| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 5.18% | 42.83% |
| Max Drawdown | -21.59% | -26.06% |
| Sharpe | 0.34 | 1.06 |
| Sortino | 0.52 | 1.56 |
| Payoff Ratio | 1.19 | 1.3 |
| Profit Factor | 1.07 | 1.17 |
| Common Sense Ratio | 1.28 | 1.27 |
| CPC Index | 0.55 | 0.8 |
| Tail Ratio | 1.2 | 1.08 |
| Outlier Win Ratio | 8.76 | 3.36 |
| Outlier Loss Ratio | 3.9 | 3.06 |
| Volatility (ann.) | 34.61% | 51.48% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.28 | 1.96 |
| Skew | 0.57 | -0.16 |
| Kurtosis | 7.04 | 2.86 |
| Expected Daily % | 0.02% | 0.11% |
| Expected Monthly % | 0.46% | 3.29% |
| Expected Yearly % | 2.56% | 19.51% |
| Kelly Criterion | -4.02% | 15.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.95% | -4.28% |
| Expected Shortfall (cVaR) | -2.95% | -4.28% |
| Year | 3537876:BTCUSD | 3537876:btcusd:triple_gx:zlema50_40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 51.95 | 21.88 | 0.42 | - |
| 2025 | -6.00 | -13.70 | 2.28 | - |
| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| MTD | -8.39% | 8.82% |
| 3M | -17.18% | -11.89% |
| 6M | 1.67% | 38.13% |
| YTD | -13.7% | -6.0% |
| 1Y | 5.18% | 42.83% |
| 3Y (ann.) | 6.02% | 51.14% |
| 5Y (ann.) | 6.02% | 51.14% |
| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| Max Drawdown | -21.59% | -26.06% |
| Longest DD Days | 96.0 | 144.0 |
| Avg. Drawdown | -6.89% | -7.36% |
| Avg. Drawdown Days | 33.0 | 26.0 |
| Recovery Factor | 0.24 | 1.64 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-24 | -21.59 | 96 |
| 2024-05-20 | 2024-08-24 | -14.06 | 96 |
| 2024-08-26 | 2024-10-29 | -8.83 | 64 |
| 2024-11-23 | 2024-12-16 | -7.20 | 23 |
| 2024-10-31 | 2024-11-10 | -4.06 | 10 |
| 2024-11-15 | 2024-11-22 | -2.49 | 7 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-05-14 | 2024-05-16 | -1.57 | 2 |
| 2024-05-17 | 2024-05-18 | -0.15 | 1 |
| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -9.74% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -5.82% | -18.81% |
| Best Month | 15.31% | 34.43% |
| Worst Month | -10.93% | -23.44% |
| Best Year | 21.88% | 51.95% |
| Worst Year | -13.7% | -6.0% |
| Avg. Up Day | 2.05% | 2.26% |
| Avg. Down Day | -1.72% | -1.74% |
| Avg. Up Week | 4.25% | 7.7% |
| Avg. Down Week | -2.96% | -4.96% |
| Avg. Up Month | 7.74% | 16.14% |
| Avg. Down Month | -8.15% | -13.19% |
| Win Days % | 43.41% | 52.38% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 43.48% | 53.19% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |