| Metric | 3478377:btcusd:triple_gx:zlema120_50_30 | 3478377:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 67.71% | 64.31% |
| Max Drawdown | -62.56% | -72.75% |
| Sharpe | 0.53 | 0.5 |
| Sortino | 0.8 | 0.73 |
| Payoff Ratio | 1.12 | 0.94 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.22 | 1.18 |
| CPC Index | 0.61 | 0.51 |
| Tail Ratio | 1.07 | 1.09 |
| Outlier Win Ratio | 14.17 | 4.21 |
| Outlier Loss Ratio | 3.74 | 3.79 |
| Volatility (ann.) | 37.94% | 52.38% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.22 | 0.18 |
| Skew | 0.32 | 0.0 |
| Kurtosis | 14.34 | 4.25 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 1.06% | 1.02% |
| Expected Yearly % | 10.9% | 10.44% |
| Kelly Criterion | 1.56% | -3.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.21% | -4.44% |
| Expected Shortfall (cVaR) | -3.21% | -4.44% |
| Year | 3478377:BTCUSD | 3478377:btcusd:triple_gx:zlema120_50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.34 | 0.07 | + |
| 2022 | -64.22 | -56.71 | 0.88 | + |
| 2023 | 155.54 | 161.34 | 1.04 | + |
| 2024 | 121.00 | 79.17 | 0.65 | - |
| 2025 | 0.89 | -16.14 | -18.15 | - |
| Metric | 3478377:btcusd:triple_gx:zlema120_50_30 | 3478377:BTCUSD |
|---|---|---|
| MTD | -9.48% | -14.03% |
| 3M | -20.7% | -19.8% |
| 6M | -20.98% | -9.0% |
| YTD | -16.14% | 0.89% |
| 1Y | -18.84% | 3.43% |
| 3Y (ann.) | 56.69% | 77.28% |
| 5Y (ann.) | 13.91% | 13.33% |
| Metric | 3478377:btcusd:triple_gx:zlema120_50_30 | 3478377:BTCUSD |
|---|---|---|
| Max Drawdown | -62.56% | -72.75% |
| Longest DD Days | 718.0 | 820.0 |
| Avg. Drawdown | -6.52% | -10.87% |
| Avg. Drawdown Days | 55.0 | 67.0 |
| Recovery Factor | 1.08 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-12-13 | -62.56 | 718 |
| 2024-12-18 | 2025-11-16 | -25.42 | 333 |
| 2024-03-12 | 2024-04-20 | -14.15 | 39 |
| 2024-01-09 | 2024-03-11 | -11.34 | 62 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-08-04 | 2024-08-08 | -7.22 | 4 |
| 2024-08-09 | 2024-10-14 | -6.74 | 66 |
| 2024-11-23 | 2024-12-13 | -4.58 | 20 |
| 2023-12-15 | 2023-12-20 | -3.90 | 5 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| Metric | 3478377:btcusd:triple_gx:zlema120_50_30 | 3478377:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -15.17% | -15.42% |
| Best Week | 23.54% | 35.75% |
| Worst Week | -18.8% | -29.64% |
| Best Month | 34.24% | 43.77% |
| Worst Month | -22.88% | -37.12% |
| Best Year | 161.34% | 155.54% |
| Worst Year | -56.71% | -64.22% |
| Avg. Up Day | 2.24% | 2.26% |
| Avg. Down Day | -2.0% | -2.39% |
| Avg. Up Week | 5.02% | 6.72% |
| Avg. Down Week | -3.54% | -5.82% |
| Avg. Up Month | 11.09% | 13.55% |
| Avg. Down Month | -9.19% | -12.77% |
| Win Days % | 48.03% | 49.65% |
| Win Month % | 57.14% | 55.1% |
| Win Week % | 47.2% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |