| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 169.0% | 105.38% |
| Max Drawdown | -34.47% | -67.18% |
| Sharpe | 0.52 | 0.34 |
| Sortino | 0.8 | 0.49 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.25 | 1.02 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.11 | 0.96 |
| Outlier Win Ratio | 13.05 | 4.24 |
| Outlier Loss Ratio | 4.6 | 3.97 |
| Volatility (ann.) | 17.88% | 26.83% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.05 | 0.37 |
| Skew | 0.99 | 0.16 |
| Kurtosis | 18.07 | 6.08 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.57% | 1.86% |
| Expected Yearly % | 28.07% | 19.71% |
| Kelly Criterion | 2.95% | 6.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.29% |
| Expected Shortfall (cVaR) | -1.51% | -2.29% |
| Year | 3537876:BTCUSD | 3537876:btcusd:triple_gx:zlema50_40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.63 | -13.90 | 0.23 | + |
| 2023 | 155.54 | 133.74 | 0.86 | - |
| 2024 | 121.00 | 54.62 | 0.45 | - |
| 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 | 7.68% | 38.26% |
| 3Y (ann.) | 39.63% | 27.26% |
| 5Y (ann.) | 36.09% | 25.12% |
| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| Max Drawdown | -34.47% | -67.18% |
| Longest DD Days | 239.0 | 683.0 |
| Avg. Drawdown | -4.93% | -7.95% |
| Avg. Drawdown Days | 21.0 | 37.0 |
| Recovery Factor | 4.9 | 1.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-03-17 | -34.47 | 239 |
| 2025-01-20 | 2025-03-24 | -24.81 | 63 |
| 2022-04-21 | 2022-07-06 | -17.36 | 76 |
| 2024-04-08 | 2024-10-29 | -16.66 | 203 |
| 2022-03-02 | 2022-03-27 | -14.16 | 25 |
| 2023-07-14 | 2023-10-23 | -13.49 | 101 |
| 2022-01-13 | 2022-03-01 | -13.04 | 47 |
| 2024-12-17 | 2025-01-20 | -11.89 | 33 |
| 2024-01-02 | 2024-02-11 | -11.80 | 39 |
| 2023-05-06 | 2023-06-21 | -11.23 | 46 |
| Metric | 3537876:btcusd:triple_gx:zlema50_40_20 | 3537876:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 23.54% | 35.75% |
| Worst Week | -8.65% | -29.64% |
| Best Month | 28.24% | 43.77% |
| Worst Month | -10.21% | -37.12% |
| Best Year | 133.74% | 155.54% |
| Worst Year | -13.9% | -61.63% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 6.05% | 7.95% |
| Avg. Down Week | -2.81% | -4.47% |
| Avg. Up Month | 12.59% | 17.12% |
| Avg. Down Month | -6.03% | -9.61% |
| Win Days % | 48.48% | 51.05% |
| Win Month % | 51.28% | 58.97% |
| Win Week % | 43.04% | 49.42% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |