| Metric | 3479416:btcusd:triple_gx:zlema100_95_45 | 3479416:BTCUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 29.4% | 49.7% |
| Max Drawdown | -30.07% | -28.17% |
| Sharpe | 0.68 | 0.8 |
| Sortino | 1.09 | 1.23 |
| Payoff Ratio | 1.2 | 1.11 |
| Profit Factor | 1.15 | 1.12 |
| Common Sense Ratio | 1.38 | 1.24 |
| CPC Index | 0.66 | 0.63 |
| Tail Ratio | 1.2 | 1.1 |
| Outlier Win Ratio | 10.41 | 3.63 |
| Outlier Loss Ratio | 3.46 | 3.02 |
| Volatility (ann.) | 32.22% | 45.66% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.61 | 1.06 |
| Skew | 1.15 | 0.52 |
| Kurtosis | 10.88 | 2.82 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.37% | 2.15% |
| Expected Yearly % | 13.75% | 22.35% |
| Kelly Criterion | 3.78% | 6.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.71% | -3.83% |
| Expected Shortfall (cVaR) | -2.71% | -3.83% |
| Year | 3479416:BTCUSD | 3479416:btcusd:triple_gx:zlema100_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 63.14 | 1.31 | + |
| 2025 | 0.89 | -20.68 | -23.27 | - |
| Metric | 3479416:btcusd:triple_gx:zlema100_95_45 | 3479416:BTCUSD |
|---|---|---|
| MTD | 0.24% | -14.03% |
| 3M | -1.08% | -19.8% |
| 6M | -6.92% | -9.0% |
| YTD | -20.68% | 0.89% |
| 1Y | -17.42% | 3.43% |
| 3Y (ann.) | 18.22% | 29.96% |
| 5Y (ann.) | 18.22% | 29.96% |
| Metric | 3479416:btcusd:triple_gx:zlema100_95_45 | 3479416:BTCUSD |
|---|---|---|
| Max Drawdown | -30.07% | -28.17% |
| Longest DD Days | 325.0 | 161.0 |
| Avg. Drawdown | -6.34% | -7.33% |
| Avg. Drawdown Days | 34.0 | 25.0 |
| Recovery Factor | 0.98 | 1.76 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-11-16 | -30.07 | 325 |
| 2024-07-29 | 2024-08-23 | -15.01 | 25 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-11-23 | 2024-12-24 | -7.17 | 31 |
| 2024-10-30 | 2024-11-06 | -6.76 | 7 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 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 | 3479416:btcusd:triple_gx:zlema100_95_45 | 3479416: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 | 37.42% | 37.42% |
| Worst Month | -9.71% | -17.69% |
| Best Year | 63.14% | 48.38% |
| Worst Year | -20.68% | 0.89% |
| Avg. Up Day | 1.83% | 1.84% |
| Avg. Down Day | -1.52% | -1.66% |
| Avg. Up Week | 4.39% | 5.82% |
| Avg. Down Week | -2.69% | -4.04% |
| Avg. Up Month | 7.65% | 11.28% |
| Avg. Down Month | -5.53% | -6.69% |
| Win Days % | 47.44% | 50.71% |
| Win Month % | 61.11% | 57.89% |
| Win Week % | 50.0% | 52.44% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 100.0% |