| Metric | 3478905:btcusd:triple_gx:zlema140_95_35 | 3478905:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 6.31% | 49.7% |
| Max Drawdown | -35.14% | -28.17% |
| Sharpe | 0.28 | 0.8 |
| Sortino | 0.44 | 1.23 |
| Payoff Ratio | 1.21 | 1.09 |
| Profit Factor | 1.07 | 1.12 |
| Common Sense Ratio | 1.1 | 1.24 |
| CPC Index | 0.57 | 0.62 |
| Tail Ratio | 1.03 | 1.1 |
| Outlier Win Ratio | 12.38 | 3.63 |
| Outlier Loss Ratio | 3.71 | 3.32 |
| Volatility (ann.) | 32.27% | 45.66% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.12 | 1.06 |
| Skew | 1.24 | 0.52 |
| Kurtosis | 13.05 | 2.82 |
| Expected Daily % | 0.01% | 0.07% |
| Expected Monthly % | 0.32% | 2.15% |
| Expected Yearly % | 3.11% | 22.35% |
| Kelly Criterion | -2.17% | 5.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.75% | -3.83% |
| Expected Shortfall (cVaR) | -2.75% | -3.83% |
| Year | 3478905:BTCUSD | 3478905:btcusd:triple_gx:zlema140_95_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 51.60 | 1.07 | + |
| 2025 | 0.89 | -29.87 | -33.61 | - |
| Metric | 3478905:btcusd:triple_gx:zlema140_95_35 | 3478905:BTCUSD |
|---|---|---|
| MTD | -4.43% | -14.03% |
| 3M | -15.12% | -19.8% |
| 6M | -27.2% | -9.0% |
| YTD | -29.87% | 0.89% |
| 1Y | -26.61% | 3.43% |
| 3Y (ann.) | 4.05% | 29.96% |
| 5Y (ann.) | 4.05% | 29.96% |
| Metric | 3478905:btcusd:triple_gx:zlema140_95_35 | 3478905:BTCUSD |
|---|---|---|
| Max Drawdown | -35.14% | -28.17% |
| Longest DD Days | 333.0 | 161.0 |
| Avg. Drawdown | -7.1% | -7.33% |
| Avg. Drawdown Days | 44.0 | 25.0 |
| Recovery Factor | 0.18 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-11-16 | -35.14 | 333 |
| 2024-06-28 | 2024-07-15 | -11.49 | 17 |
| 2024-07-22 | 2024-08-08 | -8.93 | 17 |
| 2024-11-23 | 2024-12-11 | -7.17 | 18 |
| 2024-08-09 | 2024-11-06 | -6.74 | 89 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| 2024-11-12 | 2024-11-13 | -0.83 | 1 |
| Metric | 3478905:btcusd:triple_gx:zlema140_95_35 | 3478905:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.3% | -12.33% |
| Best Month | 40.01% | 37.42% |
| Worst Month | -15.61% | -17.69% |
| Best Year | 51.6% | 48.38% |
| Worst Year | -29.87% | 0.89% |
| Avg. Up Day | 1.99% | 2.0% |
| Avg. Down Day | -1.64% | -1.84% |
| Avg. Up Week | 4.21% | 5.72% |
| Avg. Down Week | -3.48% | -4.22% |
| Avg. Up Month | 10.66% | 13.94% |
| Avg. Down Month | -5.02% | -7.8% |
| Win Days % | 44.05% | 50.71% |
| Win Month % | 35.29% | 57.89% |
| Win Week % | 50.0% | 52.44% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 100.0% |