| Metric | 3479373:btcusd:triple_gx:zlema100_85_45 | 3479373:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 31.58% | 49.7% |
| Max Drawdown | -32.51% | -28.17% |
| Sharpe | 0.74 | 0.8 |
| Sortino | 1.19 | 1.23 |
| Payoff Ratio | 1.29 | 1.15 |
| Profit Factor | 1.17 | 1.12 |
| Common Sense Ratio | 1.47 | 1.24 |
| CPC Index | 0.69 | 0.65 |
| Tail Ratio | 1.25 | 1.1 |
| Outlier Win Ratio | 11.04 | 3.54 |
| Outlier Loss Ratio | 3.61 | 2.93 |
| Volatility (ann.) | 30.36% | 45.66% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.6 | 1.06 |
| Skew | 1.24 | 0.52 |
| Kurtosis | 11.93 | 2.82 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.45% | 2.15% |
| Expected Yearly % | 14.71% | 22.35% |
| Kelly Criterion | 3.51% | 7.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.55% | -3.83% |
| Expected Shortfall (cVaR) | -2.55% | -3.83% |
| Year | 3479373:BTCUSD | 3479373:btcusd:triple_gx:zlema100_85_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 76.43 | 1.58 | + |
| 2025 | 0.89 | -25.42 | -28.60 | - |
| Metric | 3479373:btcusd:triple_gx:zlema100_85_45 | 3479373:BTCUSD |
|---|---|---|
| MTD | 0.24% | -14.03% |
| 3M | -3.0% | -19.8% |
| 6M | -12.48% | -9.0% |
| YTD | -25.42% | 0.89% |
| 1Y | -22.4% | 3.43% |
| 3Y (ann.) | 19.51% | 29.96% |
| 5Y (ann.) | 19.51% | 29.96% |
| Metric | 3479373:btcusd:triple_gx:zlema100_85_45 | 3479373:BTCUSD |
|---|---|---|
| Max Drawdown | -32.51% | -28.17% |
| Longest DD Days | 325.0 | 161.0 |
| Avg. Drawdown | -5.58% | -7.33% |
| Avg. Drawdown Days | 32.0 | 25.0 |
| Recovery Factor | 0.97 | 1.76 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-11-16 | -32.51 | 325 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-11-23 | 2024-12-24 | -7.17 | 31 |
| 2024-08-09 | 2024-08-23 | -6.74 | 14 |
| 2024-10-30 | 2024-11-10 | -5.82 | 11 |
| 2024-07-22 | 2024-08-06 | -4.11 | 15 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-06-26 | 2024-06-30 | -2.39 | 4 |
| 2024-08-26 | 2024-10-24 | -2.35 | 59 |
| 2024-10-25 | 2024-10-28 | -2.34 | 3 |
| Metric | 3479373:btcusd:triple_gx:zlema100_85_45 | 3479373:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -8.13% | -12.33% |
| Best Month | 26.85% | 37.42% |
| Worst Month | -12.56% | -17.69% |
| Best Year | 76.43% | 48.38% |
| Worst Year | -25.42% | 0.89% |
| Avg. Up Day | 1.85% | 1.87% |
| Avg. Down Day | -1.44% | -1.63% |
| Avg. Up Week | 3.93% | 5.82% |
| Avg. Down Week | -2.76% | -3.91% |
| Avg. Up Month | 6.61% | 11.28% |
| Avg. Down Month | -6.39% | -6.69% |
| Win Days % | 45.68% | 50.71% |
| Win Month % | 61.11% | 57.89% |
| Win Week % | 53.85% | 52.44% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 100.0% |