| Metric | 3479150:btcusd:triple_gx:zlema120_90_40 | 3479150:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 274.57% | 186.67% |
| Max Drawdown | -15.73% | -45.69% |
| Sharpe | 6.08 | 3.92 |
| Sortino | 22.28 | 7.82 |
| Payoff Ratio | 6.31 | 1.51 |
| Profit Factor | 4.74 | 1.92 |
| Common Sense Ratio | 14.87 | 3.63 |
| CPC Index | 9.79 | 1.69 |
| Tail Ratio | 3.13 | 1.89 |
| Outlier Win Ratio | 3.84 | 4.07 |
| Outlier Loss Ratio | 16.31 | 2.5 |
| Volatility (ann.) | 161.81% | 249.22% |
| R^2 | 0.43 | 0.43 |
| Calmar | 3.73 | 0.97 |
| Skew | 2.32 | 0.99 |
| Kurtosis | 6.87 | 3.13 |
| Expected Daily % | 2.39% | 1.9% |
| Expected Monthly % | 4.66% | 3.7% |
| Expected Yearly % | 39.12% | 30.12% |
| Kelly Criterion | 22.06% | 30.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.24% | -18.78% |
| Expected Shortfall (cVaR) | -11.24% | -18.78% |
| Year | 3479150:BTCUSD | 3479150:btcusd:triple_gx:zlema120_90_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.56 | -13.98 | 0.31 | + |
| 2023 | 160.03 | 108.81 | 0.68 | - |
| 2024 | 133.96 | 123.16 | 0.92 | - |
| 2025 | -15.01 | -6.56 | 0.44 | + |
| Metric | 3479150:btcusd:triple_gx:zlema120_90_40 | 3479150:BTCUSD |
|---|---|---|
| MTD | -0.71% | -0.59% |
| 3M | -5.5% | -13.94% |
| 6M | 46.07% | 30.57% |
| YTD | -6.56% | -15.01% |
| 1Y | 125.84% | 34.04% |
| 3Y (ann.) | 58.68% | 44.51% |
| 5Y (ann.) | 58.68% | 44.51% |
| Metric | 3479150:btcusd:triple_gx:zlema120_90_40 | 3479150:BTCUSD |
|---|---|---|
| Max Drawdown | -15.73% | -45.69% |
| Longest DD Days | 285.0 | 296.0 |
| Avg. Drawdown | -2.8% | -16.66% |
| Avg. Drawdown Days | 48.0 | 96.0 |
| Recovery Factor | 17.46 | 4.09 |
| Ulcer Index | 1.4 | 2.6 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-19 | 2023-03-31 | -15.73 | 285 |
| 2023-12-14 | 2024-03-31 | -8.42 | 108 |
| 2025-01-20 | 2025-03-22 | -6.56 | 61 |
| 2023-08-17 | 2023-11-11 | -5.88 | 86 |
| 2024-10-31 | 2024-11-30 | -1.55 | 30 |
| 2024-10-14 | 2024-10-19 | -0.12 | 5 |
| 2024-12-19 | 2024-12-24 | -0.12 | 5 |
| 2023-06-06 | 2023-07-03 | -0.12 | 27 |
| 2024-06-28 | 2024-07-28 | -0.12 | 30 |
| 2024-12-12 | 2024-12-13 | -0.12 | 1 |
| Metric | 3479150:btcusd:triple_gx:zlema120_90_40 | 3479150:BTCUSD |
|---|---|---|
| Best Day | 38.88% | 48.41% |
| Worst Day | -12.74% | -31.12% |
| Best Week | 38.88% | 48.41% |
| Worst Week | -12.74% | -31.17% |
| Best Month | 36.89% | 48.41% |
| Worst Month | -12.84% | -31.17% |
| Best Year | 123.16% | 160.03% |
| Worst Year | -13.98% | -44.56% |
| Avg. Up Day | 10.62% | 10.76% |
| Avg. Down Day | -1.68% | -7.11% |
| Avg. Up Week | 10.6% | 10.53% |
| Avg. Down Week | -2.15% | -8.23% |
| Avg. Up Month | 15.02% | 15.29% |
| Avg. Down Month | -3.07% | -9.37% |
| Win Days % | 32.73% | 58.18% |
| Win Month % | 44.83% | 55.17% |
| Win Week % | 39.13% | 60.87% |
| Win Quarter % | 75.0% | 41.67% |
| Win Year % | 50.0% | 50.0% |