| Metric | 3478487:btcusd:triple_gx:zlema140_70_30 | 3478487:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 23.8% | 86.45% |
| Max Drawdown | -56.8% | -69.0% |
| Sharpe | 0.33 | 0.57 |
| Sortino | 0.5 | 0.83 |
| Payoff Ratio | 1.14 | 0.97 |
| Profit Factor | 1.08 | 1.09 |
| Common Sense Ratio | 1.11 | 1.22 |
| CPC Index | 0.57 | 0.52 |
| Tail Ratio | 1.03 | 1.12 |
| Outlier Win Ratio | 13.56 | 4.21 |
| Outlier Loss Ratio | 3.8 | 3.79 |
| Volatility (ann.) | 38.16% | 52.31% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.1 | 0.25 |
| Skew | 0.38 | 0.02 |
| Kurtosis | 13.74 | 4.28 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.45% | 1.31% |
| Expected Yearly % | 4.36% | 13.27% |
| Kelly Criterion | -0.05% | -2.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.25% | -4.42% |
| Expected Shortfall (cVaR) | -3.25% | -4.42% |
| Year | 3478487:BTCUSD | 3478487:btcusd:triple_gx:zlema140_70_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -8.55 | -8.13 | 0.95 | + |
| 2022 | -64.22 | -50.59 | 0.79 | + |
| 2023 | 155.54 | 89.96 | 0.58 | - |
| 2024 | 121.00 | 79.03 | 0.65 | - |
| 2025 | 0.89 | -19.79 | -22.27 | - |
| Metric | 3478487:btcusd:triple_gx:zlema140_70_30 | 3478487:BTCUSD |
|---|---|---|
| MTD | -5.63% | -14.03% |
| 3M | -18.59% | -19.8% |
| 6M | -20.29% | -9.0% |
| YTD | -19.79% | 0.89% |
| 1Y | -21.79% | 3.43% |
| 3Y (ann.) | 38.79% | 77.28% |
| 5Y (ann.) | 5.57% | 17.12% |
| Metric | 3478487:btcusd:triple_gx:zlema140_70_30 | 3478487:BTCUSD |
|---|---|---|
| Max Drawdown | -56.8% | -69.0% |
| Longest DD Days | 929.0 | 781.0 |
| Avg. Drawdown | -9.52% | -9.86% |
| Avg. Drawdown Days | 109.0 | 58.0 |
| Recovery Factor | 0.42 | 1.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-09 | 2024-06-25 | -56.80 | 929 |
| 2024-12-18 | 2025-11-16 | -28.23 | 333 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-08-09 | 2024-10-24 | -6.74 | 76 |
| 2024-10-25 | 2024-11-06 | -5.37 | 12 |
| 2024-06-26 | 2024-07-01 | -4.00 | 5 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 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 |
| Metric | 3478487:btcusd:triple_gx:zlema140_70_30 | 3478487: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 | -21.77% | -37.12% |
| Best Year | 89.96% | 155.54% |
| Worst Year | -50.59% | -64.22% |
| Avg. Up Day | 2.18% | 2.2% |
| Avg. Down Day | -1.92% | -2.27% |
| Avg. Up Week | 4.86% | 6.57% |
| Avg. Down Week | -3.88% | -5.56% |
| Avg. Up Month | 9.07% | 14.15% |
| Avg. Down Month | -9.15% | -12.38% |
| Win Days % | 46.77% | 49.65% |
| Win Month % | 54.76% | 56.25% |
| Win Week % | 47.2% | 50.0% |
| Win Quarter % | 52.94% | 47.06% |
| Win Year % | 40.0% | 60.0% |