| Metric | 3478762:btcusd:triple_gx:zlema120_65_35 | 3478762:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 59.74% | 64.31% |
| Max Drawdown | -59.3% | -72.75% |
| Sharpe | 0.5 | 0.5 |
| Sortino | 0.76 | 0.73 |
| Payoff Ratio | 1.2 | 1.01 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.27 | 1.18 |
| CPC Index | 0.63 | 0.54 |
| Tail Ratio | 1.13 | 1.09 |
| Outlier Win Ratio | 13.18 | 4.1 |
| Outlier Loss Ratio | 3.96 | 3.78 |
| Volatility (ann.) | 37.77% | 52.38% |
| R^2 | 0.52 | 0.52 |
| Calmar | 0.21 | 0.18 |
| Skew | 0.42 | 0.0 |
| Kurtosis | 14.09 | 4.25 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 0.96% | 1.02% |
| Expected Yearly % | 9.82% | 10.44% |
| Kelly Criterion | 1.93% | -0.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.2% | -4.44% |
| Expected Shortfall (cVaR) | -3.2% | -4.44% |
| Year | 3478762:BTCUSD | 3478762:btcusd:triple_gx:zlema120_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -53.32 | 0.83 | + |
| 2023 | 155.54 | 132.60 | 0.85 | - |
| 2024 | 121.00 | 90.83 | 0.75 | - |
| 2025 | 0.89 | -21.94 | -24.68 | - |
| Metric | 3478762:btcusd:triple_gx:zlema120_65_35 | 3478762:BTCUSD |
|---|---|---|
| MTD | -8.73% | -14.03% |
| 3M | -19.01% | -19.8% |
| 6M | -21.7% | -9.0% |
| YTD | -21.94% | 0.89% |
| 1Y | -19.77% | 3.43% |
| 3Y (ann.) | 49.89% | 77.28% |
| 5Y (ann.) | 12.52% | 13.33% |
| Metric | 3478762:btcusd:triple_gx:zlema120_65_35 | 3478762:BTCUSD |
|---|---|---|
| Max Drawdown | -59.3% | -72.75% |
| Longest DD Days | 732.0 | 820.0 |
| Avg. Drawdown | -8.19% | -10.87% |
| Avg. Drawdown Days | 73.0 | 67.0 |
| Recovery Factor | 1.01 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-12-27 | -59.30 | 732 |
| 2024-11-28 | 2025-11-16 | -27.32 | 353 |
| 2024-03-12 | 2024-04-18 | -14.15 | 37 |
| 2024-01-09 | 2024-03-11 | -13.56 | 62 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-08-09 | 2024-10-26 | -6.74 | 78 |
| 2024-10-29 | 2024-11-06 | -3.99 | 8 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-04-21 | 2024-06-30 | -2.76 | 70 |
| 2024-11-23 | 2024-11-27 | -2.74 | 4 |
| Metric | 3478762:btcusd:triple_gx:zlema120_65_35 | 3478762: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 | 47.28% | 43.77% |
| Worst Month | -24.17% | -37.12% |
| Best Year | 132.6% | 155.54% |
| Worst Year | -53.32% | -64.22% |
| Avg. Up Day | 2.22% | 2.23% |
| Avg. Down Day | -1.85% | -2.21% |
| Avg. Up Week | 5.4% | 6.48% |
| Avg. Down Week | -4.04% | -5.52% |
| Avg. Up Month | 10.34% | 13.93% |
| Avg. Down Month | -8.54% | -13.97% |
| Win Days % | 46.45% | 49.65% |
| Win Month % | 56.1% | 55.1% |
| Win Week % | 49.19% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |