| Metric | 3478191:btcusd:triple_gx:zlema120_80_25 | 3478191:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 41.41% | 49.7% |
| Max Drawdown | -24.03% | -28.17% |
| Sharpe | 0.85 | 0.8 |
| Sortino | 1.39 | 1.23 |
| Payoff Ratio | 1.25 | 1.09 |
| Profit Factor | 1.22 | 1.12 |
| Common Sense Ratio | 1.32 | 1.24 |
| CPC Index | 0.71 | 0.62 |
| Tail Ratio | 1.09 | 1.1 |
| Outlier Win Ratio | 12.17 | 3.82 |
| Outlier Loss Ratio | 3.7 | 3.13 |
| Volatility (ann.) | 32.46% | 45.66% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.05 | 1.06 |
| Skew | 1.37 | 0.52 |
| Kurtosis | 13.23 | 2.82 |
| Expected Daily % | 0.06% | 0.07% |
| Expected Monthly % | 1.84% | 2.15% |
| Expected Yearly % | 18.91% | 22.35% |
| Kelly Criterion | 4.12% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.72% | -3.83% |
| Expected Shortfall (cVaR) | -2.72% | -3.83% |
| Year | 3478191:BTCUSD | 3478191:btcusd:triple_gx:zlema120_80_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 71.65 | 1.48 | + |
| 2025 | 0.89 | -17.62 | -19.82 | - |
| Metric | 3478191:btcusd:triple_gx:zlema120_80_25 | 3478191:BTCUSD |
|---|---|---|
| MTD | -5.79% | -14.03% |
| 3M | -19.38% | -19.8% |
| 6M | -18.57% | -9.0% |
| YTD | -17.62% | 0.89% |
| 1Y | -7.56% | 3.43% |
| 3Y (ann.) | 25.23% | 29.96% |
| 5Y (ann.) | 25.23% | 29.96% |
| Metric | 3478191:btcusd:triple_gx:zlema120_80_25 | 3478191:BTCUSD |
|---|---|---|
| Max Drawdown | -24.03% | -28.17% |
| Longest DD Days | 133.0 | 161.0 |
| Avg. Drawdown | -4.67% | -7.33% |
| Avg. Drawdown Days | 21.0 | 25.0 |
| Recovery Factor | 1.72 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-23 | 2025-11-16 | -24.03 | 116 |
| 2025-03-03 | 2025-07-14 | -16.66 | 133 |
| 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 |
| 2024-12-17 | 2025-01-17 | -4.53 | 31 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2025-01-19 | 2025-01-21 | -3.09 | 2 |
| Metric | 3478191:btcusd:triple_gx:zlema120_80_25 | 3478191: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 | -12.57% | -17.69% |
| Best Year | 71.65% | 48.38% |
| Worst Year | -17.62% | 0.89% |
| Avg. Up Day | 1.92% | 1.94% |
| Avg. Down Day | -1.54% | -1.79% |
| Avg. Up Week | 3.84% | 5.48% |
| Avg. Down Week | -3.16% | -3.92% |
| Avg. Up Month | 8.66% | 11.38% |
| Avg. Down Month | -7.09% | -8.85% |
| Win Days % | 46.77% | 50.71% |
| Win Month % | 64.71% | 57.89% |
| Win Week % | 57.14% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |