| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 216.59% | 174.49% |
| Max Drawdown | -21.13% | -44.86% |
| Sharpe | 4.07 | 2.94 |
| Sortino | 16.73 | 6.72 |
| Payoff Ratio | 5.52 | 1.57 |
| Profit Factor | 3.34 | 1.74 |
| Common Sense Ratio | 10.61 | 3.59 |
| CPC Index | 5.58 | 1.44 |
| Tail Ratio | 3.18 | 2.07 |
| Outlier Win Ratio | 5.56 | 5.4 |
| Outlier Loss Ratio | 12.91 | 2.58 |
| Volatility (ann.) | 134.38% | 198.53% |
| R^2 | 0.46 | 0.46 |
| Calmar | 2.35 | 0.95 |
| Skew | 3.68 | 2.1 |
| Kurtosis | 15.65 | 7.38 |
| Expected Daily % | 1.29% | 1.13% |
| Expected Monthly % | 3.92% | 3.42% |
| Expected Yearly % | 33.39% | 28.72% |
| Kelly Criterion | 17.71% | 22.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -10.07% | -15.49% |
| Expected Shortfall (cVaR) | -10.07% | -15.49% |
| Year | 3478237:BTCUSD | 3478237:btcusd:triple_gx:zlema140_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.86 | -20.99 | 0.47 | + |
| 2023 | 163.65 | 140.85 | 0.86 | - |
| 2024 | 117.56 | 86.41 | 0.74 | - |
| 2025 | -13.21 | -10.75 | 0.81 | + |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| MTD | -2.02% | -1.84% |
| 3M | -4.65% | -15.17% |
| 6M | 36.6% | 38.77% |
| YTD | -10.75% | -13.21% |
| 1Y | 72.07% | 32.06% |
| 3Y (ann.) | 49.73% | 42.43% |
| 5Y (ann.) | 49.73% | 42.43% |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Max Drawdown | -21.13% | -44.86% |
| Longest DD Days | 307.0 | 325.0 |
| Avg. Drawdown | -3.0% | -12.47% |
| Avg. Drawdown Days | 49.0 | 83.0 |
| Recovery Factor | 10.25 | 3.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-23 | 2023-03-26 | -21.13 | 307 |
| 2024-12-20 | 2025-03-16 | -12.38 | 86 |
| 2023-08-17 | 2023-11-04 | -3.51 | 79 |
| 2024-01-03 | 2024-03-28 | -3.31 | 85 |
| 2024-08-03 | 2024-11-23 | -2.91 | 112 |
| 2023-06-06 | 2023-06-29 | -2.02 | 23 |
| 2023-11-22 | 2023-12-23 | -1.07 | 31 |
| 2023-04-06 | 2023-04-13 | -0.18 | 7 |
| 2024-04-17 | 2024-04-24 | -0.18 | 7 |
| 2024-04-13 | 2024-04-14 | -0.18 | 1 |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Best Day | 39.04% | 50.05% |
| Worst Day | -10.75% | -22.77% |
| Best Week | 39.04% | 50.05% |
| Worst Week | -10.75% | -22.77% |
| Best Month | 39.04% | 50.05% |
| Worst Month | -10.91% | -27.7% |
| Best Year | 140.85% | 163.65% |
| Worst Year | -20.99% | -44.86% |
| Avg. Up Day | 7.13% | 7.32% |
| Avg. Down Day | -1.29% | -4.66% |
| Avg. Up Week | 11.25% | 11.58% |
| Avg. Down Week | -1.84% | -5.59% |
| Avg. Up Month | 14.49% | 14.66% |
| Avg. Down Month | -3.76% | -9.26% |
| Win Days % | 30.34% | 52.81% |
| Win Month % | 46.67% | 53.33% |
| Win Week % | 33.9% | 50.85% |
| Win Quarter % | 66.67% | 41.67% |
| Win Year % | 50.0% | 50.0% |