| Metric | 3479373:btcusd:triple_gx:zlema100_85_45 | 3479373:BTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 108.16% | 65.53% |
| Max Drawdown | -40.55% | -73.63% |
| Sharpe | 0.67 | 0.5 |
| Sortino | 1.03 | 0.73 |
| Payoff Ratio | 1.25 | 1.11 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.38 | 1.18 |
| CPC Index | 0.68 | 0.59 |
| Tail Ratio | 1.19 | 1.09 |
| Outlier Win Ratio | 11.25 | 4.07 |
| Outlier Loss Ratio | 4.19 | 3.78 |
| Volatility (ann.) | 38.52% | 52.56% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.5 | 0.18 |
| Skew | 0.47 | -0.02 |
| Kurtosis | 12.49 | 4.19 |
| Expected Daily % | 0.05% | 0.03% |
| Expected Monthly % | 1.51% | 1.03% |
| Expected Yearly % | 15.79% | 10.61% |
| Kelly Criterion | 3.87% | 4.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.25% | -4.45% |
| Expected Shortfall (cVaR) | -3.25% | -4.45% |
| Year | 3479373:BTCUSD | 3479373:btcusd:triple_gx:zlema100_85_45 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -18.81 | -3.08 | 0.16 | + |
| 2022 | -64.22 | -25.83 | 0.40 | + |
| 2023 | 155.54 | 106.92 | 0.69 | - |
| 2024 | 121.00 | 87.66 | 0.72 | - |
| 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.) | 42.69% | 77.28% |
| 5Y (ann.) | 20.13% | 13.44% |
| Metric | 3479373:btcusd:triple_gx:zlema100_85_45 | 3479373:BTCUSD |
|---|---|---|
| Max Drawdown | -40.55% | -73.63% |
| Longest DD Days | 543.0 | 829.0 |
| Avg. Drawdown | -7.06% | -10.91% |
| Avg. Drawdown Days | 51.0 | 67.0 |
| Recovery Factor | 2.67 | 0.89 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-06-21 | -40.55 | 543 |
| 2024-12-26 | 2025-11-16 | -32.51 | 325 |
| 2024-01-05 | 2024-03-04 | -16.67 | 59 |
| 2024-03-12 | 2024-06-30 | -14.15 | 110 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2021-12-13 | 2021-12-23 | -7.86 | 10 |
| 2024-11-23 | 2024-12-24 | -7.17 | 31 |
| 2023-08-30 | 2023-10-20 | -7.11 | 51 |
| 2024-08-09 | 2024-08-23 | -6.74 | 14 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 3479373:btcusd:triple_gx:zlema100_85_45 | 3479373:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -15.17% | -15.42% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -18.8% | -29.64% |
| Best Month | 26.85% | 43.77% |
| Worst Month | -16.68% | -37.12% |
| Best Year | 106.92% | 155.54% |
| Worst Year | -25.83% | -64.22% |
| Avg. Up Day | 2.16% | 2.17% |
| Avg. Down Day | -1.73% | -1.96% |
| Avg. Up Week | 5.03% | 6.67% |
| Avg. Down Week | -3.68% | -4.81% |
| Avg. Up Month | 8.39% | 15.09% |
| Avg. Down Month | -6.92% | -13.1% |
| Win Days % | 46.58% | 49.72% |
| Win Month % | 60.0% | 57.14% |
| Win Week % | 53.33% | 49.77% |
| Win Quarter % | 52.94% | 47.06% |
| Win Year % | 40.0% | 60.0% |