| Metric | 3478405:btcusd:triple_gx:zlema120_55_30 | 3478405:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 334.2% | 184.97% |
| Max Drawdown | -15.95% | -43.6% |
| Sharpe | 5.85 | 3.46 |
| Sortino | 26.06 | 7.07 |
| Payoff Ratio | 6.97 | 1.54 |
| Profit Factor | 4.96 | 1.81 |
| Common Sense Ratio | 27.64 | 3.46 |
| CPC Index | 11.52 | 1.53 |
| Tail Ratio | 5.57 | 1.92 |
| Outlier Win Ratio | 4.23 | 4.28 |
| Outlier Loss Ratio | 14.91 | 2.28 |
| Volatility (ann.) | 148.35% | 225.39% |
| R^2 | 0.45 | 0.45 |
| Calmar | 4.23 | 1.02 |
| Skew | 2.79 | 1.42 |
| Kurtosis | 9.04 | 5.32 |
| Expected Daily % | 2.12% | 1.51% |
| Expected Monthly % | 5.38% | 3.81% |
| Expected Yearly % | 44.35% | 29.93% |
| Kelly Criterion | 23.77% | 25.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -10.39% | -17.27% |
| Expected Shortfall (cVaR) | -10.39% | -17.27% |
| Year | 3478405:BTCUSD | 3478405:btcusd:triple_gx:zlema120_55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.75 | -3.10 | 0.07 | + |
| 2023 | 162.82 | 174.05 | 1.07 | + |
| 2024 | 127.91 | 76.95 | 0.60 | - |
| 2025 | -16.89 | -7.60 | 0.45 | + |
| Metric | 3478405:btcusd:triple_gx:zlema120_55_30 | 3478405:BTCUSD |
|---|---|---|
| MTD | -1.96% | -1.84% |
| 3M | -11.23% | -18.4% |
| 6M | 37.64% | 38.87% |
| YTD | -7.6% | -16.89% |
| 1Y | 70.33% | 32.06% |
| 3Y (ann.) | 67.42% | 44.42% |
| 5Y (ann.) | 67.42% | 44.42% |
| Metric | 3478405:btcusd:triple_gx:zlema120_55_30 | 3478405:BTCUSD |
|---|---|---|
| Max Drawdown | -15.95% | -43.6% |
| Longest DD Days | 141.0 | 301.0 |
| Avg. Drawdown | -2.02% | -15.53% |
| Avg. Drawdown Days | 31.0 | 94.0 |
| Recovery Factor | 20.96 | 4.24 |
| Ulcer Index | 0.96 | 2.85 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-02-01 | -15.95 | 141 |
| 2024-12-08 | 2025-03-16 | -11.34 | 98 |
| 2023-08-17 | 2023-11-04 | -5.09 | 79 |
| 2024-01-03 | 2024-04-23 | -4.01 | 111 |
| 2023-11-05 | 2023-11-25 | -0.29 | 20 |
| 2023-04-09 | 2023-04-13 | -0.12 | 4 |
| 2023-12-24 | 2023-12-25 | -0.12 | 1 |
| 2022-06-18 | 2022-06-26 | -0.12 | 8 |
| 2024-10-23 | 2024-10-24 | -0.12 | 1 |
| 2023-03-12 | 2023-03-26 | -0.12 | 14 |
| Metric | 3478405:btcusd:triple_gx:zlema120_55_30 | 3478405:BTCUSD |
|---|---|---|
| Best Day | 39.43% | 51.4% |
| Worst Day | -10.7% | -30.73% |
| Best Week | 39.43% | 51.4% |
| Worst Week | -10.7% | -30.47% |
| Best Month | 39.43% | 51.4% |
| Worst Month | -10.81% | -28.5% |
| Best Year | 174.05% | 162.82% |
| Worst Year | -7.6% | -42.75% |
| Avg. Up Day | 9.06% | 9.2% |
| Avg. Down Day | -1.3% | -5.97% |
| Avg. Up Week | 11.37% | 12.15% |
| Avg. Down Week | -1.75% | -6.88% |
| Avg. Up Month | 15.52% | 15.42% |
| Avg. Down Month | -3.92% | -8.9% |
| Win Days % | 33.33% | 55.07% |
| Win Month % | 53.57% | 60.71% |
| Win Week % | 38.46% | 55.77% |
| Win Quarter % | 58.33% | 41.67% |
| Win Year % | 50.0% | 50.0% |