| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 47.61% | 38.12% |
| Max Drawdown | -16.66% | -26.0% |
| Sharpe | 1.4 | 0.96 |
| Sortino | 2.47 | 1.52 |
| Payoff Ratio | 1.49 | 1.24 |
| Profit Factor | 1.42 | 1.15 |
| Common Sense Ratio | 1.91 | 1.29 |
| CPC Index | 0.99 | 0.7 |
| Tail Ratio | 1.34 | 1.12 |
| Outlier Win Ratio | 14.65 | 4.17 |
| Outlier Loss Ratio | 3.62 | 3.05 |
| Volatility (ann.) | 35.33% | 50.41% |
| R^2 | 0.5 | 0.5 |
| Calmar | 3.27 | 1.67 |
| Skew | 1.68 | 0.59 |
| Kurtosis | 13.63 | 2.49 |
| Expected Daily % | 0.12% | 0.1% |
| Expected Monthly % | 3.6% | 2.98% |
| Expected Yearly % | 21.5% | 17.53% |
| Kelly Criterion | 11.37% | 8.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.91% | -4.21% |
| Expected Shortfall (cVaR) | -2.91% | -4.21% |
| Year | 3478237:BTCUSD | 3478237:btcusd:triple_gx:zlema140_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 62.52 | 1.29 | + |
| 2025 | -6.91 | -9.17 | 1.33 | - |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| MTD | -2.23% | 3.09% |
| 3M | -9.47% | -8.3% |
| 6M | 38.09% | 37.2% |
| YTD | -9.17% | -6.91% |
| 1Y | 47.61% | 38.12% |
| 3Y (ann.) | 54.45% | 43.4% |
| 5Y (ann.) | 54.45% | 43.4% |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -26.0% |
| Longest DD Days | 89.0 | 161.0 |
| Avg. Drawdown | -4.63% | -6.87% |
| Avg. Drawdown Days | 15.0 | 21.0 |
| Recovery Factor | 2.86 | 1.47 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-26 | -16.66 | 23 |
| 2024-07-22 | 2024-08-08 | -12.19 | 17 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2025-01-22 | 2025-03-02 | -8.89 | 39 |
| 2024-08-09 | 2024-11-06 | -7.73 | 89 |
| 2024-12-20 | 2025-01-21 | -3.96 | 32 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-06-28 | 2024-06-30 | -2.11 | 2 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-23 | 2024-12-08 | -1.61 | 15 |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.09% | -12.33% |
| Best Month | 39.39% | 37.42% |
| Worst Month | -5.56% | -17.69% |
| Best Year | 62.52% | 48.38% |
| Worst Year | -9.17% | -6.91% |
| Avg. Up Day | 2.41% | 2.48% |
| Avg. Down Day | -1.62% | -2.01% |
| Avg. Up Week | 6.68% | 7.18% |
| Avg. Down Week | -2.57% | -4.68% |
| Avg. Up Month | 22.21% | 20.26% |
| Avg. Down Month | -2.78% | -13.21% |
| Win Days % | 47.01% | 49.54% |
| Win Month % | 44.44% | 63.64% |
| Win Week % | 44.83% | 52.08% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |