 | 781.0 |
| Avg. Drawdown | -1.97% | -9.74% |
| Avg. Drawdown Days | 48.0 | 64.0 |
| Recovery Factor | 6.92 | 1.75 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2023-01-12 | -7.47 | 62 |
| 2024-03-05 | 2024-05-15 | -6.63 | 71 |
| 2023-05-12 | 2023-12-13 | -5.11 | 215 |
| 2025-02-13 | 2025-05-27 | -2.64 | 103 |
| 2024-11-01 | 2025-01-02 | -2.54 | 62 |
| 2023-12-21 | 2024-02-07 | -2.25 | 48 |
| 2022-08-23 | 2022-11-10 | -1.81 | 79 |
| 2025-01-16 | 2025-02-12 | -1.77 | 27 |
| 2024-06-10 | 2024-10-29 | -1.69 | 141 |
| 2024-03-01 | 2024-03-03 | -0.34 | 2 |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Best Day | 7.77% | 14.52% |
| Worst Day | -6.47% | -15.42% |
| Best Week | 14.71% | 35.75% |
| Worst Week | -4.55% | -29.64% |
| Best Month | 14.71% | 43.77% |
| Worst Month | -3.56% | -37.12% |
| Best Year | 22.2% | 155.54% |
| Worst Year | -1.37% | -64.22% |
| Avg. Up Day | 1.92% | 2.5% |
| Avg. Down Day | -0.91% | -1.83% |
| Avg. Up Week | 3.62% | 7.7% |
| Avg. Down Week | -1.13% | -4.98% |
| Avg. Up Month | 4.6% | 17.27% |
| Avg. Down Month | -2.17% | -10.4% |
| Win Days % | 43.69% | 49.6% |
| Win Month % | 72.22% | 57.14% |
| Win Week % | 54.05% | 51.09% |
| Win Quarter % | 75.0% | 46.67% |
| Win Year % | 75.0% | 60.0% |