| Metric | 3478880:btcusd:triple_gx:zlema120_90_35 | 3478880:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 82.91% | 64.31% |
| Max Drawdown | -57.32% | -72.75% |
| Sharpe | 0.59 | 0.5 |
| Sortino | 0.89 | 0.73 |
| Payoff Ratio | 1.21 | 1.07 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.34 | 1.18 |
| CPC Index | 0.65 | 0.57 |
| Tail Ratio | 1.17 | 1.09 |
| Outlier Win Ratio | 12.04 | 4.1 |
| Outlier Loss Ratio | 4.02 | 3.79 |
| Volatility (ann.) | 38.53% | 52.38% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.29 | 0.18 |
| Skew | 0.37 | 0.0 |
| Kurtosis | 12.98 | 4.25 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 1.24% | 1.02% |
| Expected Yearly % | 12.84% | 10.44% |
| Kelly Criterion | 3.24% | 2.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.25% | -4.44% |
| Expected Shortfall (cVaR) | -3.25% | -4.44% |
| Year | 3478880:BTCUSD | 3478880:btcusd:triple_gx:zlema120_90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -51.14 | 0.80 | + |
| 2023 | 155.54 | 158.02 | 1.02 | + |
| 2024 | 121.00 | 73.62 | 0.61 | - |
| 2025 | 0.89 | -15.38 | -17.30 | - |
| Metric | 3478880:btcusd:triple_gx:zlema120_90_35 | 3478880:BTCUSD |
|---|---|---|
| MTD | 0.74% | -14.03% |
| 3M | -10.53% | -19.8% |
| 6M | -15.03% | -9.0% |
| YTD | -15.38% | 0.89% |
| 1Y | -8.29% | 3.43% |
| 3Y (ann.) | 54.34% | 77.28% |
| 5Y (ann.) | 16.43% | 13.33% |
| Metric | 3478880:btcusd:triple_gx:zlema120_90_35 | 3478880:BTCUSD |
|---|---|---|
| Max Drawdown | -57.32% | -72.75% |
| Longest DD Days | 667.0 | 820.0 |
| Avg. Drawdown | -7.41% | -10.87% |
| Avg. Drawdown Days | 53.0 | 67.0 |
| Recovery Factor | 1.45 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-10-23 | -57.32 | 667 |
| 2025-06-10 | 2025-11-16 | -28.18 | 159 |
| 2025-03-03 | 2025-06-09 | -16.66 | 98 |
| 2024-03-12 | 2024-07-15 | -14.15 | 125 |
| 2024-01-09 | 2024-03-11 | -13.80 | 62 |
| 2024-07-22 | 2024-08-08 | -10.52 | 17 |
| 2025-01-22 | 2025-03-02 | -9.81 | 39 |
| 2024-11-23 | 2024-12-11 | -7.17 | 18 |
| 2024-08-09 | 2024-10-26 | -6.74 | 78 |
| 2023-11-18 | 2023-12-20 | -4.67 | 32 |
| Metric | 3478880:btcusd:triple_gx:zlema120_90_35 | 3478880: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 | 43.26% | 43.77% |
| Worst Month | -23.08% | -37.12% |
| Best Year | 158.02% | 155.54% |
| Worst Year | -51.14% | -64.22% |
| Avg. Up Day | 2.17% | 2.18% |
| Avg. Down Day | -1.8% | -2.04% |
| Avg. Up Week | 5.42% | 6.26% |
| Avg. Down Week | -3.7% | -5.46% |
| Avg. Up Month | 10.42% | 13.0% |
| Avg. Down Month | -8.01% | -13.88% |
| Win Days % | 47.08% | 49.65% |
| Win Month % | 56.82% | 55.1% |
| Win Week % | 47.76% | 49.76% |
| Win Quarter % | 52.94% | 47.06% |
| Win Year % | 40.0% | 60.0% |