| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 187.83% | 90.66% |
| Max Drawdown | -7.14% | -69.0% |
| Sharpe | 1.84 | 0.58 |
| Sortino | 4.75 | 0.84 |
| Payoff Ratio | 2.4 | 1.56 |
| Profit Factor | 2.63 | 1.09 |
| Common Sense Ratio | 2.78 | 1.22 |
| CPC Index | 2.99 | 0.85 |
| Tail Ratio | 1.06 | 1.12 |
| Outlier Win Ratio | 46.05 | 3.1 |
| Outlier Loss Ratio | 5.47 | 2.46 |
| Volatility (ann.) | 15.29% | 52.23% |
| R^2 | 0.09 | 0.09 |
| Calmar | 4.32 | 0.26 |
| Skew | 5.75 | 0.02 |
| Kurtosis | 60.32 | 4.32 |
| Expected Daily % | 0.07% | 0.05% |
| Expected Monthly % | 2.23% | 1.35% |
| Expected Yearly % | 23.55% | 13.78% |
| Kelly Criterion | 25.65% | 17.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -4.41% |
| Expected Shortfall (cVaR) | -1.24% | -4.41% |
| Year | 12521170:BTCUSD | 12521170:btcusd:triple_med_gx:zlema100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -6.49 | 0.00 | -0.00 | + |
| 2022 | -64.22 | 9.94 | -0.15 | + |
| 2023 | 155.54 | 38.95 | 0.25 | - |
| 2024 | 121.00 | 58.28 | 0.48 | - |
| 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.) | 37.79% | 77.28% |
| 5Y (ann.) | 30.83% | 17.82% |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Max Drawdown | -7.14% | -69.0% |
| Longest DD Days | 160.0 | 781.0 |
| Avg. Drawdown | -1.86% | -9.83% |
| Avg. Drawdown Days | 26.0 | 58.0 |
| Recovery Factor | 26.32 | 1.31 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2023-01-11 | -7.14 | 61 |
| 2025-06-09 | 2025-11-16 | -6.67 | 160 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-05-12 | 2023-08-20 | -5.36 | 100 |
| 2023-12-23 | 2024-02-07 | -3.75 | 46 |
| 2024-06-10 | 2024-10-16 | -3.66 | 128 |
| 2025-01-16 | 2025-05-08 | -3.12 | 112 |
| 2022-08-23 | 2022-11-10 | -2.62 | 79 |
| 2024-11-01 | 2024-11-06 | -2.56 | 5 |
| 2023-01-17 | 2023-01-20 | -2.47 | 3 |
| Metric | 12521170:btcusd:triple_med_gx:zlema100_145 | 12521170:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 14.52% |
| Worst Day | -6.3% | -15.42% |
| Best Week | 15.84% | 35.75% |
| Worst Week | -4.77% | -29.64% |
| Best Month | 32.19% | 43.77% |
| Worst Month | -4.49% | -37.12% |
| Best Year | 58.28% | 155.54% |
| Worst Year | 0.0% | -64.22% |
| Avg. Up Day | 2.31% | 2.36% |
| Avg. Down Day | -0.96% | -1.51% |
| Avg. Up Week | 4.59% | 6.97% |
| Avg. Down Week | -1.4% | -4.55% |
| Avg. Up Month | 10.17% | 19.16% |
| Avg. Down Month | -3.55% | -7.05% |
| Win Days % | 47.53% | 49.69% |
| Win Month % | 78.95% | 56.25% |
| Win Week % | 63.83% | 50.24% |
| Win Quarter % | 83.33% | 47.06% |
| Win Year % | 100.0% | 60.0% |