| Metric | 3478120:btcusd:triple_gx:zlema120_65_25 | 3478120:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 78.47% | 64.31% |
| Max Drawdown | -61.33% | -72.75% |
| Sharpe | 0.57 | 0.5 |
| Sortino | 0.86 | 0.73 |
| Payoff Ratio | 1.17 | 0.97 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.25 | 1.18 |
| CPC Index | 0.63 | 0.52 |
| Tail Ratio | 1.09 | 1.09 |
| Outlier Win Ratio | 13.19 | 4.21 |
| Outlier Loss Ratio | 3.97 | 3.79 |
| Volatility (ann.) | 38.52% | 52.38% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.26 | 0.18 |
| Skew | 0.35 | 0.0 |
| Kurtosis | 13.57 | 4.25 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 1.19% | 1.02% |
| Expected Yearly % | 12.28% | 10.44% |
| Kelly Criterion | 2.26% | -2.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.26% | -4.44% |
| Expected Shortfall (cVaR) | -3.26% | -4.44% |
| Year | 3478120:BTCUSD | 3478120:btcusd:triple_gx:zlema120_65_25 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | 4.32 | -0.22 | + |
| 2022 | -64.22 | -56.31 | 0.88 | + |
| 2023 | 155.54 | 151.57 | 0.97 | - |
| 2024 | 121.00 | 97.85 | 0.81 | - |
| 2025 | 0.89 | -21.33 | -23.99 | - |
| Metric | 3478120:btcusd:triple_gx:zlema120_65_25 | 3478120:BTCUSD |
|---|---|---|
| MTD | -8.73% | -14.03% |
| 3M | -21.63% | -19.8% |
| 6M | -23.67% | -9.0% |
| YTD | -21.33% | 0.89% |
| 1Y | -8.37% | 3.43% |
| 3Y (ann.) | 55.35% | 77.28% |
| 5Y (ann.) | 15.71% | 13.33% |
| Metric | 3478120:btcusd:triple_gx:zlema120_65_25 | 3478120:BTCUSD |
|---|---|---|
| Max Drawdown | -61.33% | -72.75% |
| Longest DD Days | 676.0 | 820.0 |
| Avg. Drawdown | -6.15% | -10.87% |
| Avg. Drawdown Days | 43.0 | 67.0 |
| Recovery Factor | 1.28 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-11-01 | -61.33 | 676 |
| 2025-03-03 | 2025-11-16 | -27.07 | 258 |
| 2024-03-12 | 2024-04-22 | -14.15 | 41 |
| 2024-01-09 | 2024-03-11 | -13.56 | 62 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2025-01-22 | 2025-03-02 | -9.19 | 39 |
| 2024-08-04 | 2024-08-08 | -7.22 | 4 |
| 2024-10-29 | 2024-11-06 | -6.93 | 8 |
| 2021-12-08 | 2021-12-14 | -6.80 | 6 |
| 2024-08-09 | 2024-10-12 | -6.74 | 64 |
| Metric | 3478120:btcusd:triple_gx:zlema120_65_25 | 3478120: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 | 39.04% | 43.77% |
| Worst Month | -22.88% | -37.12% |
| Best Year | 151.57% | 155.54% |
| Worst Year | -56.31% | -64.22% |
| Avg. Up Day | 2.19% | 2.2% |
| Avg. Down Day | -1.87% | -2.27% |
| Avg. Up Week | 4.75% | 6.59% |
| Avg. Down Week | -3.74% | -5.63% |
| Avg. Up Month | 12.26% | 13.98% |
| Avg. Down Month | -10.24% | -13.69% |
| Win Days % | 47.28% | 49.65% |
| Win Month % | 55.81% | 55.1% |
| Win Week % | 49.64% | 49.76% |
| Win Quarter % | 52.94% | 47.06% |
| Win Year % | 60.0% | 60.0% |