| Metric | 3478738:btcusd:triple_gx:zlema120_60_35 | 3478738:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 39.9% | 64.31% |
| Max Drawdown | -57.55% | -72.75% |
| Sharpe | 0.41 | 0.5 |
| Sortino | 0.62 | 0.73 |
| Payoff Ratio | 1.21 | 1.01 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.22 | 1.18 |
| CPC Index | 0.61 | 0.54 |
| Tail Ratio | 1.11 | 1.09 |
| Outlier Win Ratio | 13.75 | 4.1 |
| Outlier Loss Ratio | 3.9 | 3.75 |
| Volatility (ann.) | 37.31% | 52.38% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.15 | 0.18 |
| Skew | 0.44 | 0.0 |
| Kurtosis | 14.67 | 4.25 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 0.69% | 1.02% |
| Expected Yearly % | 6.95% | 10.44% |
| Kelly Criterion | 1.2% | -0.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.17% | -4.44% |
| Expected Shortfall (cVaR) | -3.17% | -4.44% |
| Year | 3478738:BTCUSD | 3478738:btcusd:triple_gx:zlema120_60_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -51.32 | 0.80 | + |
| 2023 | 155.54 | 130.80 | 0.84 | - |
| 2024 | 121.00 | 78.27 | 0.65 | - |
| 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.) | 41.43% | 77.28% |
| 5Y (ann.) | 8.83% | 13.33% |
| Metric | 3478738:btcusd:triple_gx:zlema120_60_35 | 3478738:BTCUSD |
|---|---|---|
| Max Drawdown | -57.55% | -72.75% |
| Longest DD Days | 676.0 | 820.0 |
| Avg. Drawdown | -7.11% | -10.87% |
| Avg. Drawdown Days | 66.0 | 67.0 |
| Recovery Factor | 0.69 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-11-01 | -57.55 | 676 |
| 2025-03-03 | 2025-11-16 | -33.49 | 258 |
| 2023-12-23 | 2024-07-15 | -15.96 | 205 |
| 2024-12-14 | 2025-03-02 | -10.06 | 78 |
| 2024-08-09 | 2024-10-26 | -6.74 | 78 |
| 2023-12-15 | 2023-12-20 | -3.90 | 5 |
| 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 |
| 2023-11-02 | 2023-11-22 | -2.00 | 20 |
| Metric | 3478738:btcusd:triple_gx:zlema120_60_35 | 3478738: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 | 130.8% | 155.54% |
| Worst Year | -51.32% | -64.22% |
| Avg. Up Day | 2.24% | 2.25% |
| Avg. Down Day | -1.85% | -2.22% |
| Avg. Up Week | 5.26% | 6.62% |
| Avg. Down Week | -3.94% | -5.43% |
| Avg. Up Month | 11.31% | 14.51% |
| Avg. Down Month | -7.81% | -13.18% |
| Win Days % | 45.93% | 49.65% |
| Win Month % | 47.62% | 55.1% |
| Win Week % | 46.83% | 49.76% |
| Win Quarter % | 41.18% | 47.06% |
| Win Year % | 40.0% | 60.0% |