| Metric | 3478213:btcusd:triple_gx:zlema120_85_25 | 3478213:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 175.29% | 34.91% |
| Max Drawdown | -26.94% | -66.79% |
| Sharpe | 1.54 | 0.53 |
| Sortino | 2.51 | 0.75 |
| Payoff Ratio | 1.53 | 1.13 |
| Profit Factor | 1.53 | 1.09 |
| Common Sense Ratio | 2.24 | 1.12 |
| CPC Index | 1.12 | 0.6 |
| Tail Ratio | 1.47 | 1.03 |
| Outlier Win Ratio | 15.62 | 3.94 |
| Outlier Loss Ratio | 4.57 | 3.62 |
| Volatility (ann.) | 34.34% | 54.75% |
| R^2 | 0.4 | 0.4 |
| Calmar | 2.2 | 0.22 |
| Skew | 0.58 | -0.32 |
| Kurtosis | 16.13 | 4.4 |
| Expected Daily % | 0.13% | 0.04% |
| Expected Monthly % | 3.68% | 1.08% |
| Expected Yearly % | 40.15% | 10.5% |
| Kelly Criterion | 13.58% | 3.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.81% | -4.63% |
| Expected Shortfall (cVaR) | -2.81% | -4.63% |
| Year | 3478213:BTCUSD | 3478213:btcusd:triple_gx:zlema120_85_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -17.16 | 0.28 | + |
| 2023 | 155.54 | 172.78 | 1.11 | + |
| 2024 | 37.95 | 21.82 | 0.58 | - |
| Metric | 3478213:btcusd:triple_gx:zlema120_85_25 | 3478213:BTCUSD |
|---|---|---|
| MTD | 0.0% | -3.85% |
| 3M | 25.62% | 34.56% |
| 6M | 29.91% | 68.94% |
| YTD | 21.82% | 37.95% |
| 1Y | 73.1% | 107.54% |
| 3Y (ann.) | 59.38% | 14.78% |
| 5Y (ann.) | 59.38% | 14.78% |
| Metric | 3478213:btcusd:triple_gx:zlema120_85_25 | 3478213:BTCUSD |
|---|---|---|
| Max Drawdown | -26.94% | -66.79% |
| Longest DD Days | 277.0 | 682.0 |
| Avg. Drawdown | -3.61% | -14.18% |
| Avg. Drawdown Days | 22.0 | 96.0 |
| Recovery Factor | 6.51 | 0.52 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-02-17 | -26.94 | 277 |
| 2024-03-12 | 2024-04-14 | -14.15 | 33 |
| 2024-01-09 | 2024-03-11 | -13.46 | 62 |
| 2023-06-07 | 2023-06-21 | -7.78 | 14 |
| 2023-08-30 | 2023-10-20 | -7.11 | 51 |
| 2023-12-15 | 2024-01-04 | -4.99 | 20 |
| 2023-06-24 | 2023-08-29 | -4.64 | 66 |
| 2023-03-22 | 2023-03-23 | -3.21 | 1 |
| 2023-03-24 | 2023-04-10 | -3.05 | 17 |
| 2023-11-02 | 2023-11-17 | -2.00 | 15 |
| Metric | 3478213:btcusd:triple_gx:zlema120_85_25 | 3478213:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 10.58% |
| Worst Day | -14.33% | -15.42% |
| Best Week | 32.98% | 35.75% |
| Worst Week | -9.48% | -29.64% |
| Best Month | 35.44% | 43.77% |
| Worst Month | -10.81% | -37.12% |
| Best Year | 172.78% | 155.54% |
| Worst Year | -17.16% | -61.73% |
| Avg. Up Day | 2.38% | 2.4% |
| Avg. Down Day | -1.56% | -2.13% |
| Avg. Up Week | 5.66% | 7.42% |
| Avg. Down Week | -2.86% | -6.46% |
| Avg. Up Month | 12.95% | 14.76% |
| Avg. Down Month | -5.67% | -16.93% |
| Win Days % | 47.75% | 48.73% |
| Win Month % | 66.67% | 55.56% |
| Win Week % | 62.3% | 49.14% |
| Win Quarter % | 55.56% | 50.0% |
| Win Year % | 66.67% | 66.67% |