| Metric | 3479419:btcusd:triple_gx:zlema120_95_45 | 3479419:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 35.57% | 64.31% |
| Max Drawdown | -47.78% | -72.75% |
| Sharpe | 0.39 | 0.5 |
| Sortino | 0.59 | 0.73 |
| Payoff Ratio | 1.19 | 1.09 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.23 | 1.18 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.13 | 1.09 |
| Outlier Win Ratio | 11.73 | 4.0 |
| Outlier Loss Ratio | 4.1 | 3.77 |
| Volatility (ann.) | 38.03% | 52.38% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.17 | 0.18 |
| Skew | 0.37 | 0.0 |
| Kurtosis | 12.95 | 4.25 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 0.62% | 1.02% |
| Expected Yearly % | 6.27% | 10.44% |
| Kelly Criterion | 1.05% | 3.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.23% | -4.44% |
| Expected Shortfall (cVaR) | -3.23% | -4.44% |
| Year | 3479419:BTCUSD | 3479419:btcusd:triple_gx:zlema120_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -19.41 | -1.25 | 0.06 | + |
| 2022 | -64.22 | -38.18 | 0.59 | + |
| 2023 | 155.54 | 88.47 | 0.57 | - |
| 2024 | 121.00 | 52.74 | 0.44 | - |
| 2025 | 0.89 | -22.86 | -25.72 | - |
| Metric | 3479419:btcusd:triple_gx:zlema120_95_45 | 3479419:BTCUSD |
|---|---|---|
| MTD | 0.24% | -14.03% |
| 3M | -8.18% | -19.8% |
| 6M | -13.05% | -9.0% |
| YTD | -22.86% | 0.89% |
| 1Y | -19.68% | 3.43% |
| 3Y (ann.) | 30.62% | 77.28% |
| 5Y (ann.) | 7.97% | 13.33% |
| Metric | 3479419:btcusd:triple_gx:zlema120_95_45 | 3479419:BTCUSD |
|---|---|---|
| Max Drawdown | -47.78% | -72.75% |
| Longest DD Days | 669.0 | 820.0 |
| Avg. Drawdown | -8.4% | -10.87% |
| Avg. Drawdown Days | 82.0 | 67.0 |
| Recovery Factor | 0.74 | 0.88 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-25 | 2023-10-25 | -47.78 | 669 |
| 2024-12-26 | 2025-11-16 | -29.24 | 325 |
| 2024-01-09 | 2024-07-19 | -17.14 | 192 |
| 2024-07-29 | 2024-08-23 | -15.01 | 25 |
| 2024-11-23 | 2024-12-24 | -7.17 | 31 |
| 2023-11-11 | 2024-01-04 | -5.88 | 54 |
| 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 | 3479419:btcusd:triple_gx:zlema120_95_45 | 3479419: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 | 88.47% | 155.54% |
| Worst Year | -38.18% | -64.22% |
| Avg. Up Day | 2.1% | 2.11% |
| Avg. Down Day | -1.76% | -1.93% |
| Avg. Up Week | 5.04% | 6.3% |
| Avg. Down Week | -3.64% | -4.64% |
| Avg. Up Month | 9.3% | 13.92% |
| Avg. Down Month | -6.01% | -11.97% |
| Win Days % | 46.14% | 49.65% |
| Win Month % | 48.84% | 55.1% |
| Win Week % | 46.83% | 49.76% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 60.0% |