| Metric | 3478755:btcusd:triple_gx:zlema70_65_35 | 3478755:BTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 130.29% | 82.87% |
| Max Drawdown | -22.14% | -28.17% |
| Sharpe | 2.05 | 1.25 |
| Sortino | 3.75 | 2.0 |
| Payoff Ratio | 1.48 | 1.24 |
| Profit Factor | 1.57 | 1.2 |
| Common Sense Ratio | 2.56 | 1.42 |
| CPC Index | 1.15 | 0.76 |
| Tail Ratio | 1.63 | 1.18 |
| Outlier Win Ratio | 10.46 | 4.11 |
| Outlier Loss Ratio | 3.75 | 3.1 |
| Volatility (ann.) | 35.38% | 47.22% |
| R^2 | 0.57 | 0.57 |
| Calmar | 4.26 | 2.19 |
| Skew | 1.55 | 0.62 |
| Kurtosis | 10.29 | 2.79 |
| Expected Daily % | 0.18% | 0.13% |
| Expected Monthly % | 5.35% | 3.84% |
| Expected Yearly % | 51.75% | 35.23% |
| Kelly Criterion | 15.47% | 11.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.85% | -3.9% |
| Expected Shortfall (cVaR) | -2.85% | -3.9% |
| Year | 3478755:BTCUSD | 3478755:btcusd:triple_gx:zlema70_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 92.45 | 1.91 | + |
| 2025 | 23.24 | 19.66 | 0.85 | - |
| Metric | 3478755:btcusd:triple_gx:zlema70_65_35 | 3478755:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | -0.14% | 20.02% |
| 6M | 20.58% | 14.34% |
| YTD | 19.66% | 23.24% |
| 1Y | 118.93% | 89.62% |
| 3Y (ann.) | 94.41% | 61.77% |
| 5Y (ann.) | 94.41% | 61.77% |
| Metric | 3478755:btcusd:triple_gx:zlema70_65_35 | 3478755:BTCUSD |
|---|---|---|
| Max Drawdown | -22.14% | -28.17% |
| Longest DD Days | 145.0 | 161.0 |
| Avg. Drawdown | -3.48% | -6.17% |
| Avg. Drawdown Days | 15.0 | 22.0 |
| Recovery Factor | 5.88 | 2.94 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-28 | 2025-04-22 | -22.14 | 145 |
| 2024-06-18 | 2024-07-15 | -13.50 | 27 |
| 2025-05-23 | 2025-08-04 | -11.39 | 73 |
| 2024-08-09 | 2024-09-13 | -6.74 | 35 |
| 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 |
| 2024-10-25 | 2024-10-28 | -2.34 | 3 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-08-07 | 2024-08-08 | -1.61 | 1 |
| Metric | 3478755:btcusd:triple_gx:zlema70_65_35 | 3478755:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.05% | -12.33% |
| Best Month | 47.28% | 37.42% |
| Worst Month | -11.73% | -17.69% |
| Best Year | 92.45% | 48.38% |
| Worst Year | 19.66% | 23.24% |
| Avg. Up Day | 2.15% | 2.16% |
| Avg. Down Day | -1.45% | -1.74% |
| Avg. Up Week | 4.87% | 5.37% |
| Avg. Down Week | -3.64% | -3.57% |
| Avg. Up Month | 11.74% | 11.48% |
| Avg. Down Month | -6.84% | -9.34% |
| Win Days % | 49.58% | 50.87% |
| Win Month % | 73.33% | 62.5% |
| Win Week % | 65.22% | 56.72% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |