| Metric | 3478481:btcusd:triple_gx:zlema120_70_30 | 3478481:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 29.84% | 49.7% |
| Max Drawdown | -32.64% | -28.17% |
| Sharpe | 0.69 | 0.8 |
| Sortino | 1.12 | 1.23 |
| Payoff Ratio | 1.15 | 1.03 |
| Profit Factor | 1.18 | 1.12 |
| Common Sense Ratio | 1.25 | 1.24 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.06 | 1.1 |
| Outlier Win Ratio | 13.03 | 3.82 |
| Outlier Loss Ratio | 3.43 | 3.13 |
| Volatility (ann.) | 32.0% | 45.66% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.57 | 1.06 |
| Skew | 1.48 | 0.52 |
| Kurtosis | 13.81 | 2.82 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.38% | 2.15% |
| Expected Yearly % | 13.95% | 22.35% |
| Kelly Criterion | 2.44% | 2.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.7% | -3.83% |
| Expected Shortfall (cVaR) | -2.7% | -3.83% |
| Year | 3478481:BTCUSD | 3478481:btcusd:triple_gx:zlema120_70_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 71.17 | 1.47 | + |
| 2025 | 0.89 | -24.15 | -27.17 | - |
| Metric | 3478481:btcusd:triple_gx:zlema120_70_30 | 3478481:BTCUSD |
|---|---|---|
| MTD | -5.63% | -14.03% |
| 3M | -19.73% | -19.8% |
| 6M | -24.89% | -9.0% |
| YTD | -24.15% | 0.89% |
| 1Y | -26.6% | 3.43% |
| 3Y (ann.) | 18.48% | 29.96% |
| 5Y (ann.) | 18.48% | 29.96% |
| Metric | 3478481:btcusd:triple_gx:zlema120_70_30 | 3478481:BTCUSD |
|---|---|---|
| Max Drawdown | -32.64% | -28.17% |
| Longest DD Days | 333.0 | 161.0 |
| Avg. Drawdown | -4.3% | -7.33% |
| Avg. Drawdown Days | 30.0 | 25.0 |
| Recovery Factor | 0.91 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-11-16 | -32.64 | 333 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-08-09 | 2024-10-14 | -6.74 | 66 |
| 2024-10-31 | 2024-11-06 | -3.58 | 6 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-06-26 | 2024-06-30 | -2.39 | 4 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-08-07 | 2024-08-08 | -1.61 | 1 |
| 2024-11-23 | 2024-12-16 | -1.40 | 23 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| Metric | 3478481:btcusd:triple_gx:zlema120_70_30 | 3478481:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.65% | -12.33% |
| Best Month | 39.35% | 37.42% |
| Worst Month | -12.41% | -17.69% |
| Best Year | 71.17% | 48.38% |
| Worst Year | -24.15% | 0.89% |
| Avg. Up Day | 1.92% | 1.94% |
| Avg. Down Day | -1.67% | -1.88% |
| Avg. Up Week | 4.67% | 5.54% |
| Avg. Down Week | -3.32% | -3.82% |
| Avg. Up Month | 11.44% | 13.67% |
| Avg. Down Month | -6.9% | -7.91% |
| Win Days % | 47.77% | 50.71% |
| Win Month % | 47.06% | 57.89% |
| Win Week % | 46.0% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |