| Metric | 3478166:btcusd:triple_gx:zlema120_75_25 | 3478166:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 42.93% | 49.7% |
| Max Drawdown | -22.33% | -28.17% |
| Sharpe | 0.88 | 0.8 |
| Sortino | 1.44 | 1.23 |
| Payoff Ratio | 1.25 | 1.06 |
| Profit Factor | 1.23 | 1.12 |
| Common Sense Ratio | 1.36 | 1.24 |
| CPC Index | 0.74 | 0.61 |
| Tail Ratio | 1.11 | 1.1 |
| Outlier Win Ratio | 12.63 | 3.82 |
| Outlier Loss Ratio | 3.59 | 3.13 |
| Volatility (ann.) | 32.14% | 45.66% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.17 | 1.06 |
| Skew | 1.41 | 0.52 |
| Kurtosis | 13.74 | 2.82 |
| Expected Daily % | 0.06% | 0.07% |
| Expected Monthly % | 1.9% | 2.15% |
| Expected Yearly % | 19.55% | 22.35% |
| Kelly Criterion | 5.86% | 4.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.69% | -3.83% |
| Expected Shortfall (cVaR) | -2.69% | -3.83% |
| Year | 3478166:BTCUSD | 3478166:btcusd:triple_gx:zlema120_75_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 70.10 | 1.45 | + |
| 2025 | 0.89 | -15.98 | -17.97 | - |
| Metric | 3478166:btcusd:triple_gx:zlema120_75_25 | 3478166:BTCUSD |
|---|---|---|
| MTD | -5.63% | -14.03% |
| 3M | -19.43% | -19.8% |
| 6M | -16.95% | -9.0% |
| YTD | -15.98% | 0.89% |
| 1Y | -6.57% | 3.43% |
| 3Y (ann.) | 26.11% | 29.96% |
| 5Y (ann.) | 26.11% | 29.96% |
| Metric | 3478166:btcusd:triple_gx:zlema120_75_25 | 3478166:BTCUSD |
|---|---|---|
| Max Drawdown | -22.33% | -28.17% |
| Longest DD Days | 258.0 | 161.0 |
| Avg. Drawdown | -4.32% | -7.33% |
| Avg. Drawdown Days | 24.0 | 25.0 |
| Recovery Factor | 1.92 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-11-16 | -22.33 | 258 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2025-01-22 | 2025-03-02 | -8.93 | 39 |
| 2024-07-22 | 2024-08-08 | -8.24 | 17 |
| 2024-10-29 | 2024-11-06 | -6.93 | 8 |
| 2024-08-09 | 2024-10-12 | -6.74 | 64 |
| 2024-12-21 | 2025-01-17 | -4.22 | 27 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2025-01-19 | 2025-01-21 | -3.09 | 2 |
| 2024-06-26 | 2024-06-30 | -2.39 | 4 |
| Metric | 3478166:btcusd:triple_gx:zlema120_75_25 | 3478166:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.65% | -12.33% |
| Best Month | 39.04% | 37.42% |
| Worst Month | -9.66% | -17.69% |
| Best Year | 70.1% | 48.38% |
| Worst Year | -15.98% | 0.89% |
| Avg. Up Day | 1.93% | 1.95% |
| Avg. Down Day | -1.54% | -1.84% |
| Avg. Up Week | 3.84% | 5.64% |
| Avg. Down Week | -3.08% | -3.73% |
| Avg. Up Month | 8.47% | 11.38% |
| Avg. Down Month | -6.47% | -8.85% |
| Win Days % | 47.62% | 50.71% |
| Win Month % | 64.71% | 57.89% |
| Win Week % | 53.57% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |