| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 19.59% | 38.12% |
| Max Drawdown | -9.04% | -26.0% |
| Sharpe | 0.92 | 0.96 |
| Sortino | 1.7 | 1.52 |
| Payoff Ratio | 1.97 | 1.31 |
| Profit Factor | 1.49 | 1.15 |
| Common Sense Ratio | 2.1 | 1.29 |
| CPC Index | 1.18 | 0.75 |
| Tail Ratio | 1.41 | 1.12 |
| Outlier Win Ratio | 30.47 | 3.23 |
| Outlier Loss Ratio | 3.78 | 2.32 |
| Volatility (ann.) | 25.04% | 50.41% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.45 | 1.67 |
| Skew | 3.25 | 0.59 |
| Kurtosis | 42.57 | 2.49 |
| Expected Daily % | 0.05% | 0.1% |
| Expected Monthly % | 1.64% | 2.98% |
| Expected Yearly % | 9.36% | 17.53% |
| Kelly Criterion | 9.52% | 11.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.09% | -4.21% |
| Expected Shortfall (cVaR) | -2.09% | -4.21% |
| Year | 3478237:BTCUSD | 3478237:btcusd:triple_gx:zlema140_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 20.64 | 0.43 | - |
| 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 | 19.59% | 38.12% |
| 3Y (ann.) | 22.11% | 43.4% |
| 5Y (ann.) | 22.11% | 43.4% |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Max Drawdown | -9.04% | -26.0% |
| Longest DD Days | 89.0 | 161.0 |
| Avg. Drawdown | -3.45% | -6.87% |
| Avg. Drawdown Days | 18.0 | 21.0 |
| Recovery Factor | 2.17 | 1.47 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-03 | 2024-08-08 | -9.04 | 5 |
| 2025-03-03 | 2025-03-26 | -8.60 | 23 |
| 2025-01-22 | 2025-03-02 | -5.90 | 39 |
| 2024-08-09 | 2024-11-06 | -5.62 | 89 |
| 2024-12-20 | 2025-01-21 | -3.96 | 32 |
| 2024-06-28 | 2024-06-30 | -2.11 | 2 |
| 2024-06-25 | 2024-06-27 | -1.22 | 2 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| 2024-12-05 | 2024-12-06 | -0.18 | 1 |
| 2024-12-09 | 2024-12-11 | -0.18 | 2 |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 8.7% | 18.93% |
| Worst Week | -2.98% | -12.33% |
| Best Month | 8.46% | 37.42% |
| Worst Month | -3.71% | -17.69% |
| Best Year | 20.64% | 48.38% |
| Worst Year | -0.86% | -6.91% |
| Avg. Up Day | 2.5% | 2.69% |
| Avg. Down Day | -1.27% | -2.05% |
| Avg. Up Week | 4.69% | 4.28% |
| Avg. Down Week | -1.51% | -6.07% |
| Avg. Up Month | 3.74% | 14.53% |
| Avg. Down Month | -3.71% | -17.69% |
| Win Days % | 40.0% | 49.54% |
| Win Month % | 66.67% | 63.64% |
| Win Week % | 44.44% | 52.08% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |