| Metric | 3478710:btcusd:triple_gx:zlema120_55_35 | 3478710:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 20.23% | 64.31% |
| Max Drawdown | -60.05% | -72.75% |
| Sharpe | 0.31 | 0.5 |
| Sortino | 0.46 | 0.73 |
| Payoff Ratio | 1.16 | 0.96 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.15 | 1.18 |
| CPC Index | 0.58 | 0.52 |
| Tail Ratio | 1.07 | 1.09 |
| Outlier Win Ratio | 14.17 | 4.1 |
| Outlier Loss Ratio | 3.86 | 3.78 |
| Volatility (ann.) | 37.19% | 52.38% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.08 | 0.18 |
| Skew | 0.39 | 0.0 |
| Kurtosis | 14.96 | 4.25 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.38% | 1.02% |
| Expected Yearly % | 3.75% | 10.44% |
| Kelly Criterion | -0.22% | -2.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.17% | -4.44% |
| Expected Shortfall (cVaR) | -3.17% | -4.44% |
| Year | 3478710:BTCUSD | 3478710:btcusd:triple_gx:zlema120_55_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -54.01 | 0.84 | + |
| 2023 | 155.54 | 130.20 | 0.84 | - |
| 2024 | 121.00 | 56.18 | 0.46 | - |
| 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.) | 37.21% | 77.28% |
| 5Y (ann.) | 4.75% | 13.33% |
| Metric | 3478710:btcusd:triple_gx:zlema120_55_35 | 3478710:BTCUSD |
|---|---|---|
| Max Drawdown | -60.05% | -72.75% |
| Longest DD Days | 807.0 | 820.0 |
| Avg. Drawdown | -8.54% | -10.87% |
| Avg. Drawdown Days | 87.0 | 67.0 |
| Recovery Factor | 0.34 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2024-03-11 | -60.05 | 807 |
| 2024-12-14 | 2025-11-16 | -30.21 | 337 |
| 2024-03-12 | 2024-07-19 | -15.31 | 129 |
| 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 |
| 2024-11-28 | 2024-12-11 | -1.33 | 13 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| Metric | 3478710:btcusd:triple_gx:zlema120_55_35 | 3478710: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 | 43.95% | 43.77% |
| Worst Month | -22.62% | -37.12% |
| Best Year | 130.2% | 155.54% |
| Worst Year | -54.01% | -64.22% |
| Avg. Up Day | 2.2% | 2.21% |
| Avg. Down Day | -1.9% | -2.3% |
| Avg. Up Week | 5.07% | 6.55% |
| Avg. Down Week | -4.01% | -5.55% |
| Avg. Up Month | 10.4% | 13.96% |
| Avg. Down Month | -7.68% | -13.18% |
| Win Days % | 46.2% | 49.65% |
| Win Month % | 50.0% | 55.1% |
| Win Week % | 48.39% | 49.76% |
| Win Quarter % | 41.18% | 47.06% |
| Win Year % | 40.0% | 60.0% |