| Metric | 5940851:batusd:triple_gx:zlema145_60_45 | 5940851:BATUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 152.6% | -50.28% |
| Max Drawdown | -22.34% | -66.4% |
| Sharpe | 2.35 | -0.5 |
| Sortino | 4.45 | -0.69 |
| Payoff Ratio | 1.45 | 1.07 |
| Profit Factor | 1.82 | 0.93 |
| Common Sense Ratio | 3.08 | 0.76 |
| CPC Index | 1.42 | 0.51 |
| Tail Ratio | 1.69 | 0.82 |
| Outlier Win Ratio | 12.42 | 3.34 |
| Outlier Loss Ratio | 3.36 | 2.42 |
| Volatility (ann.) | 48.93% | 84.45% |
| R^2 | 0.35 | 0.35 |
| Calmar | 8.16 | -0.82 |
| Skew | 1.76 | 0.13 |
| Kurtosis | 10.77 | 2.65 |
| Expected Daily % | 0.28% | -0.21% |
| Expected Monthly % | 8.03% | -5.66% |
| Expected Yearly % | 58.93% | -29.49% |
| Kelly Criterion | 21.84% | 5.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.9% | -7.39% |
| Expected Shortfall (cVaR) | -3.9% | -7.39% |
| Year | 5940851:BATUSD | 5940851:batusd:triple_gx:zlema145_60_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | 142.89 | -53.75 | + |
| 2025 | -48.92 | 4.00 | -0.08 | + |
| Metric | 5940851:batusd:triple_gx:zlema145_60_45 | 5940851:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 4.0% | -53.88% |
| 6M | 88.96% | -30.18% |
| YTD | 4.0% | -48.92% |
| 1Y | 152.6% | -50.28% |
| 3Y (ann.) | 182.21% | -54.27% |
| 5Y (ann.) | 182.21% | -54.27% |
| Metric | 5940851:batusd:triple_gx:zlema145_60_45 | 5940851:BATUSD |
|---|---|---|
| Max Drawdown | -22.34% | -66.4% |
| Longest DD Days | 123.0 | 187.0 |
| Avg. Drawdown | -5.83% | -24.26% |
| Avg. Drawdown Days | 14.0 | 63.0 |
| Recovery Factor | 6.83 | -0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-07 | -22.34 | 123 |
| 2024-07-22 | 2024-09-07 | -11.69 | 47 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| 2024-11-13 | 2024-11-16 | -7.77 | 3 |
| 2024-11-25 | 2024-11-27 | -7.35 | 2 |
| 2024-07-17 | 2024-07-19 | -5.09 | 2 |
| 2024-06-28 | 2024-07-08 | -4.61 | 10 |
| 2024-11-30 | 2024-12-03 | -2.60 | 3 |
| 2024-06-22 | 2024-06-25 | -2.06 | 3 |
| Metric | 5940851:batusd:triple_gx:zlema145_60_45 | 5940851:BATUSD |
|---|---|---|
| Best Day | 15.55% | 20.51% |
| Worst Day | -9.37% | -18.73% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -14.14% | -23.62% |
| Best Month | 111.44% | 99.96% |
| Worst Month | -14.07% | -27.34% |
| Best Year | 142.89% | -2.66% |
| Worst Year | 4.0% | -48.92% |
| Avg. Up Day | 3.94% | 3.97% |
| Avg. Down Day | -2.71% | -3.72% |
| Avg. Up Week | 12.12% | 13.91% |
| Avg. Down Week | -3.75% | -6.37% |
| Avg. Up Month | 62.64% | 54.86% |
| Avg. Down Month | -14.07% | -27.34% |
| Win Days % | 53.7% | 51.23% |
| Win Month % | 85.71% | 25.0% |
| Win Week % | 77.27% | 40.82% |
| Win Quarter % | 100.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |