| Metric | 3477985:btcusd:triple_gx:zlema120_40_25 | 3477985:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 29.55% | 49.7% |
| Max Drawdown | -28.86% | -28.17% |
| Sharpe | 0.68 | 0.8 |
| Sortino | 1.1 | 1.23 |
| Payoff Ratio | 1.17 | 1.02 |
| Profit Factor | 1.18 | 1.12 |
| Common Sense Ratio | 1.33 | 1.24 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.13 | 1.1 |
| Outlier Win Ratio | 13.5 | 3.82 |
| Outlier Loss Ratio | 3.51 | 3.15 |
| Volatility (ann.) | 31.94% | 45.66% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.63 | 1.06 |
| Skew | 1.4 | 0.52 |
| Kurtosis | 14.25 | 2.82 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.37% | 2.15% |
| Expected Yearly % | 13.82% | 22.35% |
| Kelly Criterion | 2.49% | 2.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.69% | -3.83% |
| Expected Shortfall (cVaR) | -2.69% | -3.83% |
| Year | 3477985:BTCUSD | 3477985:btcusd:triple_gx:zlema120_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 55.05 | 1.14 | + |
| 2025 | 0.89 | -16.44 | -18.50 | - |
| Metric | 3477985:btcusd:triple_gx:zlema120_40_25 | 3477985:BTCUSD |
|---|---|---|
| MTD | -9.65% | -14.03% |
| 3M | -21.47% | -19.8% |
| 6M | -24.93% | -9.0% |
| YTD | -16.44% | 0.89% |
| 1Y | -6.01% | 3.43% |
| 3Y (ann.) | 18.31% | 29.96% |
| 5Y (ann.) | 18.31% | 29.96% |
| Metric | 3477985:btcusd:triple_gx:zlema120_40_25 | 3477985:BTCUSD |
|---|---|---|
| Max Drawdown | -28.86% | -28.17% |
| Longest DD Days | 258.0 | 161.0 |
| Avg. Drawdown | -4.66% | -7.33% |
| Avg. Drawdown Days | 26.0 | 25.0 |
| Recovery Factor | 1.02 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-11-16 | -28.86 | 258 |
| 2024-07-17 | 2024-10-12 | -12.64 | 87 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-10-17 | 2024-11-06 | -6.58 | 20 |
| 2025-01-22 | 2025-03-01 | -4.58 | 38 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2025-01-19 | 2025-01-21 | -3.09 | 2 |
| 2024-06-26 | 2024-06-30 | -2.39 | 4 |
| 2024-12-26 | 2025-01-17 | -1.74 | 22 |
| Metric | 3477985:btcusd:triple_gx:zlema120_40_25 | 3477985:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.5% | -12.33% |
| Best Month | 34.61% | 37.42% |
| Worst Month | -9.66% | -17.69% |
| Best Year | 55.05% | 48.38% |
| Worst Year | -16.44% | 0.89% |
| Avg. Up Day | 1.91% | 1.94% |
| Avg. Down Day | -1.64% | -1.9% |
| Avg. Up Week | 3.28% | 5.6% |
| Avg. Down Week | -2.48% | -4.2% |
| Avg. Up Month | 7.78% | 12.66% |
| Avg. Down Month | -6.39% | -7.06% |
| Win Days % | 47.52% | 50.71% |
| Win Month % | 58.82% | 57.89% |
| Win Week % | 57.69% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |