| Metric | 3478594:btcusd:triple_gx:zlema120_95_30 | 3478594:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 117.22% | 64.31% |
| Max Drawdown | -56.41% | -72.75% |
| Sharpe | 0.7 | 0.5 |
| Sortino | 1.05 | 0.73 |
| Payoff Ratio | 1.16 | 0.99 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | 1.34 | 1.18 |
| CPC Index | 0.66 | 0.53 |
| Tail Ratio | 1.15 | 1.09 |
| Outlier Win Ratio | 11.84 | 4.1 |
| Outlier Loss Ratio | 3.96 | 3.81 |
| Volatility (ann.) | 38.93% | 52.38% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.38 | 0.18 |
| Skew | 0.29 | 0.0 |
| Kurtosis | 12.73 | 4.25 |
| Expected Daily % | 0.05% | 0.03% |
| Expected Monthly % | 1.6% | 1.02% |
| Expected Yearly % | 16.78% | 10.44% |
| Kelly Criterion | 4.11% | -0.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.28% | -4.44% |
| Expected Shortfall (cVaR) | -3.28% | -4.44% |
| Year | 3478594:BTCUSD | 3478594:btcusd:triple_gx:zlema120_95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -49.82 | 0.78 | + |
| 2023 | 155.54 | 171.18 | 1.10 | + |
| 2024 | 121.00 | 89.15 | 0.74 | - |
| 2025 | 0.89 | -14.54 | -16.36 | - |
| Metric | 3478594:btcusd:triple_gx:zlema120_95_30 | 3478594:BTCUSD |
|---|---|---|
| MTD | -0.52% | -14.03% |
| 3M | -14.18% | -19.8% |
| 6M | -12.21% | -9.0% |
| YTD | -14.54% | 0.89% |
| 1Y | -12.02% | 3.43% |
| 3Y (ann.) | 62.3% | 77.28% |
| 5Y (ann.) | 21.58% | 13.33% |
| Metric | 3478594:btcusd:triple_gx:zlema120_95_30 | 3478594:BTCUSD |
|---|---|---|
| Max Drawdown | -56.41% | -72.75% |
| Longest DD Days | 667.0 | 820.0 |
| Avg. Drawdown | -6.08% | -10.87% |
| Avg. Drawdown Days | 47.0 | 67.0 |
| Recovery Factor | 2.08 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-10-23 | -56.41 | 667 |
| 2025-03-03 | 2025-11-16 | -22.68 | 258 |
| 2024-03-12 | 2024-04-20 | -14.15 | 39 |
| 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 |
| 2024-11-23 | 2025-03-02 | -10.40 | 99 |
| 2024-08-09 | 2024-10-14 | -6.74 | 66 |
| 2023-11-20 | 2023-12-13 | -4.77 | 23 |
| 2023-12-15 | 2023-12-20 | -3.90 | 5 |
| Metric | 3478594:btcusd:triple_gx:zlema120_95_30 | 3478594: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 | 171.18% | 155.54% |
| Worst Year | -49.82% | -64.22% |
| Avg. Up Day | 2.15% | 2.16% |
| Avg. Down Day | -1.85% | -2.17% |
| Avg. Up Week | 4.92% | 6.13% |
| Avg. Down Week | -4.06% | -5.85% |
| Avg. Up Month | 10.22% | 13.12% |
| Avg. Down Month | -7.73% | -13.88% |
| Win Days % | 48.44% | 49.65% |
| Win Month % | 58.14% | 55.1% |
| Win Week % | 54.55% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |