| Metric | 3479416:btcusd:triple_gx:zlema100_95_45 | 3479416:BTCUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 120.44% | 65.53% |
| Max Drawdown | -41.42% | -73.63% |
| Sharpe | 0.7 | 0.5 |
| Sortino | 1.08 | 0.73 |
| Payoff Ratio | 1.22 | 1.1 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.34 | 1.18 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.16 | 1.09 |
| Outlier Win Ratio | 10.78 | 4.1 |
| Outlier Loss Ratio | 4.11 | 3.8 |
| Volatility (ann.) | 39.38% | 52.56% |
| R^2 | 0.56 | 0.56 |
| Calmar | 0.53 | 0.18 |
| Skew | 0.49 | -0.02 |
| Kurtosis | 11.65 | 4.19 |
| Expected Daily % | 0.05% | 0.03% |
| Expected Monthly % | 1.63% | 1.03% |
| Expected Yearly % | 17.13% | 10.61% |
| Kelly Criterion | 4.34% | 3.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.31% | -4.45% |
| Expected Shortfall (cVaR) | -3.31% | -4.45% |
| Year | 3479416:BTCUSD | 3479416:btcusd:triple_gx:zlema100_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -18.81 | -3.08 | 0.16 | + |
| 2022 | -64.22 | -25.02 | 0.39 | + |
| 2023 | 155.54 | 104.46 | 0.67 | - |
| 2024 | 121.00 | 87.05 | 0.72 | - |
| 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.) | 44.91% | 77.28% |
| 5Y (ann.) | 21.87% | 13.44% |
| Metric | 3479416:btcusd:triple_gx:zlema100_95_45 | 3479416:BTCUSD |
|---|---|---|
| Max Drawdown | -41.42% | -73.63% |
| Longest DD Days | 542.0 | 829.0 |
| Avg. Drawdown | -7.08% | -10.91% |
| Avg. Drawdown Days | 48.0 | 67.0 |
| Recovery Factor | 2.91 | 0.89 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-06-20 | -41.42 | 542 |
| 2024-12-26 | 2025-11-16 | -30.07 | 325 |
| 2024-01-09 | 2024-03-04 | -15.90 | 55 |
| 2024-07-29 | 2024-08-23 | -15.01 | 25 |
| 2024-03-12 | 2024-06-25 | -14.15 | 105 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2023-08-30 | 2023-10-21 | -9.26 | 52 |
| 2021-12-13 | 2021-12-23 | -7.86 | 10 |
| 2024-11-23 | 2024-12-24 | -7.17 | 31 |
| 2024-10-30 | 2024-11-06 | -6.76 | 7 |
| Metric | 3479416:btcusd:triple_gx:zlema100_95_45 | 3479416: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 | 37.42% | 43.77% |
| Worst Month | -16.68% | -37.12% |
| Best Year | 104.46% | 155.54% |
| Worst Year | -25.02% | -64.22% |
| Avg. Up Day | 2.15% | 2.16% |
| Avg. Down Day | -1.76% | -1.96% |
| Avg. Up Week | 5.23% | 6.71% |
| Avg. Down Week | -3.38% | -4.63% |
| Avg. Up Month | 8.94% | 15.09% |
| Avg. Down Month | -5.94% | -12.56% |
| Win Days % | 47.4% | 49.72% |
| Win Month % | 56.52% | 57.14% |
| Win Week % | 50.0% | 49.77% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |