| Metric | 3478507:btcusd:triple_gx:zlema120_75_30 | 3478507:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 346.92% | 189.97% |
| Max Drawdown | -13.49% | -43.6% |
| Sharpe | 6.2 | 3.46 |
| Sortino | 27.22 | 6.71 |
| Payoff Ratio | 8.07 | 1.63 |
| Profit Factor | 5.25 | 1.8 |
| Common Sense Ratio | 30.81 | 3.4 |
| CPC Index | 12.76 | 1.64 |
| Tail Ratio | 5.87 | 1.89 |
| Outlier Win Ratio | 3.53 | 3.95 |
| Outlier Loss Ratio | 18.39 | 2.42 |
| Volatility (ann.) | 132.7% | 213.14% |
| R^2 | 0.4 | 0.4 |
| Calmar | 5.12 | 1.04 |
| Skew | 2.39 | 1.16 |
| Kurtosis | 6.33 | 5.24 |
| Expected Daily % | 2.04% | 1.45% |
| Expected Monthly % | 5.3% | 3.74% |
| Expected Yearly % | 45.4% | 30.49% |
| Kelly Criterion | 21.48% | 29.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.17% | -16.33% |
| Expected Shortfall (cVaR) | -9.17% | -16.33% |
| Year | 3478507:BTCUSD | 3478507:btcusd:triple_gx:zlema120_75_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.75 | -0.26 | 0.01 | + |
| 2023 | 162.78 | 142.25 | 0.87 | - |
| 2024 | 127.91 | 95.39 | 0.75 | - |
| 2025 | -15.44 | -5.33 | 0.35 | + |
| Metric | 3478507:btcusd:triple_gx:zlema120_75_30 | 3478507:BTCUSD |
|---|---|---|
| MTD | -0.24% | -0.12% |
| 3M | -10.75% | -15.93% |
| 6M | 31.78% | 41.31% |
| YTD | -5.33% | -15.44% |
| 1Y | 91.49% | 34.38% |
| 3Y (ann.) | 69.04% | 45.25% |
| 5Y (ann.) | 69.04% | 45.25% |
| Metric | 3478507:btcusd:triple_gx:zlema120_75_30 | 3478507:BTCUSD |
|---|---|---|
| Max Drawdown | -13.49% | -43.6% |
| Longest DD Days | 144.0 | 298.0 |
| Avg. Drawdown | -1.97% | -15.97% |
| Avg. Drawdown Days | 31.0 | 118.0 |
| Recovery Factor | 25.72 | 4.36 |
| Ulcer Index | 0.95 | 2.78 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-02-04 | -13.49 | 144 |
| 2024-12-06 | 2025-03-17 | -10.93 | 101 |
| 2023-08-17 | 2023-11-06 | -4.00 | 81 |
| 2024-01-03 | 2024-03-28 | -3.40 | 85 |
| 2024-04-14 | 2024-04-23 | -3.33 | 9 |
| 2023-11-22 | 2023-12-25 | -0.69 | 33 |
| 2023-04-10 | 2023-04-11 | -0.12 | 1 |
| 2022-06-18 | 2022-06-26 | -0.12 | 8 |
| 2024-08-05 | 2024-08-19 | -0.12 | 14 |
| 2023-06-05 | 2023-06-28 | -0.12 | 23 |
| Metric | 3478507:btcusd:triple_gx:zlema120_75_30 | 3478507:BTCUSD |
|---|---|---|
| Best Day | 32.31% | 50.45% |
| Worst Day | -10.69% | -30.73% |
| Best Week | 32.31% | 50.45% |
| Worst Week | -10.69% | -30.47% |
| Best Month | 34.67% | 50.45% |
| Worst Month | -10.79% | -28.5% |
| Best Year | 142.25% | 162.78% |
| Worst Year | -5.33% | -42.75% |
| Avg. Up Day | 9.37% | 9.5% |
| Avg. Down Day | -1.16% | -5.85% |
| Avg. Up Week | 11.23% | 12.1% |
| Avg. Down Week | -1.57% | -6.83% |
| Avg. Up Month | 14.46% | 16.29% |
| Avg. Down Month | -2.82% | -7.76% |
| Win Days % | 30.14% | 56.16% |
| Win Month % | 51.72% | 55.17% |
| Win Week % | 37.74% | 56.6% |
| Win Quarter % | 75.0% | 41.67% |
| Win Year % | 50.0% | 50.0% |