| Metric | 3479378:btcusd:triple_gx:zlema120_85_45 | 3479378:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 35.12% | 64.31% |
| Max Drawdown | -46.02% | -72.75% |
| Sharpe | 0.39 | 0.5 |
| Sortino | 0.58 | 0.73 |
| Payoff Ratio | 1.22 | 1.1 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.24 | 1.18 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.13 | 1.09 |
| Outlier Win Ratio | 11.55 | 3.77 |
| Outlier Loss Ratio | 4.19 | 3.75 |
| Volatility (ann.) | 37.2% | 52.38% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.17 | 0.18 |
| Skew | 0.34 | 0.0 |
| Kurtosis | 13.85 | 4.25 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 0.62% | 1.02% |
| Expected Yearly % | 6.2% | 10.44% |
| Kelly Criterion | 0.61% | 4.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.16% | -4.44% |
| Expected Shortfall (cVaR) | -3.16% | -4.44% |
| Year | 3479378:BTCUSD | 3479378:btcusd:triple_gx:zlema120_85_45 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -36.10 | 0.56 | + |
| 2023 | 155.54 | 88.18 | 0.57 | - |
| 2024 | 121.00 | 51.19 | 0.42 | - |
| 2025 | 0.89 | -24.74 | -27.84 | - |
| Metric | 3479378:btcusd:triple_gx:zlema120_85_45 | 3479378:BTCUSD |
|---|---|---|
| MTD | 0.24% | -14.03% |
| 3M | -9.96% | -19.8% |
| 6M | -15.73% | -9.0% |
| YTD | -24.74% | 0.89% |
| 1Y | -21.96% | 3.43% |
| 3Y (ann.) | 29.04% | 77.28% |
| 5Y (ann.) | 7.88% | 13.33% |
| Metric | 3479378:btcusd:triple_gx:zlema120_85_45 | 3479378:BTCUSD |
|---|---|---|
| Max Drawdown | -46.02% | -72.75% |
| Longest DD Days | 667.0 | 820.0 |
| Avg. Drawdown | -8.17% | -10.87% |
| Avg. Drawdown Days | 87.0 | 67.0 |
| Recovery Factor | 0.76 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-10-23 | -46.02 | 667 |
| 2024-12-26 | 2025-11-16 | -30.97 | 325 |
| 2023-11-11 | 2024-07-20 | -18.15 | 252 |
| 2024-11-23 | 2024-12-24 | -7.17 | 31 |
| 2024-08-09 | 2024-08-23 | -6.74 | 14 |
| 2024-08-26 | 2024-11-10 | -5.70 | 76 |
| 2024-07-22 | 2024-08-06 | -4.11 | 15 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2023-11-02 | 2023-11-08 | -2.00 | 6 |
| 2023-10-26 | 2023-10-29 | -1.74 | 3 |
| Metric | 3479378:btcusd:triple_gx:zlema120_85_45 | 3479378: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 | 27.99% | 43.77% |
| Worst Month | -16.68% | -37.12% |
| Best Year | 88.18% | 155.54% |
| Worst Year | -36.1% | -64.22% |
| Avg. Up Day | 2.11% | 2.12% |
| Avg. Down Day | -1.73% | -1.92% |
| Avg. Up Week | 4.85% | 6.16% |
| Avg. Down Week | -3.97% | -4.79% |
| Avg. Up Month | 8.36% | 13.94% |
| Avg. Down Month | -6.42% | -12.49% |
| Win Days % | 45.33% | 49.65% |
| Win Month % | 51.16% | 55.1% |
| Win Week % | 49.61% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |