| Metric | 3478213:btcusd:triple_gx:zlema120_85_25 | 3478213:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 365.27% | 184.97% |
| Max Drawdown | -18.29% | -43.6% |
| Sharpe | 5.66 | 3.19 |
| Sortino | 24.27 | 6.73 |
| Payoff Ratio | 6.21 | 1.31 |
| Profit Factor | 5.18 | 1.77 |
| Common Sense Ratio | 21.8 | 2.91 |
| CPC Index | 11.63 | 1.37 |
| Tail Ratio | 4.21 | 1.64 |
| Outlier Win Ratio | 5.27 | 5.44 |
| Outlier Loss Ratio | 15.41 | 2.16 |
| Volatility (ann.) | 132.39% | 198.54% |
| R^2 | 0.46 | 0.46 |
| Calmar | 3.91 | 1.02 |
| Skew | 3.22 | 1.85 |
| Kurtosis | 12.32 | 7.04 |
| Expected Daily % | 1.85% | 1.25% |
| Expected Monthly % | 5.26% | 3.55% |
| Expected Yearly % | 46.87% | 29.93% |
| Kelly Criterion | 25.86% | 27.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.35% | -15.36% |
| Expected Shortfall (cVaR) | -9.35% | -15.36% |
| Year | 3478213:BTCUSD | 3478213:btcusd:triple_gx:zlema120_85_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.75 | -17.06 | 0.40 | + |
| 2023 | 163.65 | 172.78 | 1.06 | + |
| 2024 | 117.56 | 116.65 | 0.99 | - |
| 2025 | -13.21 | -5.08 | 0.38 | + |
| Metric | 3478213:btcusd:triple_gx:zlema120_85_25 | 3478213:BTCUSD |
|---|---|---|
| MTD | -1.96% | -1.84% |
| 3M | -1.61% | -14.59% |
| 6M | 47.83% | 38.77% |
| YTD | -5.08% | -13.21% |
| 1Y | 112.31% | 32.06% |
| 3Y (ann.) | 71.53% | 44.42% |
| 5Y (ann.) | 71.53% | 44.42% |
| Metric | 3478213:btcusd:triple_gx:zlema120_85_25 | 3478213:BTCUSD |
|---|---|---|
| Max Drawdown | -18.29% | -43.6% |
| Longest DD Days | 248.0 | 302.0 |
| Avg. Drawdown | -1.57% | -12.83% |
| Avg. Drawdown Days | 29.0 | 78.0 |
| Recovery Factor | 19.97 | 4.24 |
| Ulcer Index | 1.24 | 2.23 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-15 | 2023-02-18 | -18.29 | 248 |
| 2025-02-03 | 2025-03-16 | -7.11 | 41 |
| 2023-08-10 | 2023-11-04 | -3.65 | 86 |
| 2024-01-03 | 2024-03-28 | -3.14 | 85 |
| 2024-12-20 | 2025-01-31 | -1.19 | 42 |
| 2023-11-22 | 2023-12-23 | -0.69 | 31 |
| 2023-04-06 | 2023-04-13 | -0.12 | 7 |
| 2024-12-10 | 2024-12-14 | -0.12 | 4 |
| 2023-06-20 | 2023-06-28 | -0.12 | 8 |
| 2023-06-30 | 2023-07-02 | -0.12 | 2 |
| Metric | 3478213:btcusd:triple_gx:zlema120_85_25 | 3478213:BTCUSD |
|---|---|---|
| Best Day | 35.61% | 50.05% |
| Worst Day | -10.7% | -23.28% |
| Best Week | 35.61% | 50.05% |
| Worst Week | -10.7% | -23.28% |
| Best Month | 35.44% | 50.05% |
| Worst Month | -10.81% | -26.97% |
| Best Year | 172.78% | 163.65% |
| Worst Year | -17.06% | -42.75% |
| Avg. Up Day | 7.12% | 7.25% |
| Avg. Down Day | -1.15% | -5.55% |
| Avg. Up Week | 8.16% | 8.98% |
| Avg. Down Week | -1.62% | -6.7% |
| Avg. Up Month | 13.27% | 14.3% |
| Avg. Down Month | -3.37% | -9.81% |
| Win Days % | 36.14% | 59.04% |
| Win Month % | 60.0% | 53.33% |
| Win Week % | 45.76% | 57.63% |
| Win Quarter % | 66.67% | 41.67% |
| Win Year % | 50.0% | 50.0% |