| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 20.37% | 120.37% |
| Max Drawdown | -20.18% | -66.79% |
| Sharpe | 0.46 | 0.76 |
| Sortino | 0.72 | 1.11 |
| Payoff Ratio | 1.62 | 0.79 |
| Profit Factor | 1.25 | 1.12 |
| Common Sense Ratio | 1.78 | 1.28 |
| CPC Index | 0.79 | 0.44 |
| Tail Ratio | 1.42 | 1.14 |
| Outlier Win Ratio | 52.63 | 2.86 |
| Outlier Loss Ratio | 5.58 | 2.59 |
| Volatility (ann.) | 16.23% | 53.24% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.31 | 0.44 |
| Skew | 1.71 | -0.09 |
| Kurtosis | 75.94 | 4.06 |
| Expected Daily % | 0.02% | 0.07% |
| Expected Monthly % | 0.5% | 2.16% |
| Expected Yearly % | 4.74% | 21.84% |
| Kelly Criterion | 1.38% | -15.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -4.47% |
| Expected Shortfall (cVaR) | -1.38% | -4.47% |
| Year | 3478237:BTCUSD | 3478237:btcusd:triple_gx:zlema140_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.08 | -15.63 | 0.27 | + |
| 2023 | 155.54 | 30.83 | 0.20 | - |
| 2024 | 121.00 | -0.40 | -0.00 | - |
| 2025 | -6.91 | 9.47 | -1.37 | + |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| MTD | 11.62% | 3.09% |
| 3M | 9.11% | -8.3% |
| 6M | 10.34% | 37.2% |
| YTD | 9.47% | -6.91% |
| 1Y | 6.79% | 24.34% |
| 3Y (ann.) | 6.37% | 25.12% |
| 5Y (ann.) | 6.27% | 29.61% |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Max Drawdown | -20.18% | -66.79% |
| Longest DD Days | 333.0 | 682.0 |
| Avg. Drawdown | -3.84% | -8.42% |
| Avg. Drawdown Days | 75.0 | 51.0 |
| Recovery Factor | 1.01 | 1.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-11 | 2023-04-09 | -20.18 | 333 |
| 2024-04-21 | 2025-03-02 | -12.82 | 315 |
| 2023-06-06 | 2023-11-17 | -5.20 | 164 |
| 2023-12-15 | 2023-12-21 | -3.55 | 6 |
| 2024-01-05 | 2024-03-03 | -2.04 | 58 |
| 2023-11-22 | 2023-12-13 | -1.29 | 21 |
| 2022-05-09 | 2022-05-10 | -0.18 | 1 |
| 2024-04-15 | 2024-04-16 | -0.18 | 1 |
| 2024-04-17 | 2024-04-18 | -0.18 | 1 |
| 2024-01-03 | 2024-01-04 | -0.18 | 1 |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 11.89% |
| Worst Day | -9.71% | -15.42% |
| Best Week | 12.96% | 35.75% |
| Worst Week | -8.23% | -29.64% |
| Best Month | 12.96% | 43.77% |
| Worst Month | -8.23% | -37.12% |
| Best Year | 30.83% | 155.54% |
| Worst Year | -15.63% | -58.08% |
| Avg. Up Day | 1.64% | 2.13% |
| Avg. Down Day | -1.01% | -2.69% |
| Avg. Up Week | 3.19% | 8.41% |
| Avg. Down Week | -2.04% | -7.09% |
| Avg. Up Month | 4.46% | 13.56% |
| Avg. Down Month | -3.43% | -14.54% |
| Win Days % | 38.98% | 49.14% |
| Win Month % | 50.0% | 59.46% |
| Win Week % | 49.12% | 50.31% |
| Win Quarter % | 58.33% | 53.85% |
| Win Year % | 50.0% | 50.0% |