| Metric | 3477482:btcusd:triple_gx:zlema140_95_15 | 3477482:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 43.31% | 86.45% |
| Max Drawdown | -59.88% | -69.0% |
| Sharpe | 0.43 | 0.57 |
| Sortino | 0.64 | 0.83 |
| Payoff Ratio | 1.17 | 0.98 |
| Profit Factor | 1.11 | 1.09 |
| Common Sense Ratio | 1.13 | 1.22 |
| CPC Index | 0.6 | 0.53 |
| Tail Ratio | 1.02 | 1.12 |
| Outlier Win Ratio | 13.02 | 4.1 |
| Outlier Loss Ratio | 3.91 | 3.81 |
| Volatility (ann.) | 38.76% | 52.31% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.16 | 0.25 |
| Skew | 0.27 | 0.02 |
| Kurtosis | 13.27 | 4.28 |
| Expected Daily % | 0.03% | 0.04% |
| Expected Monthly % | 0.75% | 1.31% |
| Expected Yearly % | 7.46% | 13.27% |
| Kelly Criterion | 0.72% | -1.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.29% | -4.42% |
| Expected Shortfall (cVaR) | -3.29% | -4.42% |
| Year | 3477482:BTCUSD | 3477482:btcusd:triple_gx:zlema140_95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -8.55 | -0.46 | 0.05 | + |
| 2022 | -64.22 | -58.47 | 0.91 | + |
| 2023 | 155.54 | 122.04 | 0.78 | - |
| 2024 | 121.00 | 88.65 | 0.73 | - |
| 2025 | 0.89 | -17.25 | -19.40 | - |
| Metric | 3477482:btcusd:triple_gx:zlema140_95_15 | 3477482:BTCUSD |
|---|---|---|
| MTD | 3.53% | -14.03% |
| 3M | -14.57% | -19.8% |
| 6M | -14.31% | -9.0% |
| YTD | -17.25% | 0.89% |
| 1Y | -13.37% | 3.43% |
| 3Y (ann.) | 47.78% | 77.28% |
| 5Y (ann.) | 9.56% | 17.12% |
| Metric | 3477482:btcusd:triple_gx:zlema140_95_15 | 3477482:BTCUSD |
|---|---|---|
| Max Drawdown | -59.88% | -69.0% |
| Longest DD Days | 792.0 | 781.0 |
| Avg. Drawdown | -9.12% | -9.86% |
| Avg. Drawdown Days | 78.0 | 58.0 |
| Recovery Factor | 0.72 | 1.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-02 | 2024-03-04 | -59.88 | 792 |
| 2025-01-22 | 2025-11-16 | -23.12 | 298 |
| 2024-07-22 | 2024-11-06 | -18.30 | 107 |
| 2024-03-12 | 2024-06-25 | -14.15 | 105 |
| 2024-07-02 | 2024-07-15 | -10.13 | 13 |
| 2021-12-09 | 2021-12-14 | -6.59 | 5 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-12-12 | 2025-01-14 | -4.54 | 33 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| Metric | 3477482:btcusd:triple_gx:zlema140_95_15 | 3477482:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -15.17% | -15.42% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -18.8% | -29.64% |
| Best Month | 36.12% | 43.77% |
| Worst Month | -19.72% | -37.12% |
| Best Year | 122.04% | 155.54% |
| Worst Year | -58.47% | -64.22% |
| Avg. Up Day | 2.22% | 2.24% |
| Avg. Down Day | -1.89% | -2.29% |
| Avg. Up Week | 4.93% | 7.47% |
| Avg. Down Week | -3.98% | -5.66% |
| Avg. Up Month | 10.91% | 15.77% |
| Avg. Down Month | -8.41% | -12.19% |
| Win Days % | 46.39% | 49.65% |
| Win Month % | 50.0% | 56.25% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 41.18% | 47.06% |
| Win Year % | 40.0% | 60.0% |