| Metric | 3478511:btcusd:triple_gx:zlema140_75_30 | 3478511:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 31.46% | 86.45% |
| Max Drawdown | -59.74% | -69.0% |
| Sharpe | 0.37 | 0.57 |
| Sortino | 0.55 | 0.83 |
| Payoff Ratio | 1.16 | 1.01 |
| Profit Factor | 1.09 | 1.09 |
| Common Sense Ratio | 1.14 | 1.22 |
| CPC Index | 0.59 | 0.54 |
| Tail Ratio | 1.05 | 1.12 |
| Outlier Win Ratio | 13.18 | 4.21 |
| Outlier Loss Ratio | 3.84 | 3.81 |
| Volatility (ann.) | 38.59% | 52.31% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.12 | 0.25 |
| Skew | 0.31 | 0.02 |
| Kurtosis | 13.42 | 4.28 |
| Expected Daily % | 0.02% | 0.04% |
| Expected Monthly % | 0.57% | 1.31% |
| Expected Yearly % | 5.62% | 13.27% |
| Kelly Criterion | 0.67% | -0.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.28% | -4.42% |
| Expected Shortfall (cVaR) | -3.28% | -4.42% |
| Year | 3478511:BTCUSD | 3478511:btcusd:triple_gx:zlema140_75_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -8.55 | -8.13 | 0.95 | + |
| 2022 | -64.22 | -53.96 | 0.84 | + |
| 2023 | 155.54 | 95.78 | 0.62 | - |
| 2024 | 121.00 | 84.40 | 0.70 | - |
| 2025 | 0.89 | -13.91 | -15.66 | - |
| Metric | 3478511:btcusd:triple_gx:zlema140_75_30 | 3478511:BTCUSD |
|---|---|---|
| MTD | -0.52% | -14.03% |
| 3M | -14.99% | -19.8% |
| 6M | -17.49% | -9.0% |
| YTD | -13.91% | 0.89% |
| 1Y | -13.54% | 3.43% |
| 3Y (ann.) | 44.96% | 77.28% |
| 5Y (ann.) | 7.18% | 17.12% |
| Metric | 3478511:btcusd:triple_gx:zlema140_75_30 | 3478511:BTCUSD |
|---|---|---|
| Max Drawdown | -59.74% | -69.0% |
| Longest DD Days | 953.0 | 781.0 |
| Avg. Drawdown | -10.75% | -9.86% |
| Avg. Drawdown Days | 118.0 | 58.0 |
| Recovery Factor | 0.53 | 1.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-09 | 2024-07-19 | -59.74 | 953 |
| 2025-06-30 | 2025-11-16 | -24.59 | 139 |
| 2024-11-23 | 2025-06-16 | -18.22 | 205 |
| 2024-08-09 | 2024-10-24 | -6.74 | 76 |
| 2025-06-17 | 2025-06-25 | -5.48 | 8 |
| 2024-10-25 | 2024-11-06 | -5.37 | 12 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-08-07 | 2024-08-08 | -1.61 | 1 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-07-22 | 2024-08-06 | -1.27 | 15 |
| Metric | 3478511:btcusd:triple_gx:zlema140_75_30 | 3478511: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 | 32.23% | 43.77% |
| Worst Month | -21.77% | -37.12% |
| Best Year | 95.78% | 155.54% |
| Worst Year | -53.96% | -64.22% |
| Avg. Up Day | 2.2% | 2.21% |
| Avg. Down Day | -1.9% | -2.2% |
| Avg. Up Week | 4.93% | 6.59% |
| Avg. Down Week | -3.95% | -5.6% |
| Avg. Up Month | 8.38% | 13.58% |
| Avg. Down Month | -8.88% | -12.38% |
| Win Days % | 46.75% | 49.65% |
| Win Month % | 55.81% | 56.25% |
| Win Week % | 45.74% | 50.0% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |