| Metric | 3478836:btcusd:triple_gx:zlema120_80_35 | 3478836:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 45.53% | 64.31% |
| Max Drawdown | -60.29% | -72.75% |
| Sharpe | 0.44 | 0.5 |
| Sortino | 0.66 | 0.73 |
| Payoff Ratio | 1.19 | 1.06 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.27 | 1.18 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.15 | 1.09 |
| Outlier Win Ratio | 12.67 | 4.1 |
| Outlier Loss Ratio | 3.94 | 3.78 |
| Volatility (ann.) | 38.08% | 52.38% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.16 | 0.18 |
| Skew | 0.4 | 0.0 |
| Kurtosis | 13.53 | 4.25 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 0.77% | 1.02% |
| Expected Yearly % | 7.79% | 10.44% |
| Kelly Criterion | 1.54% | 2.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.23% | -4.44% |
| Expected Shortfall (cVaR) | -3.23% | -4.44% |
| Year | 3478836:BTCUSD | 3478836:btcusd:triple_gx:zlema120_80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -54.46 | 0.85 | + |
| 2023 | 155.54 | 131.14 | 0.84 | - |
| 2024 | 121.00 | 76.81 | 0.63 | - |
| 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.) | 46.51% | 77.28% |
| 5Y (ann.) | 9.91% | 13.33% |
| Metric | 3478836:btcusd:triple_gx:zlema120_80_35 | 3478836:BTCUSD |
|---|---|---|
| Max Drawdown | -60.29% | -72.75% |
| Longest DD Days | 846.0 | 820.0 |
| Avg. Drawdown | -9.28% | -10.87% |
| Avg. Drawdown Days | 87.0 | 67.0 |
| Recovery Factor | 0.76 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2024-04-19 | -60.29 | 846 |
| 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 |
| Metric | 3478836:btcusd:triple_gx:zlema120_80_35 | 3478836: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 | 40.58% | 43.77% |
| Worst Month | -23.08% | -37.12% |
| Best Year | 131.14% | 155.54% |
| Worst Year | -54.46% | -64.22% |
| Avg. Up Day | 2.19% | 2.19% |
| Avg. Down Day | -1.84% | -2.06% |
| Avg. Up Week | 5.07% | 6.2% |
| Avg. Down Week | -4.1% | -5.53% |
| Avg. Up Month | 9.71% | 13.93% |
| Avg. Down Month | -7.91% | -13.88% |
| Win Days % | 46.52% | 49.65% |
| Win Month % | 54.76% | 55.1% |
| Win Week % | 49.6% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |