| Metric | 3478213:btcusd:triple_gx:zlema120_85_25 | 3478213:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 44.18% | 49.7% |
| Max Drawdown | -25.6% | -28.17% |
| Sharpe | 0.89 | 0.8 |
| Sortino | 1.47 | 1.23 |
| Payoff Ratio | 1.28 | 1.09 |
| Profit Factor | 1.23 | 1.12 |
| Common Sense Ratio | 1.47 | 1.24 |
| CPC Index | 0.74 | 0.62 |
| Tail Ratio | 1.19 | 1.1 |
| Outlier Win Ratio | 12.26 | 3.82 |
| Outlier Loss Ratio | 3.73 | 3.13 |
| Volatility (ann.) | 32.3% | 45.66% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.05 | 1.06 |
| Skew | 1.41 | 0.52 |
| Kurtosis | 13.5 | 2.82 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 1.94% | 2.15% |
| Expected Yearly % | 20.08% | 22.35% |
| Kelly Criterion | 5.47% | 5.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.7% | -3.83% |
| Expected Shortfall (cVaR) | -2.7% | -3.83% |
| Year | 3478213:BTCUSD | 3478213:btcusd:triple_gx:zlema120_85_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 75.51 | 1.56 | + |
| 2025 | 0.89 | -17.85 | -20.08 | - |
| Metric | 3478213:btcusd:triple_gx:zlema120_85_25 | 3478213:BTCUSD |
|---|---|---|
| MTD | -5.21% | -14.03% |
| 3M | -20.2% | -19.8% |
| 6M | -21.76% | -9.0% |
| YTD | -17.85% | 0.89% |
| 1Y | -5.75% | 3.43% |
| 3Y (ann.) | 26.83% | 29.96% |
| 5Y (ann.) | 26.83% | 29.96% |
| Metric | 3478213:btcusd:triple_gx:zlema120_85_25 | 3478213:BTCUSD |
|---|---|---|
| Max Drawdown | -25.6% | -28.17% |
| Longest DD Days | 116.0 | 161.0 |
| Avg. Drawdown | -4.99% | -7.33% |
| Avg. Drawdown Days | 20.0 | 25.0 |
| Recovery Factor | 1.73 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-23 | 2025-11-16 | -25.60 | 116 |
| 2025-03-03 | 2025-06-09 | -16.66 | 98 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2025-01-22 | 2025-03-02 | -8.93 | 39 |
| 2025-06-10 | 2025-07-14 | -8.44 | 34 |
| 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 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2025-01-19 | 2025-01-21 | -3.09 | 2 |
| Metric | 3478213:btcusd:triple_gx:zlema120_85_25 | 3478213: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 | -13.5% | -17.69% |
| Best Year | 75.51% | 48.38% |
| Worst Year | -17.85% | 0.89% |
| Avg. Up Day | 1.91% | 1.93% |
| Avg. Down Day | -1.49% | -1.77% |
| Avg. Up Week | 3.79% | 5.48% |
| Avg. Down Week | -3.01% | -3.9% |
| Avg. Up Month | 8.92% | 11.38% |
| Avg. Down Month | -7.46% | -8.85% |
| Win Days % | 46.95% | 50.71% |
| Win Month % | 64.71% | 57.89% |
| Win Week % | 56.14% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |