| Metric | 3478435:btcusd:triple_gx:zlema120_60_30 | 3478435:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 394.53% | 184.97% |
| Max Drawdown | -14.37% | -43.6% |
| Sharpe | 6.42 | 3.48 |
| Sortino | 31.21 | 6.94 |
| Payoff Ratio | 8.29 | 1.53 |
| Profit Factor | 6.04 | 1.8 |
| Common Sense Ratio | 42.07 | 3.06 |
| CPC Index | 16.69 | 1.56 |
| Tail Ratio | 6.97 | 1.7 |
| Outlier Win Ratio | 4.07 | 4.35 |
| Outlier Loss Ratio | 17.19 | 2.15 |
| Volatility (ann.) | 145.45% | 223.53% |
| R^2 | 0.45 | 0.45 |
| Calmar | 5.24 | 1.02 |
| Skew | 2.75 | 1.29 |
| Kurtosis | 9.02 | 5.0 |
| Expected Daily % | 2.31% | 1.51% |
| Expected Monthly % | 5.67% | 3.68% |
| Expected Yearly % | 49.12% | 29.93% |
| Kelly Criterion | 25.29% | 28.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.96% | -17.11% |
| Expected Shortfall (cVaR) | -9.96% | -17.11% |
| Year | 3478435:BTCUSD | 3478435:btcusd:triple_gx:zlema120_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.75 | -1.28 | 0.03 | + |
| 2023 | 162.82 | 164.23 | 1.01 | + |
| 2024 | 127.91 | 100.80 | 0.79 | - |
| 2025 | -16.89 | -5.58 | 0.33 | + |
| Metric | 3478435:btcusd:triple_gx:zlema120_60_30 | 3478435:BTCUSD |
|---|---|---|
| MTD | -1.96% | -1.84% |
| 3M | -7.66% | -14.59% |
| 6M | 43.5% | 38.87% |
| YTD | -5.58% | -16.89% |
| 1Y | 95.74% | 32.06% |
| 3Y (ann.) | 75.24% | 44.42% |
| 5Y (ann.) | 75.24% | 44.42% |
| Metric | 3478435:btcusd:triple_gx:zlema120_60_30 | 3478435:BTCUSD |
|---|---|---|
| Max Drawdown | -14.37% | -43.6% |
| Longest DD Days | 141.0 | 298.0 |
| Avg. Drawdown | -1.55% | -15.31% |
| Avg. Drawdown Days | 26.0 | 92.0 |
| Recovery Factor | 27.45 | 4.24 |
| Ulcer Index | 0.95 | 2.84 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-02-01 | -14.37 | 141 |
| 2024-12-20 | 2025-03-16 | -8.22 | 86 |
| 2023-08-17 | 2023-11-06 | -5.45 | 81 |
| 2024-01-03 | 2024-03-26 | -3.14 | 83 |
| 2024-04-13 | 2024-04-23 | -0.67 | 10 |
| 2024-12-06 | 2024-12-19 | -0.32 | 13 |
| 2023-11-21 | 2023-11-25 | -0.12 | 4 |
| 2023-02-06 | 2023-02-20 | -0.12 | 14 |
| 2022-06-18 | 2022-06-26 | -0.12 | 8 |
| 2023-06-05 | 2023-06-24 | -0.12 | 19 |
| Metric | 3478435:btcusd:triple_gx:zlema120_60_30 | 3478435:BTCUSD |
|---|---|---|
| Best Day | 39.43% | 50.05% |
| Worst Day | -10.7% | -30.73% |
| Best Week | 39.43% | 50.05% |
| Worst Week | -10.7% | -30.47% |
| Best Month | 39.43% | 50.05% |
| Worst Month | -10.81% | -28.5% |
| Best Year | 164.23% | 162.82% |
| Worst Year | -5.58% | -42.75% |
| Avg. Up Day | 9.33% | 9.46% |
| Avg. Down Day | -1.13% | -6.19% |
| Avg. Up Week | 11.12% | 12.0% |
| Avg. Down Week | -1.32% | -6.82% |
| Avg. Up Month | 16.19% | 15.52% |
| Avg. Down Month | -3.18% | -8.01% |
| Win Days % | 33.33% | 56.52% |
| Win Month % | 51.72% | 58.62% |
| Win Week % | 38.89% | 57.41% |
| Win Quarter % | 66.67% | 41.67% |
| Win Year % | 50.0% | 50.0% |