| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 191.76% | 42.99% |
| Max Drawdown | -32.96% | -67.18% |
| Sharpe | 0.72 | 0.28 |
| Sortino | 1.12 | 0.4 |
| Payoff Ratio | 1.16 | 1.12 |
| Profit Factor | 1.19 | 1.05 |
| Common Sense Ratio | 1.37 | 1.02 |
| CPC Index | 0.68 | 0.6 |
| Tail Ratio | 1.16 | 0.97 |
| Outlier Win Ratio | 13.25 | 4.4 |
| Outlier Loss Ratio | 4.8 | 4.1 |
| Volatility (ann.) | 18.2% | 27.1% |
| R^2 | 0.45 | 0.45 |
| Calmar | 1.76 | 0.25 |
| Skew | 0.96 | 0.16 |
| Kurtosis | 18.19 | 6.0 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.76% | 1.24% |
| Expected Yearly % | 42.89% | 12.66% |
| Kelly Criterion | 5.31% | 7.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -2.31% |
| Expected Shortfall (cVaR) | -1.53% | -2.31% |
| Year | 3537876:BTCUSD | 3537876:btcusd:triple_gx:zlema50_40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.63 | -10.09 | 0.16 | + |
| 2023 | 155.54 | 143.49 | 0.92 | - |
| 2024 | 45.84 | 33.28 | 0.73 | - |
| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| MTD | -1.68% | 1.64% |
| 3M | 26.38% | 28.97% |
| 6M | 47.76% | 65.87% |
| YTD | 33.28% | 45.84% |
| 1Y | 80.02% | 129.79% |
| 3Y (ann.) | 57.87% | 16.47% |
| 5Y (ann.) | 57.87% | 16.47% |
| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| Max Drawdown | -32.96% | -67.18% |
| Longest DD Days | 237.0 | 683.0 |
| Avg. Drawdown | -4.04% | -10.4% |
| Avg. Drawdown Days | 16.0 | 53.0 |
| Recovery Factor | 5.82 | 0.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-03-14 | -32.96 | 237 |
| 2022-04-21 | 2022-07-05 | -16.76 | 74 |
| 2022-03-02 | 2022-03-27 | -14.06 | 25 |
| 2023-07-14 | 2023-10-23 | -12.70 | 101 |
| 2022-01-13 | 2022-02-28 | -12.51 | 46 |
| 2024-01-02 | 2024-02-11 | -11.37 | 39 |
| 2023-05-06 | 2023-06-21 | -10.59 | 46 |
| 2023-10-25 | 2023-12-04 | -7.84 | 39 |
| 2022-07-09 | 2022-07-18 | -7.38 | 9 |
| 2024-04-08 | 2024-05-12 | -7.11 | 34 |
| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 8.99% |
| Worst Day | -7.86% | -7.86% |
| Best Week | 23.61% | 35.75% |
| Worst Week | -8.54% | -29.64% |
| Best Month | 28.55% | 43.77% |
| Worst Month | -9.99% | -37.12% |
| Best Year | 143.49% | 155.54% |
| Worst Year | -10.09% | -61.63% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 6.3% | 7.64% |
| Avg. Down Week | -2.82% | -4.25% |
| Avg. Up Month | 14.64% | 17.73% |
| Avg. Down Month | -5.4% | -9.7% |
| Win Days % | 49.07% | 50.88% |
| Win Month % | 51.72% | 58.62% |
| Win Week % | 46.43% | 48.41% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |