| Metric | 3478570:btcusd:triple_gx:zlema105_90_30 | 3478570:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 34.13% | 60.54% |
| Max Drawdown | -67.95% | -73.28% |
| Sharpe | 0.38 | 0.49 |
| Sortino | 0.56 | 0.71 |
| Payoff Ratio | 1.09 | 0.96 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.17 | 1.18 |
| CPC Index | 0.57 | 0.52 |
| Tail Ratio | 1.08 | 1.09 |
| Outlier Win Ratio | 11.34 | 4.08 |
| Outlier Loss Ratio | 3.94 | 3.99 |
| Volatility (ann.) | 40.26% | 52.58% |
| R^2 | 0.59 | 0.59 |
| Calmar | 0.11 | 0.17 |
| Skew | 0.14 | -0.02 |
| Kurtosis | 11.38 | 4.2 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 0.6% | 0.97% |
| Expected Yearly % | 6.05% | 9.93% |
| Kelly Criterion | 0.75% | -2.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.42% | -4.46% |
| Expected Shortfall (cVaR) | -3.42% | -4.46% |
| Year | 3478570:BTCUSD | 3478570:btcusd:triple_gx:zlema105_90_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -21.26 | -21.26 | 1.00 | + |
| 2022 | -64.22 | -57.00 | 0.89 | + |
| 2023 | 155.54 | 182.52 | 1.17 | + |
| 2024 | 121.00 | 67.12 | 0.55 | - |
| 2025 | 0.89 | -16.09 | -18.11 | - |
| Metric | 3478570:btcusd:triple_gx:zlema105_90_30 | 3478570:BTCUSD |
|---|---|---|
| MTD | -0.52% | -14.03% |
| 3M | -14.44% | -19.8% |
| 6M | -10.54% | -9.0% |
| YTD | -16.09% | 0.89% |
| 1Y | -20.17% | 3.43% |
| 3Y (ann.) | 57.16% | 77.28% |
| 5Y (ann.) | 7.64% | 12.6% |
| Metric | 3478570:btcusd:triple_gx:zlema105_90_30 | 3478570:BTCUSD |
|---|---|---|
| Max Drawdown | -67.95% | -73.28% |
| Longest DD Days | 773.0 | 824.0 |
| Avg. Drawdown | -10.25% | -10.58% |
| Avg. Drawdown Days | 84.0 | 64.0 |
| Recovery Factor | 0.5 | 0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-11-26 | 2024-01-08 | -67.95 | 773 |
| 2024-11-23 | 2025-11-16 | -29.10 | 358 |
| 2024-03-12 | 2024-04-22 | -14.15 | 41 |
| 2024-01-09 | 2024-03-11 | -13.80 | 62 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-07-22 | 2024-08-08 | -10.44 | 17 |
| 2024-08-09 | 2024-10-14 | -6.74 | 66 |
| 2024-10-25 | 2024-11-06 | -5.37 | 12 |
| 2021-11-22 | 2021-11-25 | -4.06 | 3 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| Metric | 3478570:btcusd:triple_gx:zlema105_90_30 | 3478570: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 | 182.52% | 155.54% |
| Worst Year | -57.0% | -64.22% |
| Avg. Up Day | 2.14% | 2.15% |
| Avg. Down Day | -1.95% | -2.23% |
| Avg. Up Week | 5.33% | 6.29% |
| Avg. Down Week | -4.25% | -5.58% |
| Avg. Up Month | 11.1% | 13.63% |
| Avg. Down Month | -8.86% | -12.54% |
| Win Days % | 48.16% | 49.69% |
| Win Month % | 50.0% | 55.1% |
| Win Week % | 48.51% | 49.53% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |