| Metric | 3478962:btcusd:triple_gx:zlema120_50_40 | 3478962:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 99.28% | 34.91% |
| Max Drawdown | -24.04% | -66.79% |
| Sharpe | 1.19 | 0.53 |
| Sortino | 1.91 | 0.75 |
| Payoff Ratio | 1.43 | 1.22 |
| Profit Factor | 1.41 | 1.09 |
| Common Sense Ratio | 2.06 | 1.12 |
| CPC Index | 0.94 | 0.65 |
| Tail Ratio | 1.46 | 1.03 |
| Outlier Win Ratio | 17.61 | 3.62 |
| Outlier Loss Ratio | 4.54 | 3.51 |
| Volatility (ann.) | 30.91% | 54.75% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.55 | 0.22 |
| Skew | 0.6 | -0.32 |
| Kurtosis | 20.37 | 4.4 |
| Expected Daily % | 0.09% | 0.04% |
| Expected Monthly % | 2.49% | 1.08% |
| Expected Yearly % | 25.84% | 10.5% |
| Kelly Criterion | 9.6% | 6.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.56% | -4.63% |
| Expected Shortfall (cVaR) | -2.56% | -4.63% |
| Year | 3478962:BTCUSD | 3478962:btcusd:triple_gx:zlema120_50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -15.49 | 0.25 | + |
| 2023 | 155.54 | 136.25 | 0.88 | - |
| 2024 | 37.95 | -0.18 | -0.00 | - |
| Metric | 3478962:btcusd:triple_gx:zlema120_50_40 | 3478962:BTCUSD |
|---|---|---|
| MTD | 0.0% | -3.85% |
| 3M | 11.88% | 34.56% |
| 6M | 5.82% | 68.94% |
| YTD | -0.18% | 37.95% |
| 1Y | 45.38% | 107.54% |
| 3Y (ann.) | 37.35% | 14.78% |
| 5Y (ann.) | 37.35% | 14.78% |
| Metric | 3478962:btcusd:triple_gx:zlema120_50_40 | 3478962:BTCUSD |
|---|---|---|
| Max Drawdown | -24.04% | -66.79% |
| Longest DD Days | 275.0 | 682.0 |
| Avg. Drawdown | -4.32% | -14.18% |
| Avg. Drawdown Days | 28.0 | 96.0 |
| Recovery Factor | 4.13 | 0.52 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-02-15 | -24.04 | 275 |
| 2024-01-09 | 2024-05-01 | -17.91 | 113 |
| 2023-04-12 | 2023-06-20 | -8.96 | 69 |
| 2023-08-30 | 2023-10-20 | -7.20 | 51 |
| 2023-02-21 | 2023-03-13 | -7.01 | 20 |
| 2023-11-26 | 2023-12-20 | -5.00 | 24 |
| 2023-11-21 | 2023-11-24 | -4.60 | 3 |
| 2023-03-24 | 2023-03-29 | -4.27 | 5 |
| 2023-07-04 | 2023-08-29 | -3.53 | 56 |
| 2023-02-16 | 2023-02-17 | -3.32 | 1 |
| Metric | 3478962:btcusd:triple_gx:zlema120_50_40 | 3478962:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 10.58% |
| Worst Day | -14.33% | -15.42% |
| Best Week | 23.61% | 35.75% |
| Worst Week | -11.17% | -29.64% |
| Best Month | 26.08% | 43.77% |
| Worst Month | -11.69% | -37.12% |
| Best Year | 136.25% | 155.54% |
| Worst Year | -15.49% | -61.73% |
| Avg. Up Day | 2.24% | 2.25% |
| Avg. Down Day | -1.56% | -1.84% |
| Avg. Up Week | 6.31% | 7.41% |
| Avg. Down Week | -2.45% | -5.18% |
| Avg. Up Month | 10.82% | 14.76% |
| Avg. Down Month | -4.64% | -16.93% |
| Win Days % | 46.74% | 48.73% |
| Win Month % | 65.0% | 55.56% |
| Win Week % | 43.33% | 49.14% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 33.33% | 66.67% |