| Metric | 3478120:btcusd:triple_gx:zlema120_65_25 | 3478120:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 140.37% | 34.91% |
| Max Drawdown | -25.96% | -66.79% |
| Sharpe | 1.37 | 0.53 |
| Sortino | 2.21 | 0.75 |
| Payoff Ratio | 1.42 | 1.07 |
| Profit Factor | 1.48 | 1.09 |
| Common Sense Ratio | 2.02 | 1.12 |
| CPC Index | 1.02 | 0.56 |
| Tail Ratio | 1.37 | 1.03 |
| Outlier Win Ratio | 16.94 | 3.94 |
| Outlier Loss Ratio | 4.25 | 3.62 |
| Volatility (ann.) | 34.01% | 54.75% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.92 | 0.22 |
| Skew | 0.6 | -0.32 |
| Kurtosis | 16.82 | 4.4 |
| Expected Daily % | 0.11% | 0.04% |
| Expected Monthly % | 3.18% | 1.08% |
| Expected Yearly % | 33.95% | 10.5% |
| Kelly Criterion | 12.19% | 0.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.8% | -4.63% |
| Expected Shortfall (cVaR) | -2.8% | -4.63% |
| Year | 3478120:BTCUSD | 3478120:btcusd:triple_gx:zlema120_65_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -17.96 | 0.29 | + |
| 2023 | 155.54 | 161.35 | 1.04 | + |
| 2024 | 37.95 | 12.11 | 0.32 | - |
| Metric | 3478120:btcusd:triple_gx:zlema120_65_25 | 3478120:BTCUSD |
|---|---|---|
| MTD | 0.0% | -3.85% |
| 3M | 15.6% | 34.56% |
| 6M | 15.04% | 68.94% |
| YTD | 12.11% | 37.95% |
| 1Y | 58.83% | 107.54% |
| 3Y (ann.) | 49.73% | 14.78% |
| 5Y (ann.) | 49.73% | 14.78% |
| Metric | 3478120:btcusd:triple_gx:zlema120_65_25 | 3478120:BTCUSD |
|---|---|---|
| Max Drawdown | -25.96% | -66.79% |
| Longest DD Days | 275.0 | 682.0 |
| Avg. Drawdown | -4.3% | -14.18% |
| Avg. Drawdown Days | 29.0 | 96.0 |
| Recovery Factor | 5.41 | 0.52 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-02-15 | -25.96 | 275 |
| 2024-03-12 | 2024-04-22 | -14.15 | 41 |
| 2024-01-09 | 2024-03-11 | -13.46 | 62 |
| 2023-06-07 | 2023-06-21 | -7.78 | 14 |
| 2023-12-15 | 2024-01-04 | -4.99 | 20 |
| 2023-08-30 | 2023-10-20 | -3.81 | 51 |
| 2023-02-16 | 2023-02-17 | -3.32 | 1 |
| 2023-03-24 | 2023-06-06 | -3.28 | 74 |
| 2023-03-22 | 2023-03-23 | -3.21 | 1 |
| 2023-08-10 | 2023-08-29 | -2.75 | 19 |
| Metric | 3478120:btcusd:triple_gx:zlema120_65_25 | 3478120:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 10.58% |
| Worst Day | -14.33% | -15.42% |
| Best Week | 32.98% | 35.75% |
| Worst Week | -9.48% | -29.64% |
| Best Month | 32.99% | 43.77% |
| Worst Month | -12.84% | -37.12% |
| Best Year | 161.35% | 155.54% |
| Worst Year | -17.96% | -61.73% |
| Avg. Up Day | 2.4% | 2.41% |
| Avg. Down Day | -1.7% | -2.26% |
| Avg. Up Week | 6.19% | 8.33% |
| Avg. Down Week | -2.61% | -6.33% |
| Avg. Up Month | 15.1% | 16.84% |
| Avg. Down Month | -7.23% | -18.82% |
| Win Days % | 48.5% | 48.73% |
| Win Month % | 61.9% | 55.56% |
| Win Week % | 51.61% | 49.14% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 66.67% | 66.67% |