| Metric | 3478652:btcusd:triple_gx:zlema120_45_35 | 3478652:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 41.28% | 49.7% |
| Max Drawdown | -27.01% | -28.17% |
| Sharpe | 0.89 | 0.8 |
| Sortino | 1.48 | 1.23 |
| Payoff Ratio | 1.27 | 0.98 |
| Profit Factor | 1.25 | 1.12 |
| Common Sense Ratio | 1.47 | 1.24 |
| CPC Index | 0.76 | 0.56 |
| Tail Ratio | 1.18 | 1.1 |
| Outlier Win Ratio | 13.57 | 3.59 |
| Outlier Loss Ratio | 3.52 | 3.0 |
| Volatility (ann.) | 30.16% | 45.66% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.93 | 1.06 |
| Skew | 1.62 | 0.52 |
| Kurtosis | 16.35 | 2.82 |
| Expected Daily % | 0.06% | 0.07% |
| Expected Monthly % | 1.84% | 2.15% |
| Expected Yearly % | 18.86% | 22.35% |
| Kelly Criterion | 6.43% | 0.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.52% | -3.83% |
| Expected Shortfall (cVaR) | -2.52% | -3.83% |
| Year | 3478652:BTCUSD | 3478652:btcusd:triple_gx:zlema120_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 81.28 | 1.68 | + |
| 2025 | 0.89 | -22.06 | -24.82 | - |
| Metric | 3478652:btcusd:triple_gx:zlema120_45_35 | 3478652:BTCUSD |
|---|---|---|
| MTD | -9.57% | -14.03% |
| 3M | -20.57% | -19.8% |
| 6M | -19.81% | -9.0% |
| YTD | -22.06% | 0.89% |
| 1Y | -14.77% | 3.43% |
| 3Y (ann.) | 25.16% | 29.96% |
| 5Y (ann.) | 25.16% | 29.96% |
| Metric | 3478652:btcusd:triple_gx:zlema120_45_35 | 3478652:BTCUSD |
|---|---|---|
| Max Drawdown | -27.01% | -28.17% |
| Longest DD Days | 258.0 | 161.0 |
| Avg. Drawdown | -4.63% | -7.33% |
| Avg. Drawdown Days | 31.0 | 25.0 |
| Recovery Factor | 1.53 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-11-16 | -27.01 | 258 |
| 2024-07-02 | 2024-07-15 | -10.13 | 13 |
| 2024-12-14 | 2025-03-02 | -10.06 | 78 |
| 2024-08-09 | 2024-10-27 | -6.74 | 79 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-06-25 | 2024-06-30 | -2.57 | 5 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-23 | 2024-12-06 | -1.61 | 13 |
| 2024-08-07 | 2024-08-08 | -1.61 | 1 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| Metric | 3478652:btcusd:triple_gx:zlema120_45_35 | 3478652:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.42% | -12.33% |
| Best Month | 40.43% | 37.42% |
| Worst Month | -10.22% | -17.69% |
| Best Year | 81.28% | 48.38% |
| Worst Year | -22.06% | 0.89% |
| Avg. Up Day | 1.92% | 1.94% |
| Avg. Down Day | -1.51% | -1.97% |
| Avg. Up Week | 4.32% | 4.98% |
| Avg. Down Week | -3.32% | -4.03% |
| Avg. Up Month | 9.2% | 12.68% |
| Avg. Down Month | -6.5% | -8.85% |
| Win Days % | 47.6% | 50.71% |
| Win Month % | 58.82% | 57.89% |
| Win Week % | 55.77% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |