| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 79.9% | 120.37% |
| Max Drawdown | -18.37% | -66.79% |
| Sharpe | 0.96 | 0.76 |
| Sortino | 1.65 | 1.11 |
| Payoff Ratio | 1.73 | 0.95 |
| Profit Factor | 1.51 | 1.12 |
| Common Sense Ratio | 4.31 | 1.28 |
| CPC Index | 1.11 | 0.53 |
| Tail Ratio | 2.86 | 1.14 |
| Outlier Win Ratio | 32.15 | 3.16 |
| Outlier Loss Ratio | 4.94 | 2.85 |
| Volatility (ann.) | 22.81% | 53.24% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.16 | 0.44 |
| Skew | 2.33 | -0.09 |
| Kurtosis | 41.98 | 4.06 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.6% | 2.16% |
| Expected Yearly % | 15.81% | 21.84% |
| Kelly Criterion | 9.04% | -4.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.47% |
| Expected Shortfall (cVaR) | -1.9% | -4.47% |
| Year | 3478237:BTCUSD | 3478237:btcusd:triple_gx:zlema140_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.08 | -12.85 | 0.22 | + |
| 2023 | 155.54 | 47.38 | 0.30 | - |
| 2024 | 121.00 | 41.29 | 0.34 | - |
| 2025 | -6.91 | -0.86 | 0.12 | + |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| MTD | 3.32% | 3.09% |
| 3M | -1.19% | -8.3% |
| 6M | 14.78% | 37.2% |
| YTD | -0.86% | -6.91% |
| 1Y | 29.41% | 24.34% |
| 3Y (ann.) | 21.6% | 25.12% |
| 5Y (ann.) | 21.26% | 29.61% |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Max Drawdown | -18.37% | -66.79% |
| Longest DD Days | 273.0 | 682.0 |
| Avg. Drawdown | -3.91% | -8.42% |
| Avg. Drawdown Days | 40.0 | 51.0 |
| Recovery Factor | 4.35 | 1.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2023-03-16 | -18.37 | 273 |
| 2024-08-03 | 2024-08-08 | -9.04 | 5 |
| 2025-03-03 | 2025-03-26 | -8.60 | 23 |
| 2022-05-11 | 2022-05-15 | -6.65 | 4 |
| 2024-03-05 | 2024-04-22 | -6.63 | 48 |
| 2023-04-12 | 2023-10-21 | -6.18 | 192 |
| 2025-01-22 | 2025-03-02 | -5.90 | 39 |
| 2024-08-09 | 2024-11-06 | -5.62 | 89 |
| 2023-12-15 | 2024-01-08 | -4.90 | 24 |
| 2024-12-20 | 2025-01-21 | -3.96 | 32 |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -9.71% | -15.42% |
| Best Week | 27.21% | 35.75% |
| Worst Week | -8.06% | -29.64% |
| Best Month | 27.21% | 43.77% |
| Worst Month | -7.76% | -37.12% |
| Best Year | 47.38% | 155.54% |
| Worst Year | -12.85% | -58.08% |
| Avg. Up Day | 2.13% | 2.49% |
| Avg. Down Day | -1.23% | -2.61% |
| Avg. Up Week | 3.63% | 8.92% |
| Avg. Down Week | -1.91% | -7.4% |
| Avg. Up Month | 5.57% | 14.99% |
| Avg. Down Month | -3.82% | -17.62% |
| Win Days % | 42.34% | 49.14% |
| Win Month % | 65.52% | 59.46% |
| Win Week % | 53.23% | 50.31% |
| Win Quarter % | 58.33% | 53.85% |
| Win Year % | 50.0% | 50.0% |