| Metric | 3477748:btcusd:triple_gx:zlema105_65_20 | 3477748:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 49.73% | 35.37% |
| Max Drawdown | -18.18% | -26.0% |
| Sharpe | 1.42 | 0.91 |
| Sortino | 2.47 | 1.43 |
| Payoff Ratio | 1.72 | 1.35 |
| Profit Factor | 1.43 | 1.14 |
| Common Sense Ratio | 1.92 | 1.28 |
| CPC Index | 1.04 | 0.76 |
| Tail Ratio | 1.34 | 1.12 |
| Outlier Win Ratio | 13.85 | 4.14 |
| Outlier Loss Ratio | 4.2 | 3.11 |
| Volatility (ann.) | 35.52% | 50.24% |
| R^2 | 0.5 | 0.5 |
| Calmar | 3.06 | 1.51 |
| Skew | 1.58 | 0.59 |
| Kurtosis | 13.21 | 2.48 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.42% | 2.56% |
| Expected Yearly % | 22.36% | 16.35% |
| Kelly Criterion | 8.76% | 12.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.92% | -4.2% |
| Expected Shortfall (cVaR) | -2.92% | -4.2% |
| Year | 3477748:BTCUSD | 3477748:btcusd:triple_gx:zlema105_65_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 54.77 | 1.13 | + |
| 2025 | -8.77 | -3.26 | 0.37 | + |
| Metric | 3477748:btcusd:triple_gx:zlema105_65_20 | 3477748:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.19% |
| 3M | -3.26% | -8.97% |
| 6M | 41.52% | 29.83% |
| YTD | -3.26% | -8.77% |
| 1Y | 49.73% | 35.37% |
| 3Y (ann.) | 55.65% | 39.37% |
| 5Y (ann.) | 55.65% | 39.37% |
| Metric | 3477748:btcusd:triple_gx:zlema105_65_20 | 3477748:BTCUSD |
|---|---|---|
| Max Drawdown | -18.18% | -26.0% |
| Longest DD Days | 89.0 | 161.0 |
| Avg. Drawdown | -4.16% | -6.87% |
| Avg. Drawdown Days | 16.0 | 22.0 |
| Recovery Factor | 2.74 | 1.36 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-04-01 | -18.18 | 69 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-07-17 | 2024-08-08 | -10.10 | 22 |
| 2024-08-09 | 2024-11-06 | -8.26 | 89 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-06-26 | 2024-06-30 | -2.39 | 4 |
| 2024-12-26 | 2025-01-14 | -2.10 | 19 |
| 2024-12-14 | 2024-12-24 | -1.29 | 10 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| Metric | 3477748:btcusd:triple_gx:zlema105_65_20 | 3477748:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.09% | -12.33% |
| Best Month | 35.52% | 37.42% |
| Worst Month | -10.0% | -17.69% |
| Best Year | 54.77% | 48.38% |
| Worst Year | -3.26% | -8.77% |
| Avg. Up Day | 2.55% | 2.57% |
| Avg. Down Day | -1.48% | -1.91% |
| Avg. Up Week | 4.97% | 6.89% |
| Avg. Down Week | -2.33% | -5.49% |
| Avg. Up Month | 11.51% | 14.39% |
| Avg. Down Month | -3.7% | -9.5% |
| Win Days % | 42.25% | 49.55% |
| Win Month % | 60.0% | 58.33% |
| Win Week % | 53.33% | 53.06% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |