| Metric | 3482532:btcusd:double_slow_high_gx:zlema140_55 | 3482532:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 332.38% | 121.73% |
| Max Drawdown | -20.83% | -66.79% |
| Sharpe | 1.49 | 0.76 |
| Sortino | 2.56 | 1.12 |
| Payoff Ratio | 1.44 | 1.22 |
| Profit Factor | 1.39 | 1.12 |
| Common Sense Ratio | 1.95 | 1.28 |
| CPC Index | 0.97 | 0.67 |
| Tail Ratio | 1.4 | 1.14 |
| Outlier Win Ratio | 11.58 | 4.09 |
| Outlier Loss Ratio | 4.27 | 3.62 |
| Volatility (ann.) | 36.93% | 53.26% |
| R^2 | 0.48 | 0.48 |
| Calmar | 2.97 | 0.45 |
| Skew | 1.24 | -0.1 |
| Kurtosis | 8.75 | 4.06 |
| Expected Daily % | 0.13% | 0.07% |
| Expected Monthly % | 4.04% | 2.18% |
| Expected Yearly % | 44.2% | 22.03% |
| Kelly Criterion | 12.74% | 7.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.03% | -4.47% |
| Expected Shortfall (cVaR) | -3.03% | -4.47% |
| Year | 3482532:BTCUSD | 3482532:btcusd:double_slow_high_gx:zlema140_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.08 | 13.43 | -0.23 | + |
| 2023 | 155.54 | 146.44 | 0.94 | - |
| 2024 | 121.00 | 61.24 | 0.51 | - |
| 2025 | -6.34 | -4.07 | 0.64 | + |
| Metric | 3482532:btcusd:double_slow_high_gx:zlema140_55 | 3482532:BTCUSD |
|---|---|---|
| MTD | 3.72% | 3.72% |
| 3M | -5.82% | -8.05% |
| 6M | 38.41% | 37.53% |
| YTD | -4.07% | -6.34% |
| 1Y | 41.85% | 30.1% |
| 3Y (ann.) | 62.84% | 25.67% |
| 5Y (ann.) | 61.77% | 29.9% |
| Metric | 3482532:btcusd:double_slow_high_gx:zlema140_55 | 3482532:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -66.79% |
| Longest DD Days | 137.0 | 682.0 |
| Avg. Drawdown | -4.37% | -8.42% |
| Avg. Drawdown Days | 17.0 | 50.0 |
| Recovery Factor | 15.96 | 1.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-10 | -20.83 | 104 |
| 2024-12-26 | 2025-03-25 | -19.01 | 89 |
| 2024-01-09 | 2024-03-04 | -15.90 | 55 |
| 2024-03-12 | 2024-07-15 | -14.15 | 125 |
| 2022-06-26 | 2022-11-10 | -12.03 | 137 |
| 2022-11-11 | 2023-01-20 | -10.22 | 70 |
| 2023-02-21 | 2023-03-13 | -10.04 | 20 |
| 2023-08-30 | 2023-10-23 | -9.26 | 54 |
| 2023-01-30 | 2023-02-15 | -8.91 | 16 |
| 2022-05-16 | 2022-05-30 | -8.60 | 14 |
| Metric | 3482532:btcusd:double_slow_high_gx:zlema140_55 | 3482532:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -15.42% |
| Best Week | 32.9% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 41.28% | 43.77% |
| Worst Month | -8.9% | -37.12% |
| Best Year | 146.44% | 155.54% |
| Worst Year | -4.07% | -58.08% |
| Avg. Up Day | 2.21% | 2.22% |
| Avg. Down Day | -1.54% | -1.82% |
| Avg. Up Week | 5.63% | 6.39% |
| Avg. Down Week | -2.68% | -3.75% |
| Avg. Up Month | 13.56% | 14.64% |
| Avg. Down Month | -3.2% | -9.08% |
| Win Days % | 48.56% | 49.18% |
| Win Month % | 58.62% | 59.46% |
| Win Week % | 54.46% | 50.31% |
| Win Quarter % | 58.33% | 53.85% |
| Win Year % | 75.0% | 50.0% |