| Metric | 3478462:btcusd:triple_gx:zlema120_65_30 | 3478462:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 54.52% | 64.31% |
| Max Drawdown | -60.68% | -72.75% |
| Sharpe | 0.48 | 0.5 |
| Sortino | 0.71 | 0.73 |
| Payoff Ratio | 1.14 | 0.97 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.22 | 1.18 |
| CPC Index | 0.61 | 0.52 |
| Tail Ratio | 1.09 | 1.09 |
| Outlier Win Ratio | 13.29 | 4.21 |
| Outlier Loss Ratio | 3.79 | 3.79 |
| Volatility (ann.) | 38.58% | 52.38% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.19 | 0.18 |
| Skew | 0.33 | 0.0 |
| Kurtosis | 13.42 | 4.25 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 0.89% | 1.02% |
| Expected Yearly % | 9.09% | 10.44% |
| Kelly Criterion | 1.49% | -1.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.27% | -4.44% |
| Expected Shortfall (cVaR) | -3.27% | -4.44% |
| Year | 3478462:BTCUSD | 3478462:btcusd:triple_gx:zlema120_65_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.34 | 0.07 | + |
| 2022 | -64.22 | -54.54 | 0.85 | + |
| 2023 | 155.54 | 134.44 | 0.86 | - |
| 2024 | 121.00 | 90.36 | 0.75 | - |
| 2025 | 0.89 | -22.80 | -25.65 | - |
| Metric | 3478462:btcusd:triple_gx:zlema120_65_30 | 3478462:BTCUSD |
|---|---|---|
| MTD | -8.73% | -14.03% |
| 3M | -21.73% | -19.8% |
| 6M | -23.62% | -9.0% |
| YTD | -22.8% | 0.89% |
| 1Y | -27.0% | 3.43% |
| 3Y (ann.) | 50.01% | 77.28% |
| 5Y (ann.) | 11.58% | 13.33% |
| Metric | 3478462:btcusd:triple_gx:zlema120_65_30 | 3478462:BTCUSD |
|---|---|---|
| Max Drawdown | -60.68% | -72.75% |
| Longest DD Days | 744.0 | 820.0 |
| Avg. Drawdown | -7.44% | -10.87% |
| Avg. Drawdown Days | 66.0 | 67.0 |
| Recovery Factor | 0.9 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2024-01-08 | -60.68 | 744 |
| 2024-11-23 | 2025-11-16 | -32.87 | 358 |
| 2024-03-12 | 2024-04-22 | -14.15 | 41 |
| 2024-01-09 | 2024-03-11 | -13.80 | 62 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-08-09 | 2024-10-14 | -6.74 | 66 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-11-01 | 2024-11-06 | -2.56 | 5 |
| 2024-06-26 | 2024-06-30 | -2.39 | 4 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| Metric | 3478462:btcusd:triple_gx:zlema120_65_30 | 3478462: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 | 33.38% | 43.77% |
| Worst Month | -21.41% | -37.12% |
| Best Year | 134.44% | 155.54% |
| Worst Year | -54.54% | -64.22% |
| Avg. Up Day | 2.21% | 2.22% |
| Avg. Down Day | -1.94% | -2.28% |
| Avg. Up Week | 5.28% | 6.69% |
| Avg. Down Week | -4.12% | -5.93% |
| Avg. Up Month | 12.8% | 15.64% |
| Avg. Down Month | -8.68% | -13.12% |
| Win Days % | 47.62% | 49.65% |
| Win Month % | 46.34% | 55.1% |
| Win Week % | 47.29% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |