| Metric | 3478553:btcusd:triple_gx:zlema120_85_30 | 3478553:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 106.37% | 64.31% |
| Max Drawdown | -59.71% | -72.75% |
| Sharpe | 0.67 | 0.5 |
| Sortino | 1.0 | 0.73 |
| Payoff Ratio | 1.17 | 0.98 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | 1.36 | 1.18 |
| CPC Index | 0.66 | 0.53 |
| Tail Ratio | 1.16 | 1.09 |
| Outlier Win Ratio | 12.17 | 4.1 |
| Outlier Loss Ratio | 3.96 | 3.79 |
| Volatility (ann.) | 38.63% | 52.38% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.34 | 0.18 |
| Skew | 0.31 | 0.0 |
| Kurtosis | 13.13 | 4.25 |
| Expected Daily % | 0.05% | 0.03% |
| Expected Monthly % | 1.49% | 1.02% |
| Expected Yearly % | 15.59% | 10.44% |
| Kelly Criterion | 3.7% | -1.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.26% | -4.44% |
| Expected Shortfall (cVaR) | -3.26% | -4.44% |
| Year | 3478553:BTCUSD | 3478553:btcusd:triple_gx:zlema120_85_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.34 | 0.07 | + |
| 2022 | -64.22 | -53.41 | 0.83 | + |
| 2023 | 155.54 | 155.99 | 1.00 | + |
| 2024 | 121.00 | 111.17 | 0.92 | - |
| 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.) | 63.85% | 77.28% |
| 5Y (ann.) | 20.02% | 13.33% |
| Metric | 3478553:btcusd:triple_gx:zlema120_85_30 | 3478553:BTCUSD |
|---|---|---|
| Max Drawdown | -59.71% | -72.75% |
| Longest DD Days | 673.0 | 820.0 |
| Avg. Drawdown | -5.77% | -10.87% |
| Avg. Drawdown Days | 47.0 | 67.0 |
| Recovery Factor | 1.78 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-10-29 | -59.71 | 673 |
| 2025-03-03 | 2025-11-16 | -24.35 | 258 |
| 2024-03-12 | 2024-04-18 | -14.15 | 37 |
| 2024-01-09 | 2024-03-11 | -13.80 | 62 |
| 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 |
| 2023-12-15 | 2023-12-20 | -3.90 | 5 |
| 2024-10-31 | 2024-11-06 | -3.58 | 6 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| Metric | 3478553:btcusd:triple_gx:zlema120_85_30 | 3478553: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 | 30.72% | 43.77% |
| Worst Month | -21.77% | -37.12% |
| Best Year | 155.99% | 155.54% |
| Worst Year | -53.41% | -64.22% |
| Avg. Up Day | 2.16% | 2.17% |
| Avg. Down Day | -1.85% | -2.21% |
| Avg. Up Week | 5.35% | 6.37% |
| Avg. Down Week | -4.0% | -5.93% |
| Avg. Up Month | 10.65% | 13.63% |
| Avg. Down Month | -8.25% | -13.88% |
| Win Days % | 48.12% | 49.65% |
| Win Month % | 55.81% | 55.1% |
| Win Week % | 49.63% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |