| Metric | 3478462:btcusd:triple_gx:zlema120_65_30 | 3478462:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 322.18% | 189.97% |
| Max Drawdown | -16.03% | -43.6% |
| Sharpe | 6.16 | 3.62 |
| Sortino | 25.05 | 7.2 |
| Payoff Ratio | 7.05 | 1.7 |
| Profit Factor | 4.6 | 1.82 |
| Common Sense Ratio | 27.44 | 3.69 |
| CPC Index | 10.17 | 1.67 |
| Tail Ratio | 5.97 | 2.03 |
| Outlier Win Ratio | 3.55 | 3.73 |
| Outlier Loss Ratio | 16.04 | 2.68 |
| Volatility (ann.) | 140.89% | 220.33% |
| R^2 | 0.42 | 0.42 |
| Calmar | 4.1 | 1.04 |
| Skew | 2.28 | 1.18 |
| Kurtosis | 5.88 | 4.96 |
| Expected Daily % | 2.14% | 1.58% |
| Expected Monthly % | 5.28% | 3.88% |
| Expected Yearly % | 43.34% | 30.49% |
| Kelly Criterion | 21.61% | 26.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.75% | -16.78% |
| Expected Shortfall (cVaR) | -9.75% | -16.78% |
| Year | 3478462:BTCUSD | 3478462:btcusd:triple_gx:zlema120_65_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.75 | -3.20 | 0.07 | + |
| 2023 | 162.82 | 137.85 | 0.85 | - |
| 2024 | 127.91 | 93.36 | 0.73 | - |
| 2025 | -15.44 | -5.17 | 0.34 | + |
| Metric | 3478462:btcusd:triple_gx:zlema120_65_30 | 3478462:BTCUSD |
|---|---|---|
| MTD | -0.24% | -0.12% |
| 3M | -11.62% | -17.17% |
| 6M | 31.97% | 41.31% |
| YTD | -5.17% | -15.44% |
| 1Y | 89.81% | 34.38% |
| 3Y (ann.) | 65.7% | 45.25% |
| 5Y (ann.) | 65.7% | 45.25% |
| Metric | 3478462:btcusd:triple_gx:zlema120_65_30 | 3478462:BTCUSD |
|---|---|---|
| Max Drawdown | -16.03% | -43.6% |
| Longest DD Days | 143.0 | 377.0 |
| Avg. Drawdown | -2.25% | -16.15% |
| Avg. Drawdown Days | 32.0 | 113.0 |
| Recovery Factor | 20.1 | 4.36 |
| Ulcer Index | 0.96 | 2.88 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-02-03 | -16.03 | 143 |
| 2024-12-13 | 2025-03-17 | -11.72 | 94 |
| 2023-08-17 | 2023-11-06 | -3.79 | 81 |
| 2024-01-03 | 2024-03-27 | -3.40 | 84 |
| 2024-04-14 | 2024-04-23 | -3.33 | 9 |
| 2023-11-22 | 2023-12-25 | -0.77 | 33 |
| 2023-06-05 | 2023-06-28 | -0.12 | 23 |
| 2023-02-06 | 2023-02-20 | -0.12 | 14 |
| 2022-06-18 | 2022-06-26 | -0.12 | 8 |
| 2024-08-05 | 2024-08-19 | -0.12 | 14 |
| Metric | 3478462:btcusd:triple_gx:zlema120_65_30 | 3478462:BTCUSD |
|---|---|---|
| Best Day | 33.7% | 50.45% |
| Worst Day | -10.7% | -30.73% |
| Best Week | 33.7% | 50.45% |
| Worst Week | -10.7% | -30.47% |
| Best Month | 35.21% | 50.45% |
| Worst Month | -10.81% | -28.5% |
| Best Year | 137.85% | 162.82% |
| Worst Year | -5.17% | -42.75% |
| Avg. Up Day | 9.84% | 9.98% |
| Avg. Down Day | -1.4% | -5.85% |
| Avg. Up Week | 11.3% | 11.51% |
| Avg. Down Week | -1.84% | -6.82% |
| Avg. Up Month | 15.87% | 16.24% |
| Avg. Down Month | -3.18% | -7.68% |
| Win Days % | 31.34% | 53.73% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 38.46% | 57.69% |
| Win Quarter % | 75.0% | 41.67% |
| Win Year % | 50.0% | 50.0% |