| Metric | 3478405:btcusd:triple_gx:zlema120_55_30 | 3478405:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 179.66% | 34.91% |
| Max Drawdown | -20.46% | -66.79% |
| Sharpe | 1.6 | 0.53 |
| Sortino | 2.7 | 0.75 |
| Payoff Ratio | 1.45 | 1.02 |
| Profit Factor | 1.58 | 1.09 |
| Common Sense Ratio | 2.18 | 1.12 |
| CPC Index | 1.15 | 0.54 |
| Tail Ratio | 1.38 | 1.03 |
| Outlier Win Ratio | 17.08 | 3.93 |
| Outlier Loss Ratio | 4.01 | 3.49 |
| Volatility (ann.) | 33.13% | 54.75% |
| R^2 | 0.37 | 0.37 |
| Calmar | 2.96 | 0.22 |
| Skew | 0.86 | -0.32 |
| Kurtosis | 17.06 | 4.4 |
| Expected Daily % | 0.13% | 0.04% |
| Expected Monthly % | 3.74% | 1.08% |
| Expected Yearly % | 40.89% | 10.5% |
| Kelly Criterion | 15.56% | -1.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.71% | -4.63% |
| Expected Shortfall (cVaR) | -2.71% | -4.63% |
| Year | 3478405:BTCUSD | 3478405:btcusd:triple_gx:zlema120_55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -3.22 | 0.05 | + |
| 2023 | 155.54 | 174.05 | 1.12 | + |
| 2024 | 37.95 | 5.44 | 0.14 | - |
| Metric | 3478405:btcusd:triple_gx:zlema120_55_30 | 3478405:BTCUSD |
|---|---|---|
| MTD | 0.0% | -3.85% |
| 3M | 9.71% | 34.56% |
| 6M | 15.36% | 68.94% |
| YTD | 5.44% | 37.95% |
| 1Y | 56.76% | 107.54% |
| 3Y (ann.) | 60.54% | 14.78% |
| 5Y (ann.) | 60.54% | 14.78% |
| Metric | 3478405:btcusd:triple_gx:zlema120_55_30 | 3478405:BTCUSD |
|---|---|---|
| Max Drawdown | -20.46% | -66.79% |
| Longest DD Days | 151.0 | 682.0 |
| Avg. Drawdown | -3.61% | -14.18% |
| Avg. Drawdown Days | 17.0 | 96.0 |
| Recovery Factor | 8.78 | 0.52 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-22 | 2023-01-20 | -20.46 | 151 |
| 2024-01-09 | 2024-03-11 | -14.24 | 62 |
| 2024-03-12 | 2024-05-01 | -14.15 | 50 |
| 2023-08-30 | 2023-10-23 | -9.34 | 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 |
| 2023-11-02 | 2023-12-12 | -5.72 | 40 |
| 2023-12-15 | 2023-12-20 | -3.90 | 5 |
| 2023-01-30 | 2023-02-07 | -3.83 | 8 |
| Metric | 3478405:btcusd:triple_gx:zlema120_55_30 | 3478405: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 | 174.05% | 155.54% |
| Worst Year | -3.22% | -61.73% |
| Avg. Up Day | 2.48% | 2.49% |
| Avg. Down Day | -1.7% | -2.44% |
| Avg. Up Week | 5.87% | 7.94% |
| Avg. Down Week | -2.6% | -5.43% |
| Avg. Up Month | 13.34% | 15.96% |
| Avg. Down Month | -6.39% | -10.2% |
| Win Days % | 50.0% | 48.73% |
| Win Month % | 68.42% | 55.56% |
| Win Week % | 64.15% | 49.14% |
| Win Quarter % | 55.56% | 50.0% |
| Win Year % | 66.67% | 66.67% |