| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 109.78% | 120.66% |
| Max Drawdown | -7.14% | -69.0% |
| Sharpe | 1.7 | 0.7 |
| Sortino | 4.22 | 1.02 |
| Payoff Ratio | 2.29 | 1.46 |
| Profit Factor | 2.69 | 1.11 |
| Common Sense Ratio | NaN | 1.25 |
| CPC Index | 2.98 | 0.81 |
| Tail Ratio | NaN | 1.12 |
| Outlier Win Ratio | 58.66 | 2.93 |
| Outlier Loss Ratio | 5.96 | 2.4 |
| Volatility (ann.) | 13.13% | 54.21% |
| R^2 | 0.07 | 0.07 |
| Calmar | 3.35 | 0.37 |
| Skew | 5.79 | 0.02 |
| Kurtosis | 68.99 | 4.08 |
| Expected Daily % | 0.06% | 0.06% |
| Expected Monthly % | 1.78% | 1.9% |
| Expected Yearly % | 15.97% | 17.15% |
| Kelly Criterion | 25.79% | 15.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -4.56% |
| Expected Shortfall (cVaR) | -1.07% | -4.56% |
| Year | 12521170:BTCUSD | 12521170:btcusd:triple_med_gx:zlema100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -6.49 | 0.00 | -0.00 | + |
| 2022 | -64.22 | 2.12 | -0.03 | + |
| 2023 | 155.54 | 16.74 | 0.11 | - |
| 2024 | 121.00 | 43.32 | 0.36 | - |
| 2025 | 16.76 | 22.78 | 1.36 | + |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| MTD | 6.72% | 15.74% |
| 3M | 6.72% | 13.19% |
| 6M | 22.78% | 11.24% |
| YTD | 22.78% | 16.76% |
| 1Y | 34.91% | 59.19% |
| 3Y (ann.) | 27.99% | 55.09% |
| 5Y (ann.) | 23.88% | 25.7% |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Max Drawdown | -7.14% | -69.0% |
| Longest DD Days | 332.0 | 781.0 |
| Avg. Drawdown | -1.93% | -9.74% |
| Avg. Drawdown Days | 43.0 | 64.0 |
| Recovery Factor | 15.39 | 1.75 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2023-01-12 | -7.14 | 62 |
| 2024-03-05 | 2024-05-13 | -6.30 | 69 |
| 2023-01-15 | 2023-12-13 | -5.63 | 332 |
| 2023-12-21 | 2024-02-08 | -3.76 | 49 |
| 2025-02-13 | 2025-05-06 | -2.55 | 82 |
| 2024-11-01 | 2024-11-06 | -2.54 | 5 |
| 2024-05-14 | 2024-05-15 | -2.21 | 1 |
| 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 |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Best Day | 8.84% | 14.52% |
| Worst Day | -6.3% | -15.42% |
| Best Week | 14.91% | 35.75% |
| Worst Week | -4.38% | -29.64% |
| Best Month | 20.14% | 43.77% |
| Worst Month | -3.37% | -37.12% |
| Best Year | 43.32% | 155.54% |
| Worst Year | 0.0% | -64.22% |
| Avg. Up Day | 2.17% | 2.61% |
| Avg. Down Day | -0.95% | -1.79% |
| Avg. Up Week | 4.38% | 7.91% |
| Avg. Down Week | -1.01% | -4.98% |
| Avg. Up Month | 7.54% | 19.58% |
| Avg. Down Month | -1.62% | -10.11% |
| Win Days % | 48.33% | 49.6% |
| Win Month % | 77.78% | 57.14% |
| Win Week % | 61.54% | 51.09% |
| Win Quarter % | 75.0% | 46.67% |
| Win Year % | 100.0% | 60.0% |