| Metric | 3478682:btcusd:triple_gx:zlema120_50_35 | 3478682:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 23.27% | 49.7% |
| Max Drawdown | -32.68% | -28.17% |
| Sharpe | 0.59 | 0.8 |
| Sortino | 0.94 | 1.23 |
| Payoff Ratio | 1.25 | 1.01 |
| Profit Factor | 1.15 | 1.12 |
| Common Sense Ratio | 1.32 | 1.24 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.14 | 1.1 |
| Outlier Win Ratio | 12.78 | 3.59 |
| Outlier Loss Ratio | 3.5 | 3.13 |
| Volatility (ann.) | 31.5% | 45.66% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.45 | 1.06 |
| Skew | 1.33 | 0.52 |
| Kurtosis | 14.19 | 2.82 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.11% | 2.15% |
| Expected Yearly % | 11.03% | 22.35% |
| Kelly Criterion | 1.71% | 2.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.66% | -3.83% |
| Expected Shortfall (cVaR) | -2.66% | -3.83% |
| Year | 3478682:BTCUSD | 3478682:btcusd:triple_gx:zlema120_50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 68.83 | 1.42 | + |
| 2025 | 0.89 | -26.99 | -30.36 | - |
| Metric | 3478682:btcusd:triple_gx:zlema120_50_35 | 3478682:BTCUSD |
|---|---|---|
| MTD | -12.1% | -14.03% |
| 3M | -25.2% | -19.8% |
| 6M | -26.04% | -9.0% |
| YTD | -26.99% | 0.89% |
| 1Y | -20.25% | 3.43% |
| 3Y (ann.) | 14.55% | 29.96% |
| 5Y (ann.) | 14.55% | 29.96% |
| Metric | 3478682:btcusd:triple_gx:zlema120_50_35 | 3478682:BTCUSD |
|---|---|---|
| Max Drawdown | -32.68% | -28.17% |
| Longest DD Days | 258.0 | 161.0 |
| Avg. Drawdown | -5.04% | -7.33% |
| Avg. Drawdown Days | 27.0 | 25.0 |
| Recovery Factor | 0.71 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-11-16 | -32.68 | 258 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-12-14 | 2025-03-02 | -8.64 | 78 |
| 2024-08-04 | 2024-08-08 | -7.22 | 4 |
| 2024-08-09 | 2024-10-16 | -6.74 | 68 |
| 2024-10-29 | 2024-11-06 | -3.99 | 8 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-11-23 | 2024-11-27 | -2.74 | 4 |
| 2024-06-25 | 2024-06-30 | -2.57 | 5 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| Metric | 3478682:btcusd:triple_gx:zlema120_50_35 | 3478682:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -10.99% | -12.33% |
| Best Month | 47.72% | 37.42% |
| Worst Month | -12.57% | -17.69% |
| Best Year | 68.83% | 48.38% |
| Worst Year | -26.99% | 0.89% |
| Avg. Up Day | 2.03% | 2.05% |
| Avg. Down Day | -1.62% | -2.02% |
| Avg. Up Week | 4.77% | 5.12% |
| Avg. Down Week | -3.48% | -3.98% |
| Avg. Up Month | 9.33% | 12.68% |
| Avg. Down Month | -6.29% | -7.91% |
| Win Days % | 45.34% | 50.71% |
| Win Month % | 52.94% | 57.89% |
| Win Week % | 51.92% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |