| Metric | 3478405:btcusd:triple_gx:zlema120_55_30 | 3478405:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 65.08% | 64.31% |
| Max Drawdown | -56.63% | -72.75% |
| Sharpe | 0.52 | 0.5 |
| Sortino | 0.79 | 0.73 |
| Payoff Ratio | 1.14 | 0.95 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.18 | 1.18 |
| CPC Index | 0.62 | 0.51 |
| Tail Ratio | 1.04 | 1.09 |
| Outlier Win Ratio | 13.87 | 4.21 |
| Outlier Loss Ratio | 3.74 | 3.78 |
| Volatility (ann.) | 38.02% | 52.38% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.24 | 0.18 |
| Skew | 0.42 | 0.0 |
| Kurtosis | 13.88 | 4.25 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 1.03% | 1.02% |
| Expected Yearly % | 10.55% | 10.44% |
| Kelly Criterion | 2.01% | -3.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.22% | -4.44% |
| Expected Shortfall (cVaR) | -3.22% | -4.44% |
| Year | 3478405:BTCUSD | 3478405:btcusd:triple_gx:zlema120_55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.34 | 0.07 | + |
| 2022 | -64.22 | -49.86 | 0.78 | + |
| 2023 | 155.54 | 160.05 | 1.03 | + |
| 2024 | 121.00 | 74.21 | 0.61 | - |
| 2025 | 0.89 | -26.34 | -29.63 | - |
| Metric | 3478405:btcusd:triple_gx:zlema120_55_30 | 3478405:BTCUSD |
|---|---|---|
| MTD | -7.18% | -14.03% |
| 3M | -21.06% | -19.8% |
| 6M | -25.21% | -9.0% |
| YTD | -26.34% | 0.89% |
| 1Y | -24.35% | 3.43% |
| 3Y (ann.) | 48.42% | 77.28% |
| 5Y (ann.) | 13.46% | 13.33% |
| Metric | 3478405:btcusd:triple_gx:zlema120_55_30 | 3478405:BTCUSD |
|---|---|---|
| Max Drawdown | -56.63% | -72.75% |
| Longest DD Days | 667.0 | 820.0 |
| Avg. Drawdown | -6.82% | -10.87% |
| Avg. Drawdown Days | 57.0 | 67.0 |
| Recovery Factor | 1.15 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-10-23 | -56.63 | 667 |
| 2024-12-18 | 2025-11-16 | -32.75 | 333 |
| 2024-01-09 | 2024-03-11 | -14.34 | 62 |
| 2024-03-12 | 2024-07-15 | -14.15 | 125 |
| 2024-08-04 | 2024-08-08 | -7.22 | 4 |
| 2024-08-09 | 2024-10-14 | -6.74 | 66 |
| 2023-11-02 | 2023-12-13 | -5.94 | 41 |
| 2024-11-23 | 2024-12-15 | -5.80 | 22 |
| 2023-12-15 | 2023-12-20 | -3.90 | 5 |
| 2024-10-31 | 2024-11-06 | -3.58 | 6 |
| Metric | 3478405:btcusd:triple_gx:zlema120_55_30 | 3478405: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 | 39.35% | 43.77% |
| Worst Month | -22.88% | -37.12% |
| Best Year | 160.05% | 155.54% |
| Worst Year | -49.86% | -64.22% |
| Avg. Up Day | 2.25% | 2.26% |
| Avg. Down Day | -1.97% | -2.39% |
| Avg. Up Week | 5.56% | 6.95% |
| Avg. Down Week | -3.74% | -5.81% |
| Avg. Up Month | 13.02% | 14.84% |
| Avg. Down Month | -8.25% | -13.12% |
| Win Days % | 47.74% | 49.65% |
| Win Month % | 48.78% | 55.1% |
| Win Week % | 47.15% | 49.76% |
| Win Quarter % | 41.18% | 47.06% |
| Win Year % | 40.0% | 60.0% |