| Metric | 3478430:btcusd:triple_gx:zlema105_60_30 | 3478430:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 47.3% | 60.54% |
| Max Drawdown | -64.1% | -73.28% |
| Sharpe | 0.44 | 0.49 |
| Sortino | 0.66 | 0.71 |
| Payoff Ratio | 1.12 | 0.95 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.17 | 1.18 |
| CPC Index | 0.59 | 0.51 |
| Tail Ratio | 1.05 | 1.09 |
| Outlier Win Ratio | 12.66 | 4.19 |
| Outlier Loss Ratio | 3.79 | 3.87 |
| Volatility (ann.) | 39.41% | 52.58% |
| R^2 | 0.56 | 0.56 |
| Calmar | 0.16 | 0.17 |
| Skew | 0.27 | -0.02 |
| Kurtosis | 12.27 | 4.2 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 0.79% | 0.97% |
| Expected Yearly % | 8.05% | 9.93% |
| Kelly Criterion | 1.23% | -3.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.34% | -4.46% |
| Expected Shortfall (cVaR) | -3.34% | -4.46% |
| Year | 3478430:BTCUSD | 3478430:btcusd:triple_gx:zlema105_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -21.26 | -21.26 | 1.00 | + |
| 2022 | -64.22 | -51.84 | 0.81 | + |
| 2023 | 155.54 | 161.25 | 1.04 | + |
| 2024 | 121.00 | 93.08 | 0.77 | - |
| 2025 | 0.89 | -22.99 | -25.87 | - |
| Metric | 3478430:btcusd:triple_gx:zlema105_60_30 | 3478430:BTCUSD |
|---|---|---|
| MTD | -5.78% | -14.03% |
| 3M | -20.28% | -19.8% |
| 6M | -23.29% | -9.0% |
| YTD | -22.99% | 0.89% |
| 1Y | -17.24% | 3.43% |
| 3Y (ann.) | 56.12% | 77.28% |
| 5Y (ann.) | 10.2% | 12.6% |
| Metric | 3478430:btcusd:triple_gx:zlema105_60_30 | 3478430:BTCUSD |
|---|---|---|
| Max Drawdown | -64.1% | -73.28% |
| Longest DD Days | 769.0 | 824.0 |
| Avg. Drawdown | -8.13% | -10.58% |
| Avg. Drawdown Days | 67.0 | 64.0 |
| Recovery Factor | 0.74 | 0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-11-26 | 2024-01-04 | -64.10 | 769 |
| 2024-12-18 | 2025-11-16 | -29.48 | 333 |
| 2024-03-12 | 2024-04-22 | -14.15 | 41 |
| 2024-01-09 | 2024-03-11 | -13.56 | 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 |
| 2024-10-25 | 2024-11-06 | -5.37 | 12 |
| 2021-11-22 | 2021-11-25 | -4.06 | 3 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| Metric | 3478430:btcusd:triple_gx:zlema105_60_30 | 3478430: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 | -21.41% | -37.12% |
| Best Year | 161.25% | 155.54% |
| Worst Year | -51.84% | -64.22% |
| Avg. Up Day | 2.23% | 2.24% |
| Avg. Down Day | -1.99% | -2.35% |
| Avg. Up Week | 5.42% | 6.56% |
| Avg. Down Week | -3.96% | -5.67% |
| Avg. Up Month | 13.59% | 14.84% |
| Avg. Down Month | -9.06% | -13.16% |
| Win Days % | 47.84% | 49.69% |
| Win Month % | 46.51% | 55.1% |
| Win Week % | 46.56% | 49.53% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |