| Metric | 3479173:btcusd:triple_gx:zlema120_95_40 | 3479173:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 292.18% | 187.57% |
| Max Drawdown | -18.19% | -45.69% |
| Sharpe | 6.15 | 3.86 |
| Sortino | 23.87 | 8.57 |
| Payoff Ratio | 8.36 | 2.02 |
| Profit Factor | 4.99 | 1.96 |
| Common Sense Ratio | 19.45 | 4.4 |
| CPC Index | 12.6 | 2.01 |
| Tail Ratio | 3.9 | 2.24 |
| Outlier Win Ratio | 3.55 | 3.67 |
| Outlier Loss Ratio | 15.47 | 2.68 |
| Volatility (ann.) | 172.78% | 269.15% |
| R^2 | 0.42 | 0.42 |
| Calmar | 3.37 | 0.98 |
| Skew | 2.25 | 1.45 |
| Kurtosis | 5.8 | 4.41 |
| Expected Daily % | 2.56% | 1.98% |
| Expected Monthly % | 5.0% | 3.84% |
| Expected Yearly % | 40.72% | 30.22% |
| Kelly Criterion | 21.84% | 26.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.96% | -20.33% |
| Expected Shortfall (cVaR) | -11.96% | -20.33% |
| Year | 3479173:BTCUSD | 3479173:btcusd:triple_gx:zlema120_95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.56 | -16.49 | 0.37 | + |
| 2023 | 160.03 | 137.84 | 0.86 | - |
| 2024 | 133.96 | 110.65 | 0.83 | - |
| 2025 | -14.74 | -6.26 | 0.42 | + |
| Metric | 3479173:btcusd:triple_gx:zlema120_95_40 | 3479173:BTCUSD |
|---|---|---|
| MTD | -0.4% | -0.28% |
| 3M | -5.31% | -17.1% |
| 6M | 44.79% | 30.98% |
| YTD | -6.26% | -14.74% |
| 1Y | 114.91% | 34.46% |
| 3Y (ann.) | 61.32% | 44.72% |
| 5Y (ann.) | 61.32% | 44.72% |
| Metric | 3479173:btcusd:triple_gx:zlema120_95_40 | 3479173:BTCUSD |
|---|---|---|
| Max Drawdown | -18.19% | -45.69% |
| Longest DD Days | 285.0 | 296.0 |
| Avg. Drawdown | -2.94% | -15.89% |
| Avg. Drawdown Days | 51.0 | 88.0 |
| Recovery Factor | 16.06 | 4.11 |
| Ulcer Index | 1.47 | 2.64 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-19 | 2023-03-31 | -18.19 | 285 |
| 2023-12-14 | 2024-03-31 | -8.42 | 108 |
| 2025-01-20 | 2025-03-21 | -6.26 | 60 |
| 2024-07-29 | 2024-08-24 | -2.69 | 26 |
| 2024-10-31 | 2024-11-30 | -1.55 | 30 |
| 2023-10-06 | 2023-11-11 | -0.25 | 36 |
| 2024-12-11 | 2024-12-24 | -0.16 | 13 |
| 2023-04-08 | 2023-04-11 | -0.12 | 3 |
| 2023-06-06 | 2023-07-04 | -0.12 | 28 |
| 2024-06-28 | 2024-07-28 | -0.12 | 30 |
| Metric | 3479173:btcusd:triple_gx:zlema120_95_40 | 3479173:BTCUSD |
|---|---|---|
| Best Day | 38.88% | 58.18% |
| Worst Day | -12.74% | -31.12% |
| Best Week | 38.88% | 58.18% |
| Worst Week | -12.74% | -31.17% |
| Best Month | 36.89% | 58.18% |
| Worst Month | -12.84% | -31.17% |
| Best Year | 137.84% | 160.03% |
| Worst Year | -16.49% | -44.56% |
| Avg. Up Day | 12.29% | 12.43% |
| Avg. Down Day | -1.47% | -6.16% |
| Avg. Up Week | 12.99% | 11.97% |
| Avg. Down Week | -2.16% | -8.36% |
| Avg. Up Month | 14.51% | 13.79% |
| Avg. Down Month | -3.34% | -11.61% |
| Win Days % | 30.19% | 50.94% |
| Win Month % | 46.43% | 60.71% |
| Win Week % | 35.71% | 59.52% |
| Win Quarter % | 66.67% | 41.67% |
| Win Year % | 50.0% | 50.0% |