| Metric | 3478252:btcusd:triple_gx:zlema120_95_25 | 3478252:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 37.84% | 49.7% |
| Max Drawdown | -25.1% | -28.17% |
| Sharpe | 0.79 | 0.8 |
| Sortino | 1.29 | 1.23 |
| Payoff Ratio | 1.26 | 1.09 |
| Profit Factor | 1.2 | 1.12 |
| Common Sense Ratio | 1.33 | 1.24 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | 1.11 | 1.1 |
| Outlier Win Ratio | 11.46 | 3.82 |
| Outlier Loss Ratio | 3.74 | 3.15 |
| Volatility (ann.) | 32.96% | 45.66% |
| R^2 | 0.52 | 0.52 |
| Calmar | 0.92 | 1.06 |
| Skew | 1.3 | 0.52 |
| Kurtosis | 12.4 | 2.82 |
| Expected Daily % | 0.06% | 0.07% |
| Expected Monthly % | 1.7% | 2.15% |
| Expected Yearly % | 17.4% | 22.35% |
| Kelly Criterion | 3.83% | 5.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.77% | -3.83% |
| Expected Shortfall (cVaR) | -2.77% | -3.83% |
| Year | 3478252:BTCUSD | 3478252:btcusd:triple_gx:zlema120_95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 68.44 | 1.41 | + |
| 2025 | 0.89 | -18.17 | -20.44 | - |
| Metric | 3478252:btcusd:triple_gx:zlema120_95_25 | 3478252:BTCUSD |
|---|---|---|
| MTD | -4.22% | -14.03% |
| 3M | -18.84% | -19.8% |
| 6M | -19.92% | -9.0% |
| YTD | -18.17% | 0.89% |
| 1Y | -1.24% | 3.43% |
| 3Y (ann.) | 23.17% | 29.96% |
| 5Y (ann.) | 23.17% | 29.96% |
| Metric | 3478252:btcusd:triple_gx:zlema120_95_25 | 3478252:BTCUSD |
|---|---|---|
| Max Drawdown | -25.1% | -28.17% |
| Longest DD Days | 258.0 | 161.0 |
| Avg. Drawdown | -4.93% | -7.33% |
| Avg. Drawdown Days | 30.0 | 25.0 |
| Recovery Factor | 1.51 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-11-16 | -25.10 | 258 |
| 2024-07-22 | 2024-11-06 | -16.28 | 107 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2025-01-22 | 2025-03-02 | -8.60 | 39 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2025-01-19 | 2025-01-21 | -3.09 | 2 |
| 2024-06-26 | 2024-06-30 | -2.39 | 4 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-23 | 2024-12-06 | -1.61 | 13 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| Metric | 3478252:btcusd:triple_gx:zlema120_95_25 | 3478252:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.65% | -12.33% |
| Best Month | 39.04% | 37.42% |
| Worst Month | -13.5% | -17.69% |
| Best Year | 68.44% | 48.38% |
| Worst Year | -18.17% | 0.89% |
| Avg. Up Day | 1.9% | 1.92% |
| Avg. Down Day | -1.51% | -1.76% |
| Avg. Up Week | 3.99% | 5.47% |
| Avg. Down Week | -2.37% | -4.01% |
| Avg. Up Month | 7.89% | 11.38% |
| Avg. Down Month | -6.23% | -8.83% |
| Win Days % | 46.4% | 50.71% |
| Win Month % | 58.82% | 57.89% |
| Win Week % | 49.15% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |