| Metric | 3479150:btcusd:triple_gx:zlema120_90_40 | 3479150:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 140.67% | 88.85% |
| Max Drawdown | -51.15% | -72.75% |
| Sharpe | 0.79 | 0.59 |
| Sortino | 1.22 | 0.86 |
| Payoff Ratio | 1.28 | 1.13 |
| Profit Factor | 1.2 | 1.09 |
| Common Sense Ratio | 1.43 | 1.23 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.2 | 1.13 |
| Outlier Win Ratio | 11.95 | 4.17 |
| Outlier Loss Ratio | 4.1 | 3.8 |
| Volatility (ann.) | 39.12% | 53.07% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.51 | 0.25 |
| Skew | 0.46 | 0.01 |
| Kurtosis | 12.7 | 4.21 |
| Expected Daily % | 0.06% | 0.05% |
| Expected Monthly % | 1.93% | 1.39% |
| Expected Yearly % | 19.2% | 13.56% |
| Kelly Criterion | 5.17% | 4.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.28% | -4.48% |
| Expected Shortfall (cVaR) | -3.28% | -4.48% |
| Year | 3479150:BTCUSD | 3479150:btcusd:triple_gx:zlema120_90_40 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -44.81 | 0.70 | + |
| 2023 | 155.54 | 125.27 | 0.81 | - |
| 2024 | 121.00 | 119.96 | 0.99 | - |
| 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.) | 57.0% | 76.04% |
| 5Y (ann.) | 26.32% | 18.43% |
| Metric | 3479150:btcusd:triple_gx:zlema120_90_40 | 3479150:BTCUSD |
|---|---|---|
| Max Drawdown | -51.15% | -72.75% |
| Longest DD Days | 667.0 | 820.0 |
| Avg. Drawdown | -5.96% | -10.18% |
| Avg. Drawdown Days | 52.0 | 66.0 |
| Recovery Factor | 2.75 | 1.22 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-10-23 | -51.15 | 667 |
| 2024-01-09 | 2024-06-30 | -17.70 | 173 |
| 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 |
| 2023-11-11 | 2023-12-20 | -4.66 | 39 |
| 2024-07-22 | 2024-08-06 | -4.11 | 15 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| Metric | 3479150:btcusd:triple_gx:zlema120_90_40 | 3479150: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 | 36.64% | 43.77% |
| Worst Month | -16.68% | -37.12% |
| Best Year | 125.27% | 155.54% |
| Worst Year | -44.81% | -64.22% |
| Avg. Up Day | 2.26% | 2.27% |
| Avg. Down Day | -1.77% | -2.02% |
| Avg. Up Week | 5.39% | 6.09% |
| Avg. Down Week | -3.47% | -5.4% |
| Avg. Up Month | 11.67% | 14.16% |
| Avg. Down Month | -7.85% | -14.77% |
| Win Days % | 46.77% | 49.52% |
| Win Month % | 55.0% | 56.52% |
| Win Week % | 48.09% | 50.5% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 40.0% | 60.0% |