| Metric | 3478091:btcusd:triple_gx:zlema120_60_25 | 3478091:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 354.53% | 191.14% |
| Max Drawdown | -18.64% | -44.89% |
| Sharpe | 5.5 | 3.18 |
| Sortino | 23.05 | 6.79 |
| Payoff Ratio | 7.54 | 1.44 |
| Profit Factor | 5.44 | 1.77 |
| Common Sense Ratio | 26.94 | 3.18 |
| CPC Index | 13.99 | 1.41 |
| Tail Ratio | 4.95 | 1.8 |
| Outlier Win Ratio | 5.1 | 4.98 |
| Outlier Loss Ratio | 17.11 | 2.31 |
| Volatility (ann.) | 131.41% | 198.25% |
| R^2 | 0.46 | 0.46 |
| Calmar | 3.77 | 1.01 |
| Skew | 3.22 | 1.85 |
| Kurtosis | 12.26 | 6.79 |
| Expected Daily % | 1.78% | 1.25% |
| Expected Monthly % | 5.18% | 3.63% |
| Expected Yearly % | 46.01% | 30.63% |
| Kelly Criterion | 25.38% | 24.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.33% | -15.34% |
| Expected Shortfall (cVaR) | -9.33% | -15.34% |
| Year | 3478091:BTCUSD | 3478091:btcusd:triple_gx:zlema120_60_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.06 | -17.41 | 0.40 | + |
| 2023 | 169.80 | 182.67 | 1.08 | + |
| 2024 | 117.56 | 93.84 | 0.80 | - |
| 2025 | -11.33 | 0.45 | -0.04 | + |
| Metric | 3478091:btcusd:triple_gx:zlema120_60_25 | 3478091:BTCUSD |
|---|---|---|
| MTD | 0.16% | 0.28% |
| 3M | 7.01% | -12.73% |
| 6M | 59.68% | 41.77% |
| YTD | 0.45% | -11.33% |
| 1Y | 101.01% | 34.92% |
| 3Y (ann.) | 70.22% | 45.56% |
| 5Y (ann.) | 70.22% | 45.56% |
| Metric | 3478091:btcusd:triple_gx:zlema120_60_25 | 3478091:BTCUSD |
|---|---|---|
| Max Drawdown | -18.64% | -44.89% |
| Longest DD Days | 231.0 | 302.0 |
| Avg. Drawdown | -1.3% | -13.39% |
| Avg. Drawdown Days | 30.0 | 101.0 |
| Recovery Factor | 19.02 | 4.26 |
| Ulcer Index | 1.27 | 2.23 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-15 | 2023-02-01 | -18.64 | 231 |
| 2024-01-03 | 2024-03-26 | -3.14 | 83 |
| 2024-12-19 | 2025-03-15 | -2.97 | 86 |
| 2024-08-03 | 2024-10-13 | -2.29 | 71 |
| 2023-08-31 | 2023-09-20 | -1.10 | 20 |
| 2023-07-14 | 2023-08-29 | -0.77 | 46 |
| 2023-09-21 | 2023-10-08 | -0.31 | 17 |
| 2023-11-21 | 2023-11-26 | -0.12 | 5 |
| 2023-10-16 | 2023-11-04 | -0.12 | 19 |
| 2023-11-16 | 2023-11-17 | -0.12 | 1 |
| Metric | 3478091:btcusd:triple_gx:zlema120_60_25 | 3478091:BTCUSD |
|---|---|---|
| Best Day | 35.04% | 50.05% |
| Worst Day | -12.73% | -23.28% |
| Best Week | 35.04% | 50.05% |
| Worst Week | -12.73% | -23.28% |
| Best Month | 35.78% | 50.05% |
| Worst Month | -12.84% | -26.97% |
| Best Year | 182.67% | 169.8% |
| Worst Year | -17.41% | -44.06% |
| Avg. Up Day | 7.19% | 7.32% |
| Avg. Down Day | -0.95% | -5.08% |
| Avg. Up Week | 7.93% | 9.03% |
| Avg. Down Week | -1.3% | -6.13% |
| Avg. Up Month | 12.06% | 13.44% |
| Avg. Down Month | -4.3% | -13.88% |
| Win Days % | 34.12% | 55.29% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 43.08% | 53.85% |
| Win Quarter % | 75.0% | 41.67% |
| Win Year % | 75.0% | 50.0% |