| Metric | 3478553:btcusd:triple_gx:zlema120_85_30 | 3478553:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 50.91% | 49.7% |
| Max Drawdown | -24.35% | -28.17% |
| Sharpe | 1.01 | 0.8 |
| Sortino | 1.67 | 1.23 |
| Payoff Ratio | 1.21 | 1.01 |
| Profit Factor | 1.26 | 1.12 |
| Common Sense Ratio | 1.46 | 1.24 |
| CPC Index | 0.74 | 0.58 |
| Tail Ratio | 1.16 | 1.1 |
| Outlier Win Ratio | 11.9 | 3.64 |
| Outlier Loss Ratio | 3.55 | 3.0 |
| Volatility (ann.) | 31.33% | 45.66% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.26 | 1.06 |
| Skew | 1.48 | 0.52 |
| Kurtosis | 13.95 | 2.82 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 2.19% | 2.15% |
| Expected Yearly % | 22.85% | 22.35% |
| Kelly Criterion | 5.86% | 2.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.61% | -3.83% |
| Expected Shortfall (cVaR) | -2.61% | -3.83% |
| Year | 3478553:BTCUSD | 3478553:btcusd:triple_gx:zlema120_85_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 81.70 | 1.69 | + |
| 2025 | 0.89 | -16.95 | -19.07 | - |
| Metric | 3478553:btcusd:triple_gx:zlema120_85_30 | 3478553:BTCUSD |
|---|---|---|
| MTD | -0.52% | -14.03% |
| 3M | -15.16% | -19.8% |
| 6M | -14.1% | -9.0% |
| YTD | -16.95% | 0.89% |
| 1Y | -14.69% | 3.43% |
| 3Y (ann.) | 30.64% | 29.96% |
| 5Y (ann.) | 30.64% | 29.96% |
| Metric | 3478553:btcusd:triple_gx:zlema120_85_30 | 3478553:BTCUSD |
|---|---|---|
| Max Drawdown | -24.35% | -28.17% |
| Longest DD Days | 258.0 | 161.0 |
| Avg. Drawdown | -4.36% | -7.33% |
| Avg. Drawdown Days | 30.0 | 25.0 |
| Recovery Factor | 2.09 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-11-16 | -24.35 | 258 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-11-23 | 2025-03-02 | -10.63 | 99 |
| 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 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| Metric | 3478553:btcusd:triple_gx:zlema120_85_30 | 3478553: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 | 30.72% | 37.42% |
| Worst Month | -9.61% | -17.69% |
| Best Year | 81.7% | 48.38% |
| Worst Year | -16.95% | 0.89% |
| Avg. Up Day | 1.86% | 1.88% |
| Avg. Down Day | -1.53% | -1.85% |
| Avg. Up Week | 4.77% | 5.16% |
| Avg. Down Week | -3.33% | -4.04% |
| Avg. Up Month | 8.42% | 12.06% |
| Avg. Down Month | -4.73% | -8.85% |
| Win Days % | 48.46% | 50.71% |
| Win Month % | 58.82% | 57.89% |
| Win Week % | 48.15% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |