| Metric | 3479257:btcusd:triple_gx:zlema120_60_45 | 3479257:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 19.34% | 64.31% |
| Max Drawdown | -48.07% | -72.75% |
| Sharpe | 0.3 | 0.5 |
| Sortino | 0.45 | 0.73 |
| Payoff Ratio | 1.25 | 1.09 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.19 | 1.18 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.11 | 1.09 |
| Outlier Win Ratio | 12.33 | 3.72 |
| Outlier Loss Ratio | 4.14 | 3.69 |
| Volatility (ann.) | 36.48% | 52.38% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.09 | 0.18 |
| Skew | 0.32 | 0.0 |
| Kurtosis | 15.03 | 4.25 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.36% | 1.02% |
| Expected Yearly % | 3.6% | 10.44% |
| Kelly Criterion | -0.77% | 3.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.11% | -4.44% |
| Expected Shortfall (cVaR) | -3.11% | -4.44% |
| Year | 3479257:BTCUSD | 3479257:btcusd:triple_gx:zlema120_60_45 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -37.14 | 0.58 | + |
| 2023 | 155.54 | 77.10 | 0.50 | - |
| 2024 | 121.00 | 50.90 | 0.42 | - |
| 2025 | 0.89 | -28.06 | -31.57 | - |
| Metric | 3479257:btcusd:triple_gx:zlema120_60_45 | 3479257:BTCUSD |
|---|---|---|
| MTD | -8.37% | -14.03% |
| 3M | -14.73% | -19.8% |
| 6M | -17.68% | -9.0% |
| YTD | -28.06% | 0.89% |
| 1Y | -26.8% | 3.43% |
| 3Y (ann.) | 24.95% | 77.28% |
| 5Y (ann.) | 4.55% | 13.33% |
| Metric | 3479257:btcusd:triple_gx:zlema120_60_45 | 3479257:BTCUSD |
|---|---|---|
| Max Drawdown | -48.07% | -72.75% |
| Longest DD Days | 609.0 | 820.0 |
| Avg. Drawdown | -9.44% | -10.87% |
| Avg. Drawdown Days | 82.0 | 67.0 |
| Recovery Factor | 0.4 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-11-01 | -48.07 | 609 |
| 2024-11-23 | 2025-11-16 | -32.69 | 358 |
| 2021-12-25 | 2022-03-01 | -31.00 | 66 |
| 2024-01-11 | 2024-07-19 | -16.56 | 190 |
| 2024-08-09 | 2024-08-23 | -6.74 | 14 |
| 2024-10-17 | 2024-11-10 | -5.10 | 24 |
| 2024-07-22 | 2024-08-06 | -4.11 | 15 |
| 2023-12-23 | 2024-01-10 | -3.75 | 18 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2023-11-11 | 2023-12-20 | -2.25 | 39 |
| Metric | 3479257:btcusd:triple_gx:zlema120_60_45 | 3479257: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 | 29.84% | 43.77% |
| Worst Month | -23.18% | -37.12% |
| Best Year | 77.1% | 155.54% |
| Worst Year | -37.14% | -64.22% |
| Avg. Up Day | 2.17% | 2.18% |
| Avg. Down Day | -1.74% | -2.01% |
| Avg. Up Week | 4.53% | 6.2% |
| Avg. Down Week | -3.98% | -5.18% |
| Avg. Up Month | 9.55% | 14.15% |
| Avg. Down Month | -7.18% | -13.18% |
| Win Days % | 44.11% | 49.65% |
| Win Month % | 47.62% | 55.1% |
| Win Week % | 49.61% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |