| Metric | 3478594:btcusd:triple_gx:zlema120_95_30 | 3478594:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 215.76% | 34.91% |
| Max Drawdown | -18.14% | -66.79% |
| Sharpe | 1.75 | 0.53 |
| Sortino | 2.95 | 0.75 |
| Payoff Ratio | 1.52 | 1.1 |
| Profit Factor | 1.59 | 1.09 |
| Common Sense Ratio | 2.19 | 1.12 |
| CPC Index | 1.19 | 0.58 |
| Tail Ratio | 1.38 | 1.03 |
| Outlier Win Ratio | 14.95 | 3.93 |
| Outlier Loss Ratio | 4.36 | 3.49 |
| Volatility (ann.) | 33.83% | 54.75% |
| R^2 | 0.39 | 0.39 |
| Calmar | 3.84 | 0.22 |
| Skew | 0.83 | -0.32 |
| Kurtosis | 15.55 | 4.4 |
| Expected Daily % | 0.15% | 0.04% |
| Expected Monthly % | 4.19% | 1.08% |
| Expected Yearly % | 46.71% | 10.5% |
| Kelly Criterion | 15.72% | 2.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.75% | -4.63% |
| Expected Shortfall (cVaR) | -2.75% | -4.63% |
| Year | 3478594:BTCUSD | 3478594:btcusd:triple_gx:zlema120_95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -0.84 | 0.01 | + |
| 2023 | 155.54 | 175.12 | 1.13 | + |
| 2024 | 37.95 | 15.75 | 0.41 | - |
| Metric | 3478594:btcusd:triple_gx:zlema120_95_30 | 3478594:BTCUSD |
|---|---|---|
| MTD | 0.0% | -3.85% |
| 3M | 19.68% | 34.56% |
| 6M | 28.7% | 68.94% |
| YTD | 15.75% | 37.95% |
| 1Y | 82.83% | 107.54% |
| 3Y (ann.) | 69.76% | 14.78% |
| 5Y (ann.) | 69.76% | 14.78% |
| Metric | 3478594:btcusd:triple_gx:zlema120_95_30 | 3478594:BTCUSD |
|---|---|---|
| Max Drawdown | -18.14% | -66.79% |
| Longest DD Days | 151.0 | 682.0 |
| Avg. Drawdown | -3.27% | -14.18% |
| Avg. Drawdown Days | 15.0 | 96.0 |
| Recovery Factor | 11.89 | 0.52 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-22 | 2023-01-20 | -18.14 | 151 |
| 2024-03-12 | 2024-04-18 | -14.15 | 37 |
| 2024-01-09 | 2024-03-11 | -13.69 | 62 |
| 2023-08-30 | 2023-10-23 | -9.26 | 54 |
| 2023-01-30 | 2023-02-15 | -8.91 | 16 |
| 2022-05-16 | 2022-06-19 | -8.39 | 34 |
| 2023-06-07 | 2023-06-20 | -7.78 | 13 |
| 2023-11-20 | 2023-12-13 | -4.71 | 23 |
| 2023-03-24 | 2023-04-10 | -4.50 | 17 |
| 2023-12-15 | 2023-12-20 | -3.90 | 5 |
| Metric | 3478594:btcusd:triple_gx:zlema120_95_30 | 3478594:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 10.58% |
| Worst Day | -14.33% | -15.42% |
| Best Week | 23.61% | 35.75% |
| Worst Week | -8.21% | -29.64% |
| Best Month | 22.56% | 43.77% |
| Worst Month | -11.2% | -37.12% |
| Best Year | 175.12% | 155.54% |
| Worst Year | -0.84% | -61.73% |
| Avg. Up Day | 2.37% | 2.38% |
| Avg. Down Day | -1.56% | -2.17% |
| Avg. Up Week | 6.12% | 7.44% |
| Avg. Down Week | -2.49% | -5.34% |
| Avg. Up Month | 11.53% | 13.92% |
| Avg. Down Month | -5.92% | -10.2% |
| Win Days % | 49.15% | 48.73% |
| Win Month % | 76.19% | 55.56% |
| Win Week % | 62.71% | 49.14% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 66.67% | 66.67% |