| Metric | 3478836:btcusd:triple_gx:zlema120_80_35 | 3478836:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 31.68% | 49.7% |
| Max Drawdown | -29.94% | -28.17% |
| Sharpe | 0.72 | 0.8 |
| Sortino | 1.19 | 1.23 |
| Payoff Ratio | 1.31 | 1.17 |
| Profit Factor | 1.18 | 1.12 |
| Common Sense Ratio | 1.45 | 1.24 |
| CPC Index | 0.7 | 0.67 |
| Tail Ratio | 1.23 | 1.1 |
| Outlier Win Ratio | 11.97 | 3.63 |
| Outlier Loss Ratio | 3.48 | 3.0 |
| Volatility (ann.) | 31.73% | 45.66% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.65 | 1.06 |
| Skew | 1.49 | 0.52 |
| Kurtosis | 13.33 | 2.82 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.46% | 2.15% |
| Expected Yearly % | 14.75% | 22.35% |
| Kelly Criterion | 3.43% | 8.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.67% | -3.83% |
| Expected Shortfall (cVaR) | -2.67% | -3.83% |
| Year | 3478836:BTCUSD | 3478836:btcusd:triple_gx:zlema120_80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 66.31 | 1.37 | + |
| 2025 | 0.89 | -20.82 | -23.43 | - |
| Metric | 3478836:btcusd:triple_gx:zlema120_80_35 | 3478836:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | -11.94% | -19.8% |
| 6M | -17.45% | -9.0% |
| YTD | -20.82% | 0.89% |
| 1Y | -16.36% | 3.43% |
| 3Y (ann.) | 19.57% | 29.96% |
| 5Y (ann.) | 19.57% | 29.96% |
| Metric | 3478836:btcusd:triple_gx:zlema120_80_35 | 3478836:BTCUSD |
|---|---|---|
| Max Drawdown | -29.94% | -28.17% |
| Longest DD Days | 258.0 | 161.0 |
| Avg. Drawdown | -6.71% | -7.33% |
| Avg. Drawdown Days | 37.0 | 25.0 |
| Recovery Factor | 1.06 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-11-16 | -29.94 | 258 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2025-01-22 | 2025-03-02 | -9.82 | 39 |
| 2024-11-23 | 2024-12-11 | -7.17 | 18 |
| 2024-08-09 | 2024-10-26 | -6.74 | 78 |
| 2024-07-22 | 2024-08-08 | -4.46 | 17 |
| 2024-12-12 | 2025-01-21 | -4.17 | 40 |
| 2024-10-29 | 2024-11-06 | -3.99 | 8 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-06-25 | 2024-06-30 | -2.57 | 5 |
| Metric | 3478836:btcusd:triple_gx:zlema120_80_35 | 3478836:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.28% | -12.33% |
| Best Month | 40.58% | 37.42% |
| Worst Month | -14.7% | -17.69% |
| Best Year | 66.31% | 48.38% |
| Worst Year | -20.82% | 0.89% |
| Avg. Up Day | 2.01% | 2.02% |
| Avg. Down Day | -1.54% | -1.73% |
| Avg. Up Week | 4.63% | 5.13% |
| Avg. Down Week | -3.33% | -4.17% |
| Avg. Up Month | 6.79% | 11.77% |
| Avg. Down Month | -6.96% | -7.56% |
| Win Days % | 45.24% | 50.71% |
| Win Month % | 68.75% | 57.89% |
| Win Week % | 48.98% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |