| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 1.99% | 45.41% |
| Max Drawdown | -24.81% | -28.38% |
| Sharpe | 0.12 | 0.54 |
| Sortino | 0.18 | 0.79 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 1.03 | 1.09 |
| Common Sense Ratio | 1.1 | 1.05 |
| CPC Index | 0.52 | 0.59 |
| Tail Ratio | 1.07 | 0.96 |
| Outlier Win Ratio | 12.26 | 3.8 |
| Outlier Loss Ratio | 4.09 | 3.54 |
| Volatility (ann.) | 16.93% | 26.11% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.09 | 1.91 |
| Skew | 1.05 | 0.16 |
| Kurtosis | 17.56 | 6.32 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.18% | 3.46% |
| Expected Yearly % | 0.99% | 20.59% |
| Kelly Criterion | -1.82% | 5.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.21% |
| Expected Shortfall (cVaR) | -1.45% | -2.21% |
| Year | 3537876:BTCUSD | 3537876:btcusd:triple_gx:zlema50_40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 53.42 | 17.99 | 0.34 | - |
| 2025 | -5.22 | -13.55 | 2.60 | - |
| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| MTD | -7.23% | 4.96% |
| 3M | -17.13% | -6.95% |
| 6M | 0.53% | 39.17% |
| YTD | -13.55% | -5.22% |
| 1Y | 1.99% | 45.41% |
| 3Y (ann.) | 2.31% | 54.32% |
| 5Y (ann.) | 2.31% | 54.32% |
| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| Max Drawdown | -24.81% | -28.38% |
| Longest DD Days | 162.0 | 144.0 |
| Avg. Drawdown | -5.89% | -4.87% |
| Avg. Drawdown Days | 23.0 | 12.0 |
| Recovery Factor | 0.08 | 1.6 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -24.81 | 63 |
| 2024-05-19 | 2024-10-29 | -16.23 | 162 |
| 2024-12-17 | 2025-01-20 | -11.89 | 33 |
| 2024-11-13 | 2024-12-17 | -10.37 | 33 |
| 2024-10-30 | 2024-11-10 | -4.38 | 11 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2024-05-18 | 2024-05-19 | -0.51 | 0 |
| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 17.02% | 18.93% |
| Worst Week | -6.47% | -12.33% |
| Best Month | 17.45% | 37.42% |
| Worst Month | -9.88% | -17.69% |
| Best Year | 17.99% | 53.42% |
| Worst Year | -13.55% | -5.22% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 5.18% | 8.34% |
| Avg. Down Week | -2.55% | -4.99% |
| Avg. Up Month | 6.2% | 14.4% |
| Avg. Down Month | -6.89% | -9.34% |
| Win Days % | 47.54% | 51.58% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 36.96% | 53.19% |
| Win Quarter % | 50.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |