| Metric | 3478795:btcusd:triple_gx:zlema120_70_35 | 3478795:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 36.0% | 64.31% |
| Max Drawdown | -62.45% | -72.75% |
| Sharpe | 0.39 | 0.5 |
| Sortino | 0.59 | 0.73 |
| Payoff Ratio | 1.18 | 1.02 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.22 | 1.18 |
| CPC Index | 0.6 | 0.55 |
| Tail Ratio | 1.11 | 1.09 |
| Outlier Win Ratio | 13.14 | 4.1 |
| Outlier Loss Ratio | 3.9 | 3.78 |
| Volatility (ann.) | 37.85% | 52.38% |
| R^2 | 0.52 | 0.52 |
| Calmar | 0.13 | 0.18 |
| Skew | 0.4 | 0.0 |
| Kurtosis | 13.89 | 4.25 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 0.63% | 1.02% |
| Expected Yearly % | 6.34% | 10.44% |
| Kelly Criterion | 1.05% | 0.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.22% | -4.44% |
| Expected Shortfall (cVaR) | -3.22% | -4.44% |
| Year | 3478795:BTCUSD | 3478795:btcusd:triple_gx:zlema120_70_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -56.93 | 0.89 | + |
| 2023 | 155.54 | 129.80 | 0.83 | - |
| 2024 | 121.00 | 81.67 | 0.67 | - |
| 2025 | 0.89 | -23.40 | -26.33 | - |
| Metric | 3478795:btcusd:triple_gx:zlema120_70_35 | 3478795:BTCUSD |
|---|---|---|
| MTD | -5.63% | -14.03% |
| 3M | -16.25% | -19.8% |
| 6M | -23.14% | -9.0% |
| YTD | -23.4% | 0.89% |
| 1Y | -17.58% | 3.43% |
| 3Y (ann.) | 45.94% | 77.28% |
| 5Y (ann.) | 8.05% | 13.33% |
| Metric | 3478795:btcusd:triple_gx:zlema120_70_35 | 3478795:BTCUSD |
|---|---|---|
| Max Drawdown | -62.45% | -72.75% |
| Longest DD Days | 933.0 | 820.0 |
| Avg. Drawdown | -9.02% | -10.87% |
| Avg. Drawdown Days | 108.0 | 67.0 |
| Recovery Factor | 0.58 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2024-07-15 | -62.45 | 933 |
| 2024-12-12 | 2025-11-16 | -28.94 | 339 |
| 2024-08-09 | 2024-10-26 | -6.74 | 78 |
| 2024-10-29 | 2024-11-06 | -3.99 | 8 |
| 2024-07-22 | 2024-08-08 | -3.64 | 17 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-11-23 | 2024-11-27 | -2.74 | 4 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-11-12 | 2024-11-13 | -0.83 | 1 |
| Metric | 3478795:btcusd:triple_gx:zlema120_70_35 | 3478795: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 | 129.8% | 155.54% |
| Worst Year | -56.93% | -64.22% |
| Avg. Up Day | 2.2% | 2.21% |
| Avg. Down Day | -1.86% | -2.16% |
| Avg. Up Week | 5.56% | 6.59% |
| Avg. Down Week | -4.05% | -5.43% |
| Avg. Up Month | 10.41% | 14.52% |
| Avg. Down Month | -8.16% | -13.97% |
| Win Days % | 46.41% | 49.65% |
| Win Month % | 51.16% | 55.1% |
| Win Week % | 46.03% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |