| Metric | 3478652:btcusd:triple_gx:zlema120_45_35 | 3478652:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 21.85% | 64.31% |
| Max Drawdown | -62.5% | -72.75% |
| Sharpe | 0.32 | 0.5 |
| Sortino | 0.47 | 0.73 |
| Payoff Ratio | 1.12 | 0.93 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.16 | 1.18 |
| CPC Index | 0.57 | 0.5 |
| Tail Ratio | 1.07 | 1.09 |
| Outlier Win Ratio | 13.7 | 3.87 |
| Outlier Loss Ratio | 3.94 | 3.75 |
| Volatility (ann.) | 36.32% | 52.38% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.08 | 0.18 |
| Skew | 0.29 | 0.0 |
| Kurtosis | 15.57 | 4.25 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.4% | 1.02% |
| Expected Yearly % | 4.03% | 10.44% |
| Kelly Criterion | -0.51% | -4.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.1% | -4.44% |
| Expected Shortfall (cVaR) | -3.1% | -4.44% |
| Year | 3478652:BTCUSD | 3478652:btcusd:triple_gx:zlema120_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -56.83 | 0.88 | + |
| 2023 | 155.54 | 97.17 | 0.62 | - |
| 2024 | 121.00 | 85.99 | 0.71 | - |
| 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.) | 40.75% | 77.28% |
| 5Y (ann.) | 5.1% | 13.33% |
| Metric | 3478652:btcusd:triple_gx:zlema120_45_35 | 3478652:BTCUSD |
|---|---|---|
| Max Drawdown | -62.5% | -72.75% |
| Longest DD Days | 957.0 | 820.0 |
| Avg. Drawdown | -8.96% | -10.87% |
| Avg. Drawdown Days | 107.0 | 67.0 |
| Recovery Factor | 0.35 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2024-08-08 | -62.50 | 957 |
| 2025-03-03 | 2025-11-16 | -27.01 | 258 |
| 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 |
| 2024-11-23 | 2024-12-06 | -1.61 | 13 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| 2024-12-09 | 2024-12-11 | -0.86 | 2 |
| 2024-11-12 | 2024-11-13 | -0.83 | 1 |
| Metric | 3478652:btcusd:triple_gx:zlema120_45_35 | 3478652: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 | 40.43% | 43.77% |
| Worst Month | -19.16% | -37.12% |
| Best Year | 97.17% | 155.54% |
| Worst Year | -56.83% | -64.22% |
| Avg. Up Day | 2.1% | 2.11% |
| Avg. Down Day | -1.86% | -2.27% |
| Avg. Up Week | 5.0% | 6.28% |
| Avg. Down Week | -3.91% | -5.34% |
| Avg. Up Month | 9.2% | 14.21% |
| Avg. Down Month | -7.59% | -13.89% |
| Win Days % | 46.81% | 49.65% |
| Win Month % | 48.84% | 55.1% |
| Win Week % | 47.33% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |