| Metric | 3478682:btcusd:triple_gx:zlema120_50_35 | 3478682:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 28.17% | 64.31% |
| Max Drawdown | -62.01% | -72.75% |
| Sharpe | 0.35 | 0.5 |
| Sortino | 0.53 | 0.73 |
| Payoff Ratio | 1.15 | 0.96 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.12 | 1.18 |
| CPC Index | 0.58 | 0.51 |
| Tail Ratio | 1.02 | 1.09 |
| Outlier Win Ratio | 13.98 | 4.1 |
| Outlier Loss Ratio | 3.88 | 3.78 |
| Volatility (ann.) | 37.37% | 52.38% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.1 | 0.18 |
| Skew | 0.4 | 0.0 |
| Kurtosis | 14.72 | 4.25 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 0.51% | 1.02% |
| Expected Yearly % | 5.09% | 10.44% |
| Kelly Criterion | -0.42% | -3.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.18% | -4.44% |
| Expected Shortfall (cVaR) | -3.18% | -4.44% |
| Year | 3478682:BTCUSD | 3478682:btcusd:triple_gx:zlema120_50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -56.27 | 0.88 | + |
| 2023 | 155.54 | 138.40 | 0.89 | - |
| 2024 | 121.00 | 70.51 | 0.58 | - |
| 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.) | 42.53% | 77.28% |
| 5Y (ann.) | 6.45% | 13.33% |
| Metric | 3478682:btcusd:triple_gx:zlema120_50_35 | 3478682:BTCUSD |
|---|---|---|
| Max Drawdown | -62.01% | -72.75% |
| Longest DD Days | 744.0 | 820.0 |
| Avg. Drawdown | -8.55% | -10.87% |
| Avg. Drawdown Days | 72.0 | 67.0 |
| Recovery Factor | 0.45 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2024-01-08 | -62.01 | 744 |
| 2025-03-03 | 2025-11-16 | -32.68 | 258 |
| 2024-03-12 | 2024-07-19 | -15.75 | 129 |
| 2024-01-09 | 2024-03-11 | -13.56 | 62 |
| 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 |
| Metric | 3478682:btcusd:triple_gx:zlema120_50_35 | 3478682: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 | 47.72% | 43.77% |
| Worst Month | -24.34% | -37.12% |
| Best Year | 138.4% | 155.54% |
| Worst Year | -56.27% | -64.22% |
| Avg. Up Day | 2.2% | 2.22% |
| Avg. Down Day | -1.92% | -2.32% |
| Avg. Up Week | 5.56% | 6.59% |
| Avg. Down Week | -3.83% | -5.42% |
| Avg. Up Month | 10.34% | 13.79% |
| Avg. Down Month | -8.15% | -13.18% |
| Win Days % | 46.31% | 49.65% |
| Win Month % | 52.38% | 55.1% |
| Win Week % | 44.96% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |