| Metric | 5941402:batusd:triple_gx:zlema145_80_45 | 5941402:BATUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 62.23% | -50.28% |
| Max Drawdown | -30.41% | -66.4% |
| Sharpe | 1.25 | -0.5 |
| Sortino | 1.95 | -0.69 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 1.37 | 0.93 |
| Common Sense Ratio | 1.75 | 0.76 |
| CPC Index | 0.82 | 0.5 |
| Tail Ratio | 1.28 | 0.82 |
| Outlier Win Ratio | 12.21 | 3.34 |
| Outlier Loss Ratio | 2.76 | 2.64 |
| Volatility (ann.) | 55.32% | 84.45% |
| R^2 | 0.43 | 0.43 |
| Calmar | 2.36 | -0.82 |
| Skew | 0.33 | 0.13 |
| Kurtosis | 12.02 | 2.65 |
| Expected Daily % | 0.15% | -0.21% |
| Expected Monthly % | 4.11% | -5.66% |
| Expected Yearly % | 27.37% | -29.49% |
| Kelly Criterion | 11.94% | 5.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.57% | -7.39% |
| Expected Shortfall (cVaR) | -4.57% | -7.39% |
| Year | 5941402:BATUSD | 5941402:batusd:triple_gx:zlema145_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | 59.69 | -22.45 | + |
| 2025 | -48.92 | 1.59 | -0.03 | + |
| Metric | 5941402:batusd:triple_gx:zlema145_80_45 | 5941402:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 1.59% | -53.88% |
| 6M | 75.16% | -30.18% |
| YTD | 1.59% | -48.92% |
| 1Y | 62.23% | -50.28% |
| 3Y (ann.) | 71.9% | -54.27% |
| 5Y (ann.) | 71.9% | -54.27% |
| Metric | 5941402:batusd:triple_gx:zlema145_80_45 | 5941402:BATUSD |
|---|---|---|
| Max Drawdown | -30.41% | -66.4% |
| Longest DD Days | 135.0 | 187.0 |
| Avg. Drawdown | -10.1% | -24.26% |
| Avg. Drawdown Days | 28.0 | 63.0 |
| Recovery Factor | 2.05 | -0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-07 | -30.41 | 123 |
| 2024-06-28 | 2024-11-10 | -29.65 | 135 |
| 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 |
| 2024-11-30 | 2024-12-03 | -2.60 | 3 |
| 2024-06-22 | 2024-06-25 | -2.06 | 3 |
| 2024-06-26 | 2024-06-27 | -1.38 | 1 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| Metric | 5941402:batusd:triple_gx:zlema145_80_45 | 5941402:BATUSD |
|---|---|---|
| Best Day | 15.55% | 20.51% |
| Worst Day | -18.73% | -18.73% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -14.42% | -23.62% |
| Best Month | 111.44% | 99.96% |
| Worst Month | -18.46% | -27.34% |
| Best Year | 59.69% | -2.66% |
| Worst Year | 1.59% | -48.92% |
| Avg. Up Day | 4.0% | 4.01% |
| Avg. Down Day | -3.53% | -3.8% |
| Avg. Up Week | 14.59% | 14.22% |
| Avg. Down Week | -7.11% | -10.47% |
| Avg. Up Month | 111.44% | 99.96% |
| Avg. Down Month | -16.32% | -14.59% |
| Win Days % | 53.21% | 51.23% |
| Win Month % | 66.67% | 25.0% |
| Win Week % | 55.0% | 40.82% |
| Win Quarter % | 75.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |