| Metric | 3479150:btcusd:triple_gx:zlema120_90_40 | 3479150:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 84.55% | 72.05% |
| Max Drawdown | -16.66% | -28.17% |
| Sharpe | 1.57 | 1.1 |
| Sortino | 2.84 | 1.75 |
| Payoff Ratio | 1.51 | 1.3 |
| Profit Factor | 1.45 | 1.18 |
| Common Sense Ratio | 2.17 | 1.34 |
| CPC Index | 1.03 | 0.77 |
| Tail Ratio | 1.5 | 1.14 |
| Outlier Win Ratio | 11.75 | 3.79 |
| Outlier Loss Ratio | 3.63 | 2.93 |
| Volatility (ann.) | 32.58% | 46.71% |
| R^2 | 0.49 | 0.49 |
| Calmar | 3.52 | 1.79 |
| Skew | 1.75 | 0.61 |
| Kurtosis | 13.01 | 2.79 |
| Expected Daily % | 0.13% | 0.11% |
| Expected Monthly % | 3.9% | 3.45% |
| Expected Yearly % | 35.85% | 31.17% |
| Kelly Criterion | 11.89% | 12.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.66% | -3.88% |
| Expected Shortfall (cVaR) | -2.66% | -3.88% |
| Year | 3479150:BTCUSD | 3479150:btcusd:triple_gx:zlema120_90_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 107.09 | 2.21 | + |
| 2025 | 15.95 | -10.89 | -0.68 | - |
| Metric | 3479150:btcusd:triple_gx:zlema120_90_40 | 3479150:BTCUSD |
|---|---|---|
| MTD | -10.42% | -6.49% |
| 3M | -5.84% | 4.05% |
| 6M | -5.14% | 28.41% |
| YTD | -10.89% | 15.95% |
| 1Y | 38.3% | 83.12% |
| 3Y (ann.) | 58.59% | 50.44% |
| 5Y (ann.) | 58.59% | 50.44% |
| Metric | 3479150:btcusd:triple_gx:zlema120_90_40 | 3479150:BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -28.17% |
| Longest DD Days | 181.0 | 161.0 |
| Avg. Drawdown | -4.23% | -6.48% |
| Avg. Drawdown Days | 25.0 | 22.0 |
| Recovery Factor | 5.07 | 2.56 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-08-31 | -16.66 | 181 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2025-01-22 | 2025-03-02 | -9.45 | 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 | -2.45 | 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 | -7.28% | -12.33% |
| Best Month | 36.64% | 37.42% |
| Worst Month | -10.42% | -17.69% |
| Best Year | 107.09% | 48.38% |
| Worst Year | -10.89% | 15.95% |
| Avg. Up Day | 2.12% | 2.14% |
| Avg. Down Day | -1.41% | -1.64% |
| Avg. Up Week | 4.68% | 5.24% |
| Avg. Down Week | -2.14% | -3.88% |
| Avg. Up Month | 10.78% | 12.94% |
| Avg. Down Month | -5.77% | -8.76% |
| Win Days % | 47.06% | 50.52% |
| Win Month % | 69.23% | 62.5% |
| Win Week % | 52.17% | 54.93% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |