| Metric | 3478377:btcusd:triple_gx:zlema120_50_30 | 3478377:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 197.8% | 34.91% |
| Max Drawdown | -20.46% | -66.79% |
| Sharpe | 1.72 | 0.53 |
| Sortino | 2.9 | 0.75 |
| Payoff Ratio | 1.44 | 1.0 |
| Profit Factor | 1.65 | 1.09 |
| Common Sense Ratio | 2.86 | 1.12 |
| CPC Index | 1.21 | 0.53 |
| Tail Ratio | 1.73 | 1.03 |
| Outlier Win Ratio | 17.57 | 3.93 |
| Outlier Loss Ratio | 4.1 | 3.49 |
| Volatility (ann.) | 32.56% | 54.75% |
| R^2 | 0.36 | 0.36 |
| Calmar | 3.19 | 0.22 |
| Skew | 0.87 | -0.32 |
| Kurtosis | 18.17 | 4.4 |
| Expected Daily % | 0.14% | 0.04% |
| Expected Monthly % | 3.97% | 1.08% |
| Expected Yearly % | 43.87% | 10.5% |
| Kelly Criterion | 16.96% | -2.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.65% | -4.63% |
| Expected Shortfall (cVaR) | -2.65% | -4.63% |
| Year | 3478377:BTCUSD | 3478377:btcusd:triple_gx:zlema120_50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -3.22 | 0.05 | + |
| 2023 | 155.54 | 165.77 | 1.07 | + |
| 2024 | 37.95 | 15.78 | 0.42 | - |
| Metric | 3478377:btcusd:triple_gx:zlema120_50_30 | 3478377:BTCUSD |
|---|---|---|
| MTD | 0.0% | -3.85% |
| 3M | 20.0% | 34.56% |
| 6M | 29.33% | 68.94% |
| YTD | 15.78% | 37.95% |
| 1Y | 69.71% | 107.54% |
| 3Y (ann.) | 65.25% | 14.78% |
| 5Y (ann.) | 65.25% | 14.78% |
| Metric | 3478377:btcusd:triple_gx:zlema120_50_30 | 3478377:BTCUSD |
|---|---|---|
| Max Drawdown | -20.46% | -66.79% |
| Longest DD Days | 151.0 | 682.0 |
| Avg. Drawdown | -3.35% | -14.18% |
| Avg. Drawdown Days | 14.0 | 96.0 |
| Recovery Factor | 9.67 | 0.52 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-22 | 2023-01-20 | -20.46 | 151 |
| 2024-03-12 | 2024-04-19 | -14.15 | 38 |
| 2024-01-09 | 2024-03-10 | -11.27 | 61 |
| 2023-08-30 | 2023-10-23 | -9.12 | 54 |
| 2022-05-16 | 2022-06-19 | -8.39 | 34 |
| 2023-06-07 | 2023-06-20 | -7.78 | 13 |
| 2023-02-08 | 2023-02-15 | -6.95 | 7 |
| 2023-11-21 | 2023-11-24 | -4.60 | 3 |
| 2023-12-15 | 2023-12-20 | -3.90 | 5 |
| 2022-06-22 | 2022-06-23 | -3.51 | 1 |
| Metric | 3478377:btcusd:triple_gx:zlema120_50_30 | 3478377:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 10.58% |
| Worst Day | -14.33% | -15.42% |
| Best Week | 23.61% | 35.75% |
| Worst Week | -8.21% | -29.64% |
| Best Month | 25.91% | 43.77% |
| Worst Month | -10.81% | -37.12% |
| Best Year | 165.77% | 155.54% |
| Worst Year | -3.22% | -61.73% |
| Avg. Up Day | 2.43% | 2.44% |
| Avg. Down Day | -1.69% | -2.45% |
| Avg. Up Week | 6.34% | 8.43% |
| Avg. Down Week | -1.89% | -5.65% |
| Avg. Up Month | 12.16% | 14.76% |
| Avg. Down Month | -6.43% | -10.2% |
| Win Days % | 51.01% | 48.73% |
| Win Month % | 75.0% | 55.56% |
| Win Week % | 58.18% | 49.14% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 66.67% | 66.67% |