| Metric | 3478120:btcusd:triple_gx:zlema120_65_25 | 3478120:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 318.17% | 191.14% |
| Max Drawdown | -19.08% | -44.89% |
| Sharpe | 5.37 | 3.26 |
| Sortino | 21.72 | 6.85 |
| Payoff Ratio | 7.13 | 1.48 |
| Profit Factor | 4.94 | 1.78 |
| Common Sense Ratio | 20.23 | 3.15 |
| CPC Index | 11.75 | 1.43 |
| Tail Ratio | 4.09 | 1.77 |
| Outlier Win Ratio | 4.89 | 4.69 |
| Outlier Loss Ratio | 15.82 | 2.33 |
| Volatility (ann.) | 134.13% | 202.71% |
| R^2 | 0.45 | 0.45 |
| Calmar | 3.42 | 1.01 |
| Skew | 3.09 | 1.74 |
| Kurtosis | 11.25 | 6.28 |
| Expected Daily % | 1.76% | 1.31% |
| Expected Monthly % | 4.88% | 3.63% |
| Expected Yearly % | 43.0% | 30.63% |
| Kelly Criterion | 23.98% | 23.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.58% | -15.64% |
| Expected Shortfall (cVaR) | -9.58% | -15.64% |
| Year | 3478120:BTCUSD | 3478120:btcusd:triple_gx:zlema120_65_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.06 | -17.86 | 0.41 | + |
| 2023 | 169.80 | 161.35 | 0.95 | - |
| 2024 | 117.56 | 101.21 | 0.86 | - |
| 2025 | -11.33 | -3.18 | 0.28 | + |
| Metric | 3478120:btcusd:triple_gx:zlema120_65_25 | 3478120:BTCUSD |
|---|---|---|
| MTD | 0.16% | 0.28% |
| 3M | 3.15% | -12.73% |
| 6M | 53.06% | 41.77% |
| YTD | -3.18% | -11.33% |
| 1Y | 101.12% | 34.92% |
| 3Y (ann.) | 65.3% | 45.56% |
| 5Y (ann.) | 65.3% | 45.56% |
| Metric | 3478120:btcusd:triple_gx:zlema120_65_25 | 3478120:BTCUSD |
|---|---|---|
| Max Drawdown | -19.08% | -44.89% |
| Longest DD Days | 231.0 | 299.0 |
| Avg. Drawdown | -1.63% | -12.34% |
| Avg. Drawdown Days | 32.0 | 82.0 |
| Recovery Factor | 16.67 | 4.26 |
| Ulcer Index | 1.28 | 2.28 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-15 | 2023-02-01 | -19.08 | 231 |
| 2024-12-19 | 2025-03-15 | -6.10 | 86 |
| 2024-01-03 | 2024-03-26 | -3.14 | 83 |
| 2023-08-31 | 2023-11-04 | -2.25 | 65 |
| 2023-11-17 | 2023-12-23 | -1.43 | 36 |
| 2023-08-10 | 2023-08-30 | -0.44 | 20 |
| 2024-08-04 | 2024-08-17 | -0.12 | 13 |
| 2024-10-25 | 2024-10-26 | -0.12 | 1 |
| 2024-12-05 | 2024-12-07 | -0.12 | 2 |
| 2023-03-11 | 2023-03-25 | -0.12 | 14 |
| Metric | 3478120:btcusd:triple_gx:zlema120_65_25 | 3478120:BTCUSD |
|---|---|---|
| Best Day | 34.29% | 50.05% |
| Worst Day | -12.73% | -23.28% |
| Best Week | 34.29% | 50.05% |
| Worst Week | -12.73% | -23.28% |
| Best Month | 35.78% | 50.05% |
| Worst Month | -12.84% | -26.97% |
| Best Year | 161.35% | 169.8% |
| Worst Year | -17.86% | -44.06% |
| Avg. Up Day | 7.51% | 7.64% |
| Avg. Down Day | -1.05% | -5.16% |
| Avg. Up Week | 8.16% | 9.09% |
| Avg. Down Week | -1.4% | -6.16% |
| Avg. Up Month | 11.85% | 13.23% |
| Avg. Down Month | -4.42% | -12.12% |
| Win Days % | 33.33% | 54.32% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 41.27% | 53.97% |
| Win Quarter % | 75.0% | 41.67% |
| Win Year % | 50.0% | 50.0% |