| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 191.76% | 45.9% |
| Max Drawdown | -32.22% | -66.89% |
| Sharpe | 1.41 | 0.57 |
| Sortino | 2.42 | 0.85 |
| Payoff Ratio | 1.26 | 1.28 |
| Profit Factor | 1.35 | 1.09 |
| Common Sense Ratio | 1.86 | 1.13 |
| CPC Index | 0.84 | 0.72 |
| Tail Ratio | 1.37 | 1.04 |
| Outlier Win Ratio | 11.14 | 4.22 |
| Outlier Loss Ratio | 4.41 | 3.27 |
| Volatility (ann.) | 37.29% | 56.4% |
| R^2 | 0.46 | 0.46 |
| Calmar | 1.8 | 0.26 |
| Skew | 1.4 | 0.3 |
| Kurtosis | 10.82 | 3.61 |
| Expected Daily % | 0.13% | 0.04% |
| Expected Monthly % | 3.76% | 1.31% |
| Expected Yearly % | 42.89% | 13.42% |
| Kelly Criterion | 9.46% | 13.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.07% | -4.77% |
| Expected Shortfall (cVaR) | -3.07% | -4.77% |
| Year | 3537876:BTCUSD | 3537876:btcusd:triple_gx:zlema50_40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.43 | -10.09 | 0.17 | + |
| 2023 | 154.85 | 143.49 | 0.93 | - |
| 2024 | 44.69 | 33.28 | 0.74 | - |
| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| MTD | -1.68% | -3.6% |
| 3M | 30.47% | 31.92% |
| 6M | 49.28% | 66.04% |
| YTD | 33.28% | 44.69% |
| 1Y | 80.02% | 132.15% |
| 3Y (ann.) | 57.87% | 17.48% |
| 5Y (ann.) | 57.87% | 17.48% |
| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| Max Drawdown | -32.22% | -66.89% |
| Longest DD Days | 239.0 | 683.0 |
| Avg. Drawdown | -5.82% | -11.66% |
| Avg. Drawdown Days | 29.0 | 69.0 |
| Recovery Factor | 5.95 | 0.69 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-21 | 2023-03-17 | -32.22 | 239 |
| 2022-04-22 | 2022-06-26 | -14.78 | 65 |
| 2022-03-03 | 2022-03-28 | -13.68 | 25 |
| 2023-07-15 | 2023-10-23 | -12.32 | 100 |
| 2022-01-14 | 2022-03-01 | -11.75 | 46 |
| 2024-01-03 | 2024-02-11 | -10.81 | 39 |
| 2023-05-07 | 2023-06-22 | -9.73 | 46 |
| 2022-07-09 | 2022-07-20 | -7.24 | 11 |
| 2023-10-27 | 2023-12-04 | -7.08 | 38 |
| 2024-04-25 | 2024-05-12 | -5.52 | 17 |
| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -10.05% | -14.67% |
| Best Week | 16.59% | 28.96% |
| Worst Week | -8.87% | -30.92% |
| Best Month | 30.16% | 45.57% |
| Worst Month | -11.27% | -36.86% |
| Best Year | 143.49% | 154.85% |
| Worst Year | -10.09% | -60.43% |
| Avg. Up Day | 2.07% | 2.32% |
| Avg. Down Day | -1.64% | -1.81% |
| Avg. Up Week | 6.23% | 7.23% |
| Avg. Down Week | -3.12% | -4.89% |
| Avg. Up Month | 15.59% | 18.33% |
| Avg. Down Month | -5.65% | -8.43% |
| Win Days % | 49.47% | 51.4% |
| Win Month % | 55.17% | 51.72% |
| Win Week % | 46.9% | 52.8% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |