| Metric | 3477985:btcusd:triple_gx:zlema120_40_25 | 3477985:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 47.6% | 64.31% |
| Max Drawdown | -63.63% | -72.75% |
| Sharpe | 0.45 | 0.5 |
| Sortino | 0.67 | 0.73 |
| Payoff Ratio | 1.15 | 0.93 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.18 | 1.18 |
| CPC Index | 0.61 | 0.5 |
| Tail Ratio | 1.06 | 1.09 |
| Outlier Win Ratio | 14.88 | 4.0 |
| Outlier Loss Ratio | 3.99 | 3.75 |
| Volatility (ann.) | 35.86% | 52.38% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.16 | 0.18 |
| Skew | 0.32 | 0.0 |
| Kurtosis | 16.16 | 4.25 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 0.8% | 1.02% |
| Expected Yearly % | 8.1% | 10.44% |
| Kelly Criterion | 1.13% | -4.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.04% | -4.44% |
| Expected Shortfall (cVaR) | -3.04% | -4.44% |
| Year | 3477985:BTCUSD | 3477985:btcusd:triple_gx:zlema120_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | 4.25 | -0.22 | + |
| 2022 | -64.22 | -60.71 | 0.95 | + |
| 2023 | 155.54 | 139.73 | 0.90 | - |
| 2024 | 121.00 | 79.90 | 0.66 | - |
| 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.) | 49.7% | 77.28% |
| 5Y (ann.) | 10.3% | 13.33% |
| Metric | 3477985:btcusd:triple_gx:zlema120_40_25 | 3477985:BTCUSD |
|---|---|---|
| Max Drawdown | -63.63% | -72.75% |
| Longest DD Days | 774.0 | 820.0 |
| Avg. Drawdown | -7.44% | -10.87% |
| Avg. Drawdown Days | 58.0 | 67.0 |
| Recovery Factor | 0.75 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-04-14 | -63.63 | 774 |
| 2025-03-03 | 2025-11-16 | -28.86 | 258 |
| 2022-01-02 | 2022-02-28 | -15.22 | 57 |
| 2024-07-17 | 2024-10-12 | -12.64 | 87 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-04-15 | 2024-04-22 | -6.84 | 7 |
| 2021-12-08 | 2021-12-14 | -6.80 | 6 |
| 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 |
| Metric | 3477985:btcusd:triple_gx:zlema120_40_25 | 3477985:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -15.17% | -15.42% |
| Best Week | 32.9% | 35.75% |
| Worst Week | -18.8% | -29.64% |
| Best Month | 34.61% | 43.77% |
| Worst Month | -22.02% | -37.12% |
| Best Year | 139.73% | 155.54% |
| Worst Year | -60.71% | -64.22% |
| Avg. Up Day | 2.12% | 2.14% |
| Avg. Down Day | -1.84% | -2.3% |
| Avg. Up Week | 4.99% | 6.75% |
| Avg. Down Week | -3.2% | -5.55% |
| Avg. Up Month | 10.94% | 14.51% |
| Avg. Down Month | -8.89% | -12.26% |
| Win Days % | 47.15% | 49.65% |
| Win Month % | 52.38% | 55.1% |
| Win Week % | 45.86% | 49.76% |
| Win Quarter % | 58.82% | 47.06% |
| Win Year % | 60.0% | 60.0% |