| Metric | 3479173:btcusd:triple_gx:zlema120_95_40 | 3479173:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 51.57% | 49.7% |
| Max Drawdown | -29.69% | -28.17% |
| Sharpe | 1.0 | 0.8 |
| Sortino | 1.7 | 1.23 |
| Payoff Ratio | 1.42 | 1.25 |
| Profit Factor | 1.26 | 1.12 |
| Common Sense Ratio | 1.68 | 1.24 |
| CPC Index | 0.8 | 0.71 |
| Tail Ratio | 1.34 | 1.1 |
| Outlier Win Ratio | 11.66 | 3.78 |
| Outlier Loss Ratio | 3.74 | 3.0 |
| Volatility (ann.) | 31.91% | 45.66% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.04 | 1.06 |
| Skew | 1.52 | 0.52 |
| Kurtosis | 13.02 | 2.82 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 2.21% | 2.15% |
| Expected Yearly % | 23.11% | 22.35% |
| Kelly Criterion | 6.16% | 11.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.66% | -3.83% |
| Expected Shortfall (cVaR) | -2.66% | -3.83% |
| Year | 3479173:BTCUSD | 3479173:btcusd:triple_gx:zlema120_95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 98.90 | 2.04 | + |
| 2025 | 0.89 | -23.80 | -26.77 | - |
| Metric | 3479173:btcusd:triple_gx:zlema120_95_40 | 3479173:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | -14.33% | -19.8% |
| 6M | -19.39% | -9.0% |
| YTD | -23.8% | 0.89% |
| 1Y | -18.83% | 3.43% |
| 3Y (ann.) | 31.01% | 29.96% |
| 5Y (ann.) | 31.01% | 29.96% |
| Metric | 3479173:btcusd:triple_gx:zlema120_95_40 | 3479173:BTCUSD |
|---|---|---|
| Max Drawdown | -29.69% | -28.17% |
| Longest DD Days | 258.0 | 161.0 |
| Avg. Drawdown | -5.05% | -7.33% |
| Avg. Drawdown Days | 30.0 | 25.0 |
| Recovery Factor | 1.74 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-11-16 | -29.69 | 258 |
| 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 | 3479173:btcusd:triple_gx:zlema120_95_40 | 3479173:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.57% | -12.33% |
| Best Month | 36.64% | 37.42% |
| Worst Month | -14.03% | -17.69% |
| Best Year | 98.9% | 48.38% |
| Worst Year | -23.8% | 0.89% |
| Avg. Up Day | 2.02% | 2.03% |
| Avg. Down Day | -1.42% | -1.62% |
| Avg. Up Week | 4.84% | 5.48% |
| Avg. Down Week | -2.74% | -4.5% |
| Avg. Up Month | 9.49% | 11.86% |
| Avg. Down Month | -7.93% | -7.56% |
| Win Days % | 44.91% | 50.71% |
| Win Month % | 66.67% | 57.89% |
| Win Week % | 48.0% | 52.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |