| Metric | 3310928:btcusd:double_gx:zlema140_55 | 3310928:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 35.21% | 32.93% |
| Max Drawdown | -20.83% | -26.0% |
| Sharpe | 1.01 | 0.84 |
| Sortino | 1.65 | 1.32 |
| Payoff Ratio | 1.33 | 1.22 |
| Profit Factor | 1.24 | 1.13 |
| Common Sense Ratio | 1.51 | 1.22 |
| CPC Index | 0.79 | 0.69 |
| Tail Ratio | 1.22 | 1.08 |
| Outlier Win Ratio | 10.82 | 4.0 |
| Outlier Loss Ratio | 3.38 | 3.23 |
| Volatility (ann.) | 39.15% | 50.7% |
| R^2 | 0.6 | 0.6 |
| Calmar | 1.8 | 1.35 |
| Skew | 1.12 | 0.57 |
| Kurtosis | 8.67 | 2.3 |
| Expected Daily % | 0.09% | 0.08% |
| Expected Monthly % | 2.55% | 2.4% |
| Expected Yearly % | 16.28% | 15.29% |
| Kelly Criterion | 8.43% | 8.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.26% | -4.25% |
| Expected Shortfall (cVaR) | -3.26% | -4.25% |
| Year | 3310928:BTCUSD | 3310928:btcusd:double_gx:zlema140_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 41.93 | 40.95 | 0.98 | - |
| 2025 | -6.34 | -4.07 | 0.64 | + |
| Metric | 3310928:btcusd:double_gx:zlema140_55 | 3310928:BTCUSD |
|---|---|---|
| MTD | 3.72% | 3.72% |
| 3M | -5.82% | -8.05% |
| 6M | 38.41% | 37.53% |
| YTD | -4.07% | -6.34% |
| 1Y | 35.21% | 32.93% |
| 3Y (ann.) | 37.6% | 35.14% |
| 5Y (ann.) | 37.6% | 35.14% |
| Metric | 3310928:btcusd:double_gx:zlema140_55 | 3310928:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -26.0% |
| Longest DD Days | 104.0 | 161.0 |
| Avg. Drawdown | -5.75% | -7.81% |
| Avg. Drawdown Days | 19.0 | 23.0 |
| Recovery Factor | 1.69 | 1.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-10 | -20.83 | 104 |
| 2024-12-26 | 2025-03-25 | -19.01 | 89 |
| 2024-07-03 | 2024-07-14 | -7.30 | 11 |
| 2024-11-23 | 2024-12-06 | -7.17 | 13 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-12-21 | 2024-12-24 | -3.07 | 3 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| Metric | 3310928:btcusd:double_gx:zlema140_55 | 3310928:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 41.28% | 37.42% |
| Worst Month | -8.9% | -17.69% |
| Best Year | 40.95% | 41.93% |
| Worst Year | -4.07% | -6.34% |
| Avg. Up Day | 2.33% | 2.33% |
| Avg. Down Day | -1.75% | -1.9% |
| Avg. Up Week | 5.52% | 5.83% |
| Avg. Down Week | -3.25% | -4.13% |
| Avg. Up Month | 13.48% | 13.78% |
| Avg. Down Month | -6.86% | -13.21% |
| Win Days % | 47.7% | 49.57% |
| Win Month % | 62.5% | 58.33% |
| Win Week % | 53.12% | 49.02% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |