| Metric | 3478381:btcusd:triple_gx:zlema140_50_30 | 3478381:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | -5.82% | 86.45% |
| Max Drawdown | -70.69% | -69.0% |
| Sharpe | 0.16 | 0.57 |
| Sortino | 0.23 | 0.83 |
| Payoff Ratio | 1.07 | 0.94 |
| Profit Factor | 1.04 | 1.09 |
| Common Sense Ratio | 1.02 | 1.22 |
| CPC Index | 0.52 | 0.51 |
| Tail Ratio | 0.98 | 1.12 |
| Outlier Win Ratio | 14.18 | 4.21 |
| Outlier Loss Ratio | 3.61 | 3.85 |
| Volatility (ann.) | 39.09% | 52.31% |
| R^2 | 0.56 | 0.56 |
| Calmar | -0.02 | 0.25 |
| Skew | -0.01 | 0.02 |
| Kurtosis | 14.9 | 4.28 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.12% | 1.31% |
| Expected Yearly % | -1.19% | 13.27% |
| Kelly Criterion | -2.39% | -3.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.35% | -4.42% |
| Expected Shortfall (cVaR) | -3.35% | -4.42% |
| Year | 3478381:BTCUSD | 3478381:btcusd:triple_gx:zlema140_50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -8.55 | -8.13 | 0.95 | + |
| 2022 | -64.22 | -66.49 | 1.04 | - |
| 2023 | 155.54 | 126.18 | 0.81 | - |
| 2024 | 121.00 | 60.70 | 0.50 | - |
| 2025 | 0.89 | -15.83 | -17.81 | - |
| Metric | 3478381:btcusd:triple_gx:zlema140_50_30 | 3478381:BTCUSD |
|---|---|---|
| MTD | -9.48% | -14.03% |
| 3M | -20.7% | -19.8% |
| 6M | -19.83% | -9.0% |
| YTD | -15.83% | 0.89% |
| 1Y | -18.55% | 3.43% |
| 3Y (ann.) | 44.19% | 77.28% |
| 5Y (ann.) | -1.51% | 17.12% |
| Metric | 3478381:btcusd:triple_gx:zlema140_50_30 | 3478381:BTCUSD |
|---|---|---|
| Max Drawdown | -70.69% | -69.0% |
| Longest DD Days | 1067.0 | 781.0 |
| Avg. Drawdown | -13.28% | -9.86% |
| Avg. Drawdown Days | 178.0 | 58.0 |
| Recovery Factor | -0.08 | 1.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-09 | 2024-11-10 | -70.69 | 1067 |
| 2024-12-18 | 2025-11-16 | -25.15 | 333 |
| 2024-11-23 | 2024-12-13 | -4.58 | 20 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-11-12 | 2024-11-13 | -0.83 | 1 |
| 2024-11-21 | 2024-11-22 | -0.18 | 1 |
| 2024-12-14 | 2024-12-15 | -0.03 | 1 |
| Metric | 3478381:btcusd:triple_gx:zlema140_50_30 | 3478381:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -15.42% | -15.42% |
| Best Week | 32.9% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 35.28% | 43.77% |
| Worst Month | -22.88% | -37.12% |
| Best Year | 126.18% | 155.54% |
| Worst Year | -66.49% | -64.22% |
| Avg. Up Day | 2.23% | 2.24% |
| Avg. Down Day | -2.07% | -2.38% |
| Avg. Up Week | 4.89% | 6.58% |
| Avg. Down Week | -3.87% | -5.52% |
| Avg. Up Month | 9.26% | 13.51% |
| Avg. Down Month | -10.93% | -12.38% |
| Win Days % | 47.0% | 49.65% |
| Win Month % | 58.14% | 56.25% |
| Win Week % | 45.6% | 50.0% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |