| Metric | 3478590:btcusd:triple_gx:zlema105_95_30 | 3478590:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 75.47% | 60.54% |
| Max Drawdown | -58.95% | -73.28% |
| Sharpe | 0.56 | 0.49 |
| Sortino | 0.83 | 0.71 |
| Payoff Ratio | 1.15 | 1.0 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.25 | 1.18 |
| CPC Index | 0.62 | 0.54 |
| Tail Ratio | 1.1 | 1.09 |
| Outlier Win Ratio | 11.43 | 4.08 |
| Outlier Loss Ratio | 3.99 | 3.87 |
| Volatility (ann.) | 39.55% | 52.58% |
| R^2 | 0.57 | 0.57 |
| Calmar | 0.26 | 0.17 |
| Skew | 0.25 | -0.02 |
| Kurtosis | 11.94 | 4.2 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 1.15% | 0.97% |
| Expected Yearly % | 11.9% | 9.93% |
| Kelly Criterion | 2.54% | -0.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.35% | -4.46% |
| Expected Shortfall (cVaR) | -3.35% | -4.46% |
| Year | 3478590:BTCUSD | 3478590:btcusd:triple_gx:zlema105_95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -21.26 | -8.92 | 0.42 | + |
| 2022 | -64.22 | -52.75 | 0.82 | + |
| 2023 | 155.54 | 172.45 | 1.11 | + |
| 2024 | 121.00 | 77.89 | 0.64 | - |
| 2025 | 0.89 | -15.87 | -17.86 | - |
| Metric | 3478590:btcusd:triple_gx:zlema105_95_30 | 3478590:BTCUSD |
|---|---|---|
| MTD | -0.52% | -14.03% |
| 3M | -14.18% | -19.8% |
| 6M | -10.31% | -9.0% |
| YTD | -15.87% | 0.89% |
| 1Y | -13.4% | 3.43% |
| 3Y (ann.) | 58.43% | 77.28% |
| 5Y (ann.) | 15.14% | 12.6% |
| Metric | 3478590:btcusd:triple_gx:zlema105_95_30 | 3478590:BTCUSD |
|---|---|---|
| Max Drawdown | -58.95% | -73.28% |
| Longest DD Days | 667.0 | 824.0 |
| Avg. Drawdown | -7.18% | -10.58% |
| Avg. Drawdown Days | 55.0 | 64.0 |
| Recovery Factor | 1.28 | 0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-10-23 | -58.95 | 667 |
| 2024-11-23 | 2025-11-16 | -23.08 | 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 | -10.98 | 17 |
| 2021-12-07 | 2021-12-23 | -9.00 | 16 |
| 2024-08-09 | 2024-10-14 | -6.74 | 66 |
| 2024-10-25 | 2024-11-06 | -6.23 | 12 |
| 2023-11-20 | 2023-12-13 | -4.77 | 23 |
| Metric | 3478590:btcusd:triple_gx:zlema105_95_30 | 3478590: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 | 172.45% | 155.54% |
| Worst Year | -52.75% | -64.22% |
| Avg. Up Day | 2.15% | 2.16% |
| Avg. Down Day | -1.87% | -2.16% |
| Avg. Up Week | 5.08% | 6.13% |
| Avg. Down Week | -3.98% | -5.72% |
| Avg. Up Month | 10.28% | 13.12% |
| Avg. Down Month | -8.32% | -13.89% |
| Win Days % | 47.95% | 49.69% |
| Win Month % | 55.81% | 55.1% |
| Win Week % | 51.49% | 49.53% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |