| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 207.24% | 107.54% |
| Max Drawdown | -30.8% | -66.54% |
| Sharpe | 2.27 | 1.5 |
| Sortino | 6.26 | 2.31 |
| Payoff Ratio | 4.45 | 1.94 |
| Profit Factor | 1.67 | 1.28 |
| Common Sense Ratio | 3.79 | 2.05 |
| CPC Index | 1.47 | 1.23 |
| Tail Ratio | 2.27 | 1.6 |
| Outlier Win Ratio | 3.25 | 4.72 |
| Outlier Loss Ratio | 11.56 | 3.25 |
| Volatility (ann.) | 88.24% | 124.36% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.36 | 0.38 |
| Skew | 3.04 | -0.15 |
| Kurtosis | 12.2 | 7.9 |
| Expected Daily % | 0.45% | 0.29% |
| Expected Monthly % | 2.92% | 1.89% |
| Expected Yearly % | 32.39% | 20.03% |
| Kelly Criterion | 1.74% | 23.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.05% | -10.2% |
| Expected Shortfall (cVaR) | -7.05% | -10.2% |
| Year | 3537876:BTCUSD | 3537876:btcusd:triple_gx:zlema50_40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.36 | -9.99 | 0.17 | + |
| 2023 | 163.00 | 143.49 | 0.88 | - |
| 2024 | 116.37 | 62.43 | 0.54 | - |
| 2025 | -8.00 | -13.70 | 1.71 | - |
| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| MTD | -8.39% | -9.58% |
| 3M | -17.18% | -14.15% |
| 6M | 3.15% | 40.14% |
| YTD | -13.7% | -8.0% |
| 1Y | 11.57% | 34.46% |
| 3Y (ann.) | 46.56% | 27.41% |
| 5Y (ann.) | 41.97% | 25.61% |
| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| Max Drawdown | -30.8% | -66.54% |
| Longest DD Days | 235.0 | 673.0 |
| Avg. Drawdown | -5.56% | -18.93% |
| Avg. Drawdown Days | 43.0 | 136.0 |
| Recovery Factor | 6.73 | 1.62 |
| Ulcer Index | 1.22 | 1.39 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-28 | 2023-03-21 | -30.80 | 235 |
| 2024-11-21 | 2025-03-24 | -19.28 | 122 |
| 2024-05-21 | 2024-11-01 | -13.84 | 164 |
| 2023-07-11 | 2023-10-27 | -10.28 | 108 |
| 2022-04-14 | 2022-06-28 | -9.56 | 75 |
| 2024-01-17 | 2024-02-17 | -8.93 | 30 |
| 2022-02-16 | 2022-03-31 | -8.65 | 42 |
| 2023-05-04 | 2023-06-25 | -7.45 | 51 |
| 2022-01-20 | 2022-02-10 | -5.41 | 20 |
| 2023-11-20 | 2023-12-08 | -4.83 | 17 |
| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| Best Day | 27.62% | 27.78% |
| Worst Day | -8.43% | -38.62% |
| Best Week | 27.62% | 27.78% |
| Worst Week | -8.54% | -38.62% |
| Best Month | 25.45% | 41.44% |
| Worst Month | -11.77% | -30.03% |
| Best Year | 143.49% | 163.0% |
| Worst Year | -13.7% | -60.36% |
| Avg. Up Day | 6.95% | 7.08% |
| Avg. Down Day | -1.56% | -3.64% |
| Avg. Up Week | 7.31% | 8.67% |
| Avg. Down Week | -2.12% | -5.31% |
| Avg. Up Month | 15.22% | 19.14% |
| Avg. Down Month | -6.41% | -10.3% |
| Win Days % | 19.76% | 49.6% |
| Win Month % | 46.15% | 53.85% |
| Win Week % | 29.87% | 53.9% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |