| Metric | 3479173:btcusd:triple_gx:zlema120_95_40 | 3479173:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 107.58% | 34.91% |
| Max Drawdown | -24.04% | -66.79% |
| Sharpe | 1.22 | 0.53 |
| Sortino | 2.0 | 0.75 |
| Payoff Ratio | 1.42 | 1.24 |
| Profit Factor | 1.4 | 1.09 |
| Common Sense Ratio | 1.8 | 1.12 |
| CPC Index | 0.95 | 0.66 |
| Tail Ratio | 1.28 | 1.03 |
| Outlier Win Ratio | 17.24 | 3.8 |
| Outlier Loss Ratio | 4.32 | 3.51 |
| Volatility (ann.) | 31.79% | 54.75% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.66 | 0.22 |
| Skew | 0.78 | -0.32 |
| Kurtosis | 19.15 | 4.4 |
| Expected Daily % | 0.09% | 0.04% |
| Expected Monthly % | 2.64% | 1.08% |
| Expected Yearly % | 27.56% | 10.5% |
| Kelly Criterion | 11.1% | 7.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.63% | -4.63% |
| Expected Shortfall (cVaR) | -2.63% | -4.63% |
| Year | 3479173:BTCUSD | 3479173:btcusd:triple_gx:zlema120_95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -16.59 | 0.27 | + |
| 2023 | 155.54 | 137.84 | 0.89 | - |
| 2024 | 37.95 | 4.64 | 0.12 | - |
| Metric | 3479173:btcusd:triple_gx:zlema120_95_40 | 3479173:BTCUSD |
|---|---|---|
| MTD | 0.0% | -3.85% |
| 3M | 13.75% | 34.56% |
| 6M | 12.17% | 68.94% |
| YTD | 4.64% | 37.95% |
| 1Y | 55.48% | 107.54% |
| 3Y (ann.) | 39.96% | 14.78% |
| 5Y (ann.) | 39.96% | 14.78% |
| Metric | 3479173:btcusd:triple_gx:zlema120_95_40 | 3479173:BTCUSD |
|---|---|---|
| Max Drawdown | -24.04% | -66.79% |
| Longest DD Days | 302.0 | 682.0 |
| Avg. Drawdown | -4.28% | -14.18% |
| Avg. Drawdown Days | 30.0 | 96.0 |
| Recovery Factor | 4.47 | 0.52 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -24.04 | 302 |
| 2024-01-09 | 2024-05-01 | -17.91 | 113 |
| 2023-08-30 | 2023-10-20 | -9.26 | 51 |
| 2023-06-06 | 2023-06-20 | -7.89 | 14 |
| 2023-11-11 | 2023-12-20 | -4.55 | 39 |
| 2023-03-24 | 2023-03-29 | -4.27 | 5 |
| 2023-07-04 | 2023-08-29 | -3.78 | 56 |
| 2023-03-22 | 2023-03-23 | -3.21 | 1 |
| 2023-12-23 | 2024-01-04 | -2.56 | 12 |
| 2023-06-24 | 2023-07-03 | -2.06 | 9 |
| Metric | 3479173:btcusd:triple_gx:zlema120_95_40 | 3479173:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 10.58% |
| Worst Day | -14.33% | -15.42% |
| Best Week | 23.61% | 35.75% |
| Worst Week | -8.21% | -29.64% |
| Best Month | 28.06% | 43.77% |
| Worst Month | -12.84% | -37.12% |
| Best Year | 137.84% | 155.54% |
| Worst Year | -16.59% | -61.73% |
| Avg. Up Day | 2.24% | 2.25% |
| Avg. Down Day | -1.58% | -1.82% |
| Avg. Up Week | 6.21% | 7.17% |
| Avg. Down Week | -2.71% | -5.43% |
| Avg. Up Month | 12.55% | 15.07% |
| Avg. Down Month | -4.92% | -16.93% |
| Win Days % | 47.79% | 48.73% |
| Win Month % | 57.89% | 55.56% |
| Win Week % | 49.09% | 49.14% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |