| Metric | 3478962:btcusd:triple_gx:zlema120_50_40 | 3478962:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 70.26% | 64.31% |
| Max Drawdown | -58.3% | -72.75% |
| Sharpe | 0.55 | 0.5 |
| Sortino | 0.82 | 0.73 |
| Payoff Ratio | 1.24 | 1.05 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.27 | 1.18 |
| CPC Index | 0.65 | 0.56 |
| Tail Ratio | 1.11 | 1.09 |
| Outlier Win Ratio | 13.0 | 4.0 |
| Outlier Loss Ratio | 4.03 | 3.74 |
| Volatility (ann.) | 37.26% | 52.38% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.25 | 0.18 |
| Skew | 0.37 | 0.0 |
| Kurtosis | 14.46 | 4.25 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 1.09% | 1.02% |
| Expected Yearly % | 11.23% | 10.44% |
| Kelly Criterion | 2.56% | 1.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.15% | -4.44% |
| Expected Shortfall (cVaR) | -3.15% | -4.44% |
| Year | 3478962:BTCUSD | 3478962:btcusd:triple_gx:zlema120_50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -52.27 | 0.81 | + |
| 2023 | 155.54 | 131.48 | 0.85 | - |
| 2024 | 121.00 | 94.71 | 0.78 | - |
| 2025 | 0.89 | -19.86 | -22.34 | - |
| Metric | 3478962:btcusd:triple_gx:zlema120_50_40 | 3478962:BTCUSD |
|---|---|---|
| MTD | -6.93% | -14.03% |
| 3M | -17.88% | -19.8% |
| 6M | -14.57% | -9.0% |
| YTD | -19.86% | 0.89% |
| 1Y | -11.09% | 3.43% |
| 3Y (ann.) | 51.88% | 77.28% |
| 5Y (ann.) | 14.34% | 13.33% |
| Metric | 3478962:btcusd:triple_gx:zlema120_50_40 | 3478962:BTCUSD |
|---|---|---|
| Max Drawdown | -58.3% | -72.75% |
| Longest DD Days | 699.0 | 820.0 |
| Avg. Drawdown | -6.87% | -10.87% |
| Avg. Drawdown Days | 68.0 | 67.0 |
| Recovery Factor | 1.21 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-11-24 | -58.30 | 699 |
| 2025-01-22 | 2025-11-16 | -22.75 | 298 |
| 2024-01-09 | 2024-07-15 | -18.01 | 188 |
| 2024-08-09 | 2024-10-15 | -6.74 | 67 |
| 2024-11-23 | 2024-12-15 | -6.43 | 22 |
| 2024-07-22 | 2024-08-08 | -5.14 | 17 |
| 2023-11-26 | 2023-12-20 | -5.12 | 24 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-12-21 | 2024-12-24 | -3.07 | 3 |
| 2023-12-23 | 2024-01-08 | -1.76 | 16 |
| Metric | 3478962:btcusd:triple_gx:zlema120_50_40 | 3478962: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 | 33.55% | 43.77% |
| Worst Month | -21.77% | -37.12% |
| Best Year | 131.48% | 155.54% |
| Worst Year | -52.27% | -64.22% |
| Avg. Up Day | 2.22% | 2.23% |
| Avg. Down Day | -1.79% | -2.13% |
| Avg. Up Week | 5.67% | 6.56% |
| Avg. Down Week | -3.68% | -5.39% |
| Avg. Up Month | 11.26% | 13.69% |
| Avg. Down Month | -7.42% | -13.89% |
| Win Days % | 45.98% | 49.65% |
| Win Month % | 51.16% | 55.1% |
| Win Week % | 45.59% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |