| Metric | 3478894:btcusd:triple_gx:zlema120_95_35 | 3478894:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 58.59% | 64.31% |
| Max Drawdown | -59.37% | -72.75% |
| Sharpe | 0.49 | 0.5 |
| Sortino | 0.74 | 0.73 |
| Payoff Ratio | 1.21 | 1.07 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.25 | 1.18 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.12 | 1.09 |
| Outlier Win Ratio | 11.79 | 4.1 |
| Outlier Loss Ratio | 4.04 | 3.79 |
| Volatility (ann.) | 38.8% | 52.38% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.21 | 0.18 |
| Skew | 0.36 | 0.0 |
| Kurtosis | 12.59 | 4.25 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 0.95% | 1.02% |
| Expected Yearly % | 9.66% | 10.44% |
| Kelly Criterion | 1.83% | 2.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.29% | -4.44% |
| Expected Shortfall (cVaR) | -3.29% | -4.44% |
| Year | 3478894:BTCUSD | 3478894:btcusd:triple_gx:zlema120_95_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -53.49 | 0.83 | + |
| 2023 | 155.54 | 156.22 | 1.00 | + |
| 2024 | 121.00 | 76.74 | 0.63 | - |
| 2025 | 0.89 | -23.75 | -26.72 | - |
| Metric | 3478894:btcusd:triple_gx:zlema120_95_35 | 3478894:BTCUSD |
|---|---|---|
| MTD | -4.43% | -14.03% |
| 3M | -15.12% | -19.8% |
| 6M | -20.28% | -9.0% |
| YTD | -23.75% | 0.89% |
| 1Y | -20.2% | 3.43% |
| 3Y (ann.) | 49.62% | 77.28% |
| 5Y (ann.) | 12.32% | 13.33% |
| Metric | 3478894:btcusd:triple_gx:zlema120_95_35 | 3478894:BTCUSD |
|---|---|---|
| Max Drawdown | -59.37% | -72.75% |
| Longest DD Days | 676.0 | 820.0 |
| Avg. Drawdown | -7.06% | -10.87% |
| Avg. Drawdown Days | 52.0 | 67.0 |
| Recovery Factor | 0.99 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-11-01 | -59.37 | 676 |
| 2024-12-18 | 2025-11-16 | -29.48 | 333 |
| 2024-03-12 | 2024-04-20 | -14.15 | 39 |
| 2024-01-09 | 2024-03-11 | -13.56 | 62 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-07-22 | 2024-08-08 | -8.93 | 17 |
| 2024-11-23 | 2024-12-11 | -7.17 | 18 |
| 2024-08-09 | 2024-10-26 | -6.74 | 78 |
| 2024-10-29 | 2024-11-06 | -3.99 | 8 |
| 2023-12-15 | 2023-12-20 | -3.90 | 5 |
| Metric | 3478894:btcusd:triple_gx:zlema120_95_35 | 3478894: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 | 156.22% | 155.54% |
| Worst Year | -53.49% | -64.22% |
| Avg. Up Day | 2.18% | 2.19% |
| Avg. Down Day | -1.8% | -2.05% |
| Avg. Up Week | 5.19% | 6.23% |
| Avg. Down Week | -3.82% | -5.39% |
| Avg. Up Month | 9.94% | 13.34% |
| Avg. Down Month | -7.41% | -13.18% |
| Win Days % | 46.29% | 49.65% |
| Win Month % | 52.27% | 55.1% |
| Win Week % | 48.51% | 49.76% |
| Win Quarter % | 52.94% | 47.06% |
| Win Year % | 40.0% | 60.0% |