| Metric | 3479396:btcusd:triple_gx:zlema120_90_45 | 3479396:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 46.21% | 64.31% |
| Max Drawdown | -44.22% | -72.75% |
| Sharpe | 0.44 | 0.5 |
| Sortino | 0.66 | 0.73 |
| Payoff Ratio | 1.21 | 1.1 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.29 | 1.18 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.16 | 1.09 |
| Outlier Win Ratio | 11.87 | 4.0 |
| Outlier Loss Ratio | 4.16 | 3.77 |
| Volatility (ann.) | 37.86% | 52.38% |
| R^2 | 0.52 | 0.52 |
| Calmar | 0.23 | 0.18 |
| Skew | 0.38 | 0.0 |
| Kurtosis | 13.21 | 4.25 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 0.78% | 1.02% |
| Expected Yearly % | 7.89% | 10.44% |
| Kelly Criterion | 1.23% | 4.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.21% | -4.44% |
| Expected Shortfall (cVaR) | -3.21% | -4.44% |
| Year | 3479396:BTCUSD | 3479396:btcusd:triple_gx:zlema120_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -33.97 | 0.53 | + |
| 2023 | 155.54 | 87.76 | 0.56 | - |
| 2024 | 121.00 | 55.74 | 0.46 | - |
| 2025 | 0.89 | -23.33 | -26.24 | - |
| Metric | 3479396:btcusd:triple_gx:zlema120_90_45 | 3479396:BTCUSD |
|---|---|---|
| MTD | 0.24% | -14.03% |
| 3M | -9.46% | -19.8% |
| 6M | -13.58% | -9.0% |
| YTD | -23.33% | 0.89% |
| 1Y | -22.62% | 3.43% |
| 3Y (ann.) | 31.04% | 77.28% |
| 5Y (ann.) | 10.04% | 13.33% |
| Metric | 3479396:btcusd:triple_gx:zlema120_90_45 | 3479396:BTCUSD |
|---|---|---|
| Max Drawdown | -44.22% | -72.75% |
| Longest DD Days | 667.0 | 820.0 |
| Avg. Drawdown | -8.46% | -10.87% |
| Avg. Drawdown Days | 87.0 | 67.0 |
| Recovery Factor | 1.05 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-10-23 | -44.22 | 667 |
| 2024-11-23 | 2025-11-16 | -31.02 | 358 |
| 2024-01-09 | 2024-07-19 | -17.14 | 192 |
| 2024-07-29 | 2024-08-08 | -10.21 | 10 |
| 2024-08-09 | 2024-08-23 | -6.74 | 14 |
| 2023-11-11 | 2024-01-08 | -5.88 | 58 |
| 2024-08-26 | 2024-11-06 | -5.70 | 72 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2023-11-02 | 2023-11-08 | -2.00 | 6 |
| Metric | 3479396:btcusd:triple_gx:zlema120_90_45 | 3479396: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 | 40.06% | 43.77% |
| Worst Month | -16.68% | -37.12% |
| Best Year | 87.76% | 155.54% |
| Worst Year | -33.97% | -64.22% |
| Avg. Up Day | 2.12% | 2.13% |
| Avg. Down Day | -1.75% | -1.93% |
| Avg. Up Week | 5.4% | 6.35% |
| Avg. Down Week | -3.87% | -4.86% |
| Avg. Up Month | 9.45% | 13.54% |
| Avg. Down Month | -6.46% | -12.49% |
| Win Days % | 45.89% | 49.65% |
| Win Month % | 50.0% | 55.1% |
| Win Week % | 46.88% | 49.76% |
| Win Quarter % | 52.94% | 47.06% |
| Win Year % | 40.0% | 60.0% |