| Metric | 3479150:btcusd:triple_gx:zlema120_90_40 | 3479150:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 95.39% | 36.84% |
| Max Drawdown | -16.66% | -26.0% |
| Sharpe | 2.2 | 0.95 |
| Sortino | 4.11 | 1.49 |
| Payoff Ratio | 1.68 | 1.45 |
| Profit Factor | 1.67 | 1.15 |
| Common Sense Ratio | 2.78 | 1.28 |
| CPC Index | 1.36 | 0.83 |
| Tail Ratio | 1.67 | 1.12 |
| Outlier Win Ratio | 11.83 | 4.19 |
| Outlier Loss Ratio | 3.64 | 3.02 |
| Volatility (ann.) | 37.34% | 50.61% |
| R^2 | 0.55 | 0.55 |
| Calmar | 6.76 | 1.63 |
| Skew | 1.6 | 0.59 |
| Kurtosis | 10.36 | 2.45 |
| Expected Daily % | 0.21% | 0.1% |
| Expected Monthly % | 6.28% | 2.89% |
| Expected Yearly % | 39.78% | 16.98% |
| Kelly Criterion | 17.99% | 15.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.99% | -4.23% |
| Expected Shortfall (cVaR) | -2.99% | -4.23% |
| Year | 3479150:BTCUSD | 3479150:btcusd:triple_gx:zlema120_90_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 109.10 | 2.25 | + |
| 2025 | -7.78 | -6.56 | 0.84 | + |
| Metric | 3479150:btcusd:triple_gx:zlema120_90_40 | 3479150:BTCUSD |
|---|---|---|
| MTD | -0.71% | 2.13% |
| 3M | -5.88% | -11.94% |
| 6M | 46.07% | 36.2% |
| YTD | -6.56% | -7.78% |
| 1Y | 95.39% | 36.84% |
| 3Y (ann.) | 112.67% | 42.38% |
| 5Y (ann.) | 112.67% | 42.38% |
| Metric | 3479150:btcusd:triple_gx:zlema120_90_40 | 3479150:BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -26.0% |
| Longest DD Days | 59.0 | 161.0 |
| Avg. Drawdown | -4.19% | -6.87% |
| Avg. Drawdown Days | 12.0 | 21.0 |
| Recovery Factor | 5.72 | 1.42 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-23 | -16.66 | 20 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2025-01-22 | 2025-03-02 | -9.34 | 39 |
| 2024-11-23 | 2025-01-21 | -7.17 | 59 |
| 2024-08-09 | 2024-08-23 | -6.74 | 14 |
| 2024-07-22 | 2024-08-06 | -4.11 | 15 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-10-30 | 2024-11-06 | -2.21 | 7 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-08-07 | 2024-08-08 | -1.61 | 1 |
| Metric | 3479150:btcusd:triple_gx:zlema120_90_40 | 3479150:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.09% | -12.33% |
| Best Month | 36.89% | 37.42% |
| Worst Month | -6.02% | -17.69% |
| Best Year | 109.1% | 48.38% |
| Worst Year | -6.56% | -7.78% |
| Avg. Up Day | 2.6% | 2.61% |
| Avg. Down Day | -1.55% | -1.8% |
| Avg. Up Week | 6.39% | 6.54% |
| Avg. Down Week | -2.53% | -4.79% |
| Avg. Up Month | 14.39% | 15.28% |
| Avg. Down Month | -6.02% | -17.69% |
| Win Days % | 48.61% | 49.69% |
| Win Month % | 77.78% | 63.64% |
| Win Week % | 60.0% | 52.08% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |