| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 34.05% | 39.08% |
| Max Drawdown | -6.67% | -28.17% |
| Sharpe | 1.55 | 0.72 |
| Sortino | 3.82 | 1.1 |
| Payoff Ratio | 2.25 | 1.78 |
| Profit Factor | 2.06 | 1.11 |
| Common Sense Ratio | 2.87 | 1.21 |
| CPC Index | 2.0 | 1.01 |
| Tail Ratio | 1.39 | 1.09 |
| Outlier Win Ratio | 38.68 | 2.66 |
| Outlier Loss Ratio | 5.33 | 2.22 |
| Volatility (ann.) | 13.51% | 45.46% |
| R^2 | 0.09 | 0.09 |
| Calmar | 3.33 | 0.9 |
| Skew | 5.94 | 0.45 |
| Kurtosis | 62.99 | 2.83 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.64% | 1.85% |
| Expected Yearly % | 15.78% | 17.93% |
| Kelly Criterion | 17.97% | 23.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -3.82% |
| Expected Shortfall (cVaR) | -1.11% | -3.82% |
| Year | 12521170:BTCUSD | 12521170:btcusd:triple_med_gx:zlema100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 12.62 | 0.33 | - |
| 2025 | 0.89 | 19.04 | 21.42 | + |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 0.0% | -19.8% |
| 6M | -4.1% | -9.0% |
| YTD | 19.04% | 0.89% |
| 1Y | 19.04% | 3.43% |
| 3Y (ann.) | 22.23% | 25.35% |
| 5Y (ann.) | 22.23% | 25.35% |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Max Drawdown | -6.67% | -28.17% |
| Longest DD Days | 160.0 | 145.0 |
| Avg. Drawdown | -1.72% | -8.11% |
| Avg. Drawdown Days | 36.0 | 27.0 |
| Recovery Factor | 5.11 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-09 | 2025-11-16 | -6.67 | 160 |
| 2024-06-10 | 2024-10-16 | -3.66 | 128 |
| 2025-01-16 | 2025-05-08 | -3.12 | 112 |
| 2024-11-01 | 2024-11-06 | -2.56 | 5 |
| 2025-05-11 | 2025-06-02 | -1.90 | 22 |
| 2025-06-03 | 2025-06-06 | -1.44 | 3 |
| 2024-06-07 | 2024-06-09 | -0.31 | 2 |
| 2025-05-09 | 2025-05-10 | -0.24 | 1 |
| 2025-01-12 | 2025-01-14 | -0.18 | 2 |
| 2025-01-01 | 2025-01-02 | -0.18 | 1 |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Best Day | 8.84% | 11.89% |
| Worst Day | -3.31% | -8.6% |
| Best Week | 8.7% | 18.93% |
| Worst Week | -3.97% | -12.33% |
| Best Month | 16.05% | 37.42% |
| Worst Month | -4.49% | -17.69% |
| Best Year | 19.04% | 37.85% |
| Worst Year | 12.62% | 0.89% |
| Avg. Up Day | 1.86% | 1.91% |
| Avg. Down Day | -0.83% | -1.07% |
| Avg. Up Week | 3.64% | 5.38% |
| Avg. Down Week | -2.1% | -3.53% |
| Avg. Up Month | 7.77% | 14.44% |
| Avg. Down Month | -3.48% | -7.46% |
| Win Days % | 43.24% | 50.84% |
| Win Month % | 75.0% | 55.56% |
| Win Week % | 63.16% | 52.56% |
| Win Quarter % | 80.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |