| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 38.17% | 120.37% |
| Max Drawdown | -26.61% | -66.79% |
| Sharpe | 0.63 | 0.76 |
| Sortino | 1.0 | 1.11 |
| Payoff Ratio | 1.64 | 0.88 |
| Profit Factor | 1.33 | 1.12 |
| Common Sense Ratio | 3.54 | 1.28 |
| CPC Index | 0.88 | 0.49 |
| Tail Ratio | 2.66 | 1.14 |
| Outlier Win Ratio | 39.26 | 3.01 |
| Outlier Loss Ratio | 5.02 | 2.78 |
| Volatility (ann.) | 20.3% | 53.24% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.42 | 0.44 |
| Skew | 1.81 | -0.09 |
| Kurtosis | 53.64 | 4.06 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 0.88% | 2.16% |
| Expected Yearly % | 8.42% | 21.84% |
| Kelly Criterion | 4.21% | -8.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -4.47% |
| Expected Shortfall (cVaR) | -1.71% | -4.47% |
| Year | 3478237:BTCUSD | 3478237:btcusd:triple_gx:zlema140_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.08 | -24.68 | 0.42 | + |
| 2023 | 155.54 | 34.89 | 0.22 | - |
| 2024 | 121.00 | 39.26 | 0.32 | - |
| 2025 | -6.91 | -2.35 | 0.34 | + |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| MTD | 2.03% | 3.09% |
| 3M | -2.67% | -8.3% |
| 6M | 0.67% | 37.2% |
| YTD | -2.35% | -6.91% |
| 1Y | 15.55% | 24.34% |
| 3Y (ann.) | 11.37% | 25.12% |
| 5Y (ann.) | 11.2% | 29.61% |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Max Drawdown | -26.61% | -66.79% |
| Longest DD Days | 581.0 | 682.0 |
| Avg. Drawdown | -3.54% | -8.42% |
| Avg. Drawdown Days | 39.0 | 51.0 |
| Recovery Factor | 1.43 | 1.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-11 | 2023-12-13 | -26.61 | 581 |
| 2024-08-03 | 2024-08-08 | -9.04 | 5 |
| 2025-03-03 | 2025-03-26 | -8.76 | 23 |
| 2025-01-22 | 2025-03-02 | -6.14 | 39 |
| 2024-10-17 | 2024-12-11 | -4.27 | 55 |
| 2024-12-14 | 2025-01-21 | -4.16 | 38 |
| 2023-12-15 | 2023-12-20 | -2.85 | 5 |
| 2024-06-28 | 2024-06-30 | -2.11 | 2 |
| 2024-02-28 | 2024-03-01 | -1.31 | 2 |
| 2024-06-25 | 2024-06-27 | -1.22 | 2 |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 11.89% |
| Worst Day | -9.71% | -15.42% |
| Best Week | 16.08% | 35.75% |
| Worst Week | -8.06% | -29.64% |
| Best Month | 16.08% | 43.77% |
| Worst Month | -14.95% | -37.12% |
| Best Year | 39.26% | 155.54% |
| Worst Year | -24.68% | -58.08% |
| Avg. Up Day | 1.94% | 2.36% |
| Avg. Down Day | -1.19% | -2.68% |
| Avg. Up Week | 3.42% | 9.62% |
| Avg. Down Week | -1.91% | -7.23% |
| Avg. Up Month | 5.65% | 13.94% |
| Avg. Down Month | -4.72% | -16.42% |
| Win Days % | 40.5% | 49.14% |
| Win Month % | 53.57% | 59.46% |
| Win Week % | 46.77% | 50.31% |
| Win Quarter % | 58.33% | 53.85% |
| Win Year % | 50.0% | 50.0% |