| Metric | 3478738:btcusd:triple_gx:zlema120_60_35 | 3478738:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 23.36% | 49.7% |
| Max Drawdown | -33.49% | -28.17% |
| Sharpe | 0.59 | 0.8 |
| Sortino | 0.97 | 1.23 |
| Payoff Ratio | 1.29 | 1.05 |
| Profit Factor | 1.15 | 1.12 |
| Common Sense Ratio | 1.29 | 1.24 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.12 | 1.1 |
| Outlier Win Ratio | 12.86 | 3.59 |
| Outlier Loss Ratio | 3.51 | 3.0 |
| Volatility (ann.) | 30.94% | 45.66% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.44 | 1.06 |
| Skew | 1.54 | 0.52 |
| Kurtosis | 14.82 | 2.82 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.11% | 2.15% |
| Expected Yearly % | 11.07% | 22.35% |
| Kelly Criterion | 2.19% | 3.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.61% | -3.83% |
| Expected Shortfall (cVaR) | -2.61% | -3.83% |
| Year | 3478738:BTCUSD | 3478738:btcusd:triple_gx:zlema120_60_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 74.41 | 1.54 | + |
| 2025 | 0.89 | -29.27 | -32.93 | - |
| Metric | 3478738:btcusd:triple_gx:zlema120_60_35 | 3478738:BTCUSD |
|---|---|---|
| MTD | -8.73% | -14.03% |
| 3M | -22.55% | -19.8% |
| 6M | -26.64% | -9.0% |
| YTD | -29.27% | 0.89% |
| 1Y | -22.85% | 3.43% |
| 3Y (ann.) | 14.61% | 29.96% |
| 5Y (ann.) | 14.61% | 29.96% |
| Metric | 3478738:btcusd:triple_gx:zlema120_60_35 | 3478738:BTCUSD |
|---|---|---|
| Max Drawdown | -33.49% | -28.17% |
| Longest DD Days | 258.0 | 161.0 |
| Avg. Drawdown | -5.48% | -7.33% |
| Avg. Drawdown Days | 32.0 | 25.0 |
| Recovery Factor | 0.7 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-11-16 | -33.49 | 258 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-12-14 | 2025-03-02 | -10.06 | 78 |
| 2024-08-09 | 2024-10-26 | -6.74 | 78 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-10-30 | 2024-11-06 | -3.46 | 7 |
| 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 |
| 2024-08-07 | 2024-08-08 | -1.61 | 1 |
| Metric | 3478738:btcusd:triple_gx:zlema120_60_35 | 3478738: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 | -14.63% | -17.69% |
| Best Year | 74.41% | 48.38% |
| Worst Year | -29.27% | 0.89% |
| Avg. Up Day | 1.98% | 1.99% |
| Avg. Down Day | -1.53% | -1.9% |
| Avg. Up Week | 5.16% | 5.69% |
| Avg. Down Week | -3.36% | -3.87% |
| Avg. Up Month | 8.17% | 12.68% |
| Avg. Down Month | -6.12% | -7.91% |
| Win Days % | 44.81% | 50.71% |
| Win Month % | 52.94% | 57.89% |
| Win Week % | 46.0% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |