| Metric | 3477748:btcusd:triple_gx:zlema105_65_20 | 3477748:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 641.88% | 778.44% |
| Max Drawdown | -60.34% | -76.67% |
| Sharpe | 1.06 | 0.99 |
| Sortino | 1.56 | 1.44 |
| Payoff Ratio | 1.29 | 1.06 |
| Profit Factor | 1.3 | 1.17 |
| Common Sense Ratio | 1.66 | 1.27 |
| CPC Index | 0.81 | 0.63 |
| Tail Ratio | 1.28 | 1.09 |
| Outlier Win Ratio | 12.06 | 4.07 |
| Outlier Loss Ratio | 4.06 | 3.73 |
| Volatility (ann.) | 48.63% | 64.96% |
| R^2 | 0.56 | 0.56 |
| Calmar | 0.8 | 0.69 |
| Skew | -1.32 | -0.6 |
| Kurtosis | 37.54 | 12.16 |
| Expected Daily % | 0.11% | 0.12% |
| Expected Monthly % | 3.23% | 3.51% |
| Expected Yearly % | 39.65% | 43.64% |
| Kelly Criterion | 7.72% | 4.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.05% | -5.42% |
| Expected Shortfall (cVaR) | -4.05% | -5.42% |
| Year | 3477748:BTCUSD | 3477748:btcusd:triple_gx:zlema105_65_20 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 199.00 | 153.26 | 0.77 | - |
| 2021 | 59.34 | 24.42 | 0.41 | - |
| 2022 | -64.22 | -54.32 | 0.85 | + |
| 2023 | 155.54 | 181.77 | 1.17 | + |
| 2024 | 121.00 | 89.06 | 0.74 | - |
| 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 | 55.82% | 19.47% |
| 3Y (ann.) | 37.8% | 23.18% |
| 5Y (ann.) | 56.86% | 67.65% |
| Metric | 3477748:btcusd:triple_gx:zlema105_65_20 | 3477748:BTCUSD |
|---|---|---|
| Max Drawdown | -60.34% | -76.67% |
| Longest DD Days | 1017.0 | 846.0 |
| Avg. Drawdown | -6.55% | -10.21% |
| Avg. Drawdown Days | 38.0 | 39.0 |
| Recovery Factor | 10.64 | 10.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-01-09 | 2023-10-23 | -60.34 | 1017 |
| 2020-03-02 | 2020-04-29 | -41.16 | 58 |
| 2025-01-22 | 2025-04-01 | -18.18 | 69 |
| 2020-05-08 | 2020-06-01 | -14.46 | 24 |
| 2024-03-12 | 2024-04-22 | -14.15 | 41 |
| 2024-01-09 | 2024-03-04 | -12.45 | 55 |
| 2020-11-14 | 2020-11-30 | -12.32 | 16 |
| 2020-08-11 | 2020-10-21 | -11.13 | 71 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-07-17 | 2024-08-08 | -10.10 | 22 |
| Metric | 3477748:btcusd:triple_gx:zlema105_65_20 | 3477748:BTCUSD |
|---|---|---|
| Best Day | 16.14% | 19.48% |
| Worst Day | -39.01% | -39.01% |
| Best Week | 38.59% | 38.59% |
| Worst Week | -30.17% | -38.6% |
| Best Month | 38.44% | 47.19% |
| Worst Month | -33.95% | -37.12% |
| Best Year | 181.77% | 199.0% |
| Worst Year | -54.32% | -64.22% |
| Avg. Up Day | 2.78% | 2.79% |
| Avg. Down Day | -2.15% | -2.63% |
| Avg. Up Week | 6.76% | 8.09% |
| Avg. Down Week | -4.56% | -6.68% |
| Avg. Up Month | 15.04% | 20.21% |
| Avg. Down Month | -9.93% | -15.15% |
| Win Days % | 47.96% | 51.05% |
| Win Month % | 61.82% | 57.14% |
| Win Week % | 53.49% | 53.51% |
| Win Quarter % | 61.9% | 59.09% |
| Win Year % | 66.67% | 66.67% |