| Metric | 3478435:btcusd:triple_gx:zlema120_60_30 | 3478435:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 100.97% | 64.31% |
| Max Drawdown | -54.33% | -72.75% |
| Sharpe | 0.65 | 0.5 |
| Sortino | 0.99 | 0.73 |
| Payoff Ratio | 1.17 | 0.96 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | 1.3 | 1.18 |
| CPC Index | 0.65 | 0.52 |
| Tail Ratio | 1.11 | 1.09 |
| Outlier Win Ratio | 13.28 | 4.21 |
| Outlier Loss Ratio | 3.88 | 3.78 |
| Volatility (ann.) | 38.15% | 52.38% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.35 | 0.18 |
| Skew | 0.43 | 0.0 |
| Kurtosis | 13.65 | 4.25 |
| Expected Daily % | 0.05% | 0.03% |
| Expected Monthly % | 1.43% | 1.02% |
| Expected Yearly % | 14.98% | 10.44% |
| Kelly Criterion | 2.94% | -2.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.22% | -4.44% |
| Expected Shortfall (cVaR) | -3.22% | -4.44% |
| Year | 3478435:BTCUSD | 3478435:btcusd:triple_gx:zlema120_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.34 | 0.07 | + |
| 2022 | -64.22 | -47.20 | 0.74 | + |
| 2023 | 155.54 | 160.45 | 1.03 | + |
| 2024 | 121.00 | 97.45 | 0.81 | - |
| 2025 | 0.89 | -24.98 | -28.10 | - |
| Metric | 3478435:btcusd:triple_gx:zlema120_60_30 | 3478435:BTCUSD |
|---|---|---|
| MTD | -8.09% | -14.03% |
| 3M | -22.24% | -19.8% |
| 6M | -25.54% | -9.0% |
| YTD | -24.98% | 0.89% |
| 1Y | -21.81% | 3.43% |
| 3Y (ann.) | 55.77% | 77.28% |
| 5Y (ann.) | 19.22% | 13.33% |
| Metric | 3478435:btcusd:triple_gx:zlema120_60_30 | 3478435:BTCUSD |
|---|---|---|
| Max Drawdown | -54.33% | -72.75% |
| Longest DD Days | 612.0 | 820.0 |
| Avg. Drawdown | -5.47% | -10.87% |
| Avg. Drawdown Days | 41.0 | 67.0 |
| Recovery Factor | 1.86 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-08-29 | -54.33 | 612 |
| 2024-12-18 | 2025-11-16 | -33.38 | 333 |
| 2024-03-12 | 2024-04-19 | -14.15 | 38 |
| 2024-01-09 | 2024-03-11 | -13.56 | 62 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2023-08-30 | 2023-10-23 | -10.00 | 54 |
| 2024-08-04 | 2024-08-08 | -7.22 | 4 |
| 2024-08-09 | 2024-10-14 | -6.74 | 66 |
| 2023-12-15 | 2023-12-20 | -3.90 | 5 |
| 2024-10-31 | 2024-11-06 | -3.58 | 6 |
| Metric | 3478435:btcusd:triple_gx:zlema120_60_30 | 3478435: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 | 160.45% | 155.54% |
| Worst Year | -47.2% | -64.22% |
| Avg. Up Day | 2.23% | 2.25% |
| Avg. Down Day | -1.91% | -2.34% |
| Avg. Up Week | 5.29% | 6.56% |
| Avg. Down Week | -3.73% | -5.92% |
| Avg. Up Month | 13.35% | 14.84% |
| Avg. Down Month | -7.8% | -13.12% |
| Win Days % | 47.75% | 49.65% |
| Win Month % | 47.62% | 55.1% |
| Win Week % | 48.46% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |