| Metric | 3478710:btcusd:triple_gx:zlema120_55_35 | 3478710:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 17.78% | 49.7% |
| Max Drawdown | -30.21% | -28.17% |
| Sharpe | 0.49 | 0.8 |
| Sortino | 0.79 | 1.23 |
| Payoff Ratio | 1.27 | 1.03 |
| Profit Factor | 1.13 | 1.12 |
| Common Sense Ratio | 1.28 | 1.24 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.14 | 1.1 |
| Outlier Win Ratio | 13.01 | 3.59 |
| Outlier Loss Ratio | 3.63 | 3.13 |
| Volatility (ann.) | 31.23% | 45.66% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.37 | 1.06 |
| Skew | 1.37 | 0.52 |
| Kurtosis | 14.77 | 2.82 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 0.87% | 2.15% |
| Expected Yearly % | 8.53% | 22.35% |
| Kelly Criterion | 0.95% | 2.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.65% | -3.83% |
| Expected Shortfall (cVaR) | -2.65% | -3.83% |
| Year | 3478710:BTCUSD | 3478710:btcusd:triple_gx:zlema120_55_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 59.95 | 1.24 | + |
| 2025 | 0.89 | -26.36 | -29.66 | - |
| Metric | 3478710:btcusd:triple_gx:zlema120_55_35 | 3478710:BTCUSD |
|---|---|---|
| MTD | -7.27% | -14.03% |
| 3M | -20.46% | -19.8% |
| 6M | -22.71% | -9.0% |
| YTD | -26.36% | 0.89% |
| 1Y | -20.23% | 3.43% |
| 3Y (ann.) | 11.22% | 29.96% |
| 5Y (ann.) | 11.22% | 29.96% |
| Metric | 3478710:btcusd:triple_gx:zlema120_55_35 | 3478710:BTCUSD |
|---|---|---|
| Max Drawdown | -30.21% | -28.17% |
| Longest DD Days | 337.0 | 161.0 |
| Avg. Drawdown | -5.06% | -7.33% |
| Avg. Drawdown Days | 32.0 | 25.0 |
| Recovery Factor | 0.59 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-11-16 | -30.21 | 337 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-07-22 | 2024-08-08 | -8.24 | 17 |
| 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 |
| 2024-11-28 | 2024-12-11 | -1.33 | 13 |
| Metric | 3478710:btcusd:triple_gx:zlema120_55_35 | 3478710: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 | 43.95% | 37.42% |
| Worst Month | -12.57% | -17.69% |
| Best Year | 59.95% | 48.38% |
| Worst Year | -26.36% | 0.89% |
| Avg. Up Day | 1.98% | 2.0% |
| Avg. Down Day | -1.56% | -1.95% |
| Avg. Up Week | 4.73% | 5.4% |
| Avg. Down Week | -3.55% | -4.07% |
| Avg. Up Month | 9.84% | 12.98% |
| Avg. Down Month | -5.84% | -7.91% |
| Win Days % | 44.58% | 50.71% |
| Win Month % | 47.06% | 57.89% |
| Win Week % | 52.0% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |