| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 192.27% | 120.37% |
| Max Drawdown | -22.95% | -66.79% |
| Sharpe | 1.22 | 0.76 |
| Sortino | 2.03 | 1.11 |
| Payoff Ratio | 1.42 | 1.06 |
| Profit Factor | 1.38 | 1.12 |
| Common Sense Ratio | 1.71 | 1.28 |
| CPC Index | 0.91 | 0.58 |
| Tail Ratio | 1.24 | 1.14 |
| Outlier Win Ratio | 16.07 | 4.09 |
| Outlier Loss Ratio | 4.6 | 3.66 |
| Volatility (ann.) | 33.53% | 53.24% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.84 | 0.44 |
| Skew | 1.27 | -0.09 |
| Kurtosis | 13.7 | 4.06 |
| Expected Daily % | 0.1% | 0.07% |
| Expected Monthly % | 2.94% | 2.16% |
| Expected Yearly % | 30.75% | 21.84% |
| Kelly Criterion | 9.28% | 1.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.77% | -4.47% |
| Expected Shortfall (cVaR) | -2.77% | -4.47% |
| Year | 3478237:BTCUSD | 3478237:btcusd:triple_gx:zlema140_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.08 | -18.11 | 0.31 | + |
| 2023 | 155.54 | 112.74 | 0.72 | - |
| 2024 | 121.00 | 84.71 | 0.70 | - |
| 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 | 56.36% | 24.34% |
| 3Y (ann.) | 42.93% | 25.12% |
| 5Y (ann.) | 42.2% | 29.61% |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Max Drawdown | -22.95% | -66.79% |
| Longest DD Days | 301.0 | 682.0 |
| Avg. Drawdown | -4.72% | -8.42% |
| Avg. Drawdown Days | 26.0 | 51.0 |
| Recovery Factor | 8.38 | 1.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-13 | -22.95 | 301 |
| 2025-03-03 | 2025-03-26 | -16.66 | 23 |
| 2024-03-12 | 2024-04-16 | -14.15 | 35 |
| 2024-04-23 | 2024-07-15 | -12.92 | 83 |
| 2024-01-09 | 2024-03-11 | -12.66 | 62 |
| 2024-07-22 | 2024-08-08 | -12.19 | 17 |
| 2025-01-22 | 2025-03-02 | -8.89 | 39 |
| 2023-08-30 | 2023-10-23 | -8.87 | 54 |
| 2024-08-09 | 2024-11-06 | -7.73 | 89 |
| 2023-06-06 | 2023-06-21 | -7.56 | 15 |
| Metric | 3478237:btcusd:triple_gx:zlema140_90_25 | 3478237:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -9.71% | -15.42% |
| Best Week | 27.44% | 35.75% |
| Worst Week | -8.21% | -29.64% |
| Best Month | 39.39% | 43.77% |
| Worst Month | -6.14% | -37.12% |
| Best Year | 112.74% | 155.54% |
| Worst Year | -18.11% | -58.08% |
| Avg. Up Day | 2.21% | 2.37% |
| Avg. Down Day | -1.56% | -2.24% |
| Avg. Up Week | 5.23% | 7.63% |
| Avg. Down Week | -2.33% | -5.92% |
| Avg. Up Month | 12.1% | 15.77% |
| Avg. Down Month | -3.38% | -15.46% |
| Win Days % | 46.83% | 49.14% |
| Win Month % | 53.33% | 59.46% |
| Win Week % | 50.54% | 50.31% |
| Win Quarter % | 58.33% | 53.85% |
| Win Year % | 50.0% | 50.0% |