| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 122.67% | 47.77% |
| Max Drawdown | -27.7% | -66.79% |
| Sharpe | 1.25 | 0.61 |
| Sortino | 1.98 | 0.87 |
| Payoff Ratio | 1.41 | 0.98 |
| Profit Factor | 1.39 | 1.1 |
| Common Sense Ratio | 1.8 | 1.19 |
| CPC Index | 0.93 | 0.53 |
| Tail Ratio | 1.29 | 1.08 |
| Outlier Win Ratio | 15.12 | 3.99 |
| Outlier Loss Ratio | 4.68 | 3.88 |
| Volatility (ann.) | 34.95% | 54.27% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.63 | 0.3 |
| Skew | 0.45 | -0.33 |
| Kurtosis | 15.19 | 4.58 |
| Expected Daily % | 0.1% | 0.05% |
| Expected Monthly % | 3.01% | 1.46% |
| Expected Yearly % | 30.58% | 13.9% |
| Kelly Criterion | 10.0% | -3.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.89% | -4.58% |
| Expected Shortfall (cVaR) | -2.89% | -4.58% |
| Year | 3478237:BTCUSD | 3478237:btcusd:triple_gx:zlema140_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.08 | -21.13 | 0.36 | + |
| 2023 | 155.54 | 140.85 | 0.91 | - |
| 2024 | 37.95 | 17.22 | 0.45 | - |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| MTD | 0.0% | -3.85% |
| 3M | 21.02% | 34.56% |
| 6M | 25.38% | 68.94% |
| YTD | 17.22% | 37.95% |
| 1Y | 56.92% | 107.54% |
| 3Y (ann.) | 45.23% | 19.97% |
| 5Y (ann.) | 45.23% | 19.97% |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Max Drawdown | -27.7% | -66.79% |
| Longest DD Days | 300.0 | 682.0 |
| Avg. Drawdown | -4.18% | -9.72% |
| Avg. Drawdown Days | 24.0 | 69.0 |
| Recovery Factor | 4.43 | 0.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-12 | -27.70 | 300 |
| 2024-03-12 | 2024-04-14 | -14.15 | 33 |
| 2024-01-09 | 2024-03-11 | -13.56 | 62 |
| 2023-06-06 | 2023-06-21 | -7.95 | 15 |
| 2023-08-30 | 2023-10-23 | -7.14 | 54 |
| 2022-05-11 | 2022-05-15 | -6.65 | 4 |
| 2023-12-15 | 2024-01-04 | -5.11 | 20 |
| 2024-04-23 | 2024-05-01 | -4.01 | 8 |
| 2023-06-24 | 2023-08-29 | -3.37 | 66 |
| 2023-03-22 | 2023-03-23 | -3.21 | 1 |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 10.58% |
| Worst Day | -14.33% | -15.42% |
| Best Week | 32.9% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 35.28% | 43.77% |
| Worst Month | -10.91% | -37.12% |
| Best Year | 140.85% | 155.54% |
| Worst Year | -21.13% | -58.08% |
| Avg. Up Day | 2.27% | 2.29% |
| Avg. Down Day | -1.61% | -2.33% |
| Avg. Up Week | 5.35% | 7.04% |
| Avg. Down Week | -2.62% | -6.54% |
| Avg. Up Month | 10.61% | 13.88% |
| Avg. Down Month | -5.59% | -16.66% |
| Win Days % | 47.4% | 48.84% |
| Win Month % | 66.67% | 55.56% |
| Win Week % | 54.69% | 49.57% |
| Win Quarter % | 55.56% | 50.0% |
| Win Year % | 66.67% | 66.67% |