| Metric | 5941402:batusd:triple_gx:zlema145_80_45 | 5941402:BATUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 272.47% | -89.64% |
| Max Drawdown | -37.27% | -91.4% |
| Sharpe | 1.02 | -0.4 |
| Sortino | 1.5 | -0.55 |
| Payoff Ratio | 1.14 | 1.0 |
| Profit Factor | 1.28 | 0.94 |
| Common Sense Ratio | 1.82 | 0.77 |
| CPC Index | 0.75 | 0.48 |
| Tail Ratio | 1.42 | 0.81 |
| Outlier Win Ratio | 11.06 | 2.91 |
| Outlier Loss Ratio | 3.35 | 3.08 |
| Volatility (ann.) | 52.43% | 83.1% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.3 | -0.54 |
| Skew | -0.34 | -0.2 |
| Kurtosis | 11.38 | 2.59 |
| Expected Daily % | 0.11% | -0.19% |
| Expected Monthly % | 3.26% | -5.38% |
| Expected Yearly % | 30.08% | -36.46% |
| Kelly Criterion | 8.9% | 2.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.37% | -7.25% |
| Expected Shortfall (cVaR) | -4.37% | -7.25% |
| Year | 5941402:BATUSD | 5941402:batusd:triple_gx:zlema145_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 4.97 | 0.00 | 0.00 | - |
| 2022 | -86.19 | 5.32 | -0.06 | + |
| 2023 | 54.39 | 85.78 | 1.58 | + |
| 2024 | -9.41 | 87.38 | -9.29 | + |
| 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 | 75.15% | -59.79% |
| 3Y (ann.) | 53.13% | -45.91% |
| 5Y (ann.) | 48.54% | -49.46% |
| Metric | 5941402:batusd:triple_gx:zlema145_80_45 | 5941402:BATUSD |
|---|---|---|
| Max Drawdown | -37.27% | -91.4% |
| Longest DD Days | 297.0 | 1196.0 |
| Avg. Drawdown | -8.65% | -35.93% |
| Avg. Drawdown Days | 28.0 | 403.0 |
| Recovery Factor | 7.31 | -0.98 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2022-07-07 | -37.27 | 78 |
| 2022-11-05 | 2023-08-29 | -35.42 | 297 |
| 2024-12-05 | 2025-04-07 | -30.41 | 123 |
| 2024-06-28 | 2024-11-10 | -29.65 | 135 |
| 2024-03-12 | 2024-06-21 | -27.96 | 101 |
| 2024-01-12 | 2024-03-02 | -19.70 | 50 |
| 2023-11-13 | 2023-12-22 | -18.46 | 39 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| 2024-03-03 | 2024-03-07 | -9.13 | 4 |
| Metric | 5941402:batusd:triple_gx:zlema145_80_45 | 5941402:BATUSD |
|---|---|---|
| Best Day | 15.55% | 24.24% |
| Worst Day | -19.89% | -20.41% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -24.8% | -33.75% |
| Best Month | 111.44% | 99.96% |
| Worst Month | -21.01% | -34.22% |
| Best Year | 87.38% | 54.39% |
| Worst Year | 0.0% | -86.19% |
| Avg. Up Day | 3.75% | 3.77% |
| Avg. Down Day | -3.28% | -3.75% |
| Avg. Up Week | 9.09% | 9.78% |
| Avg. Down Week | -6.52% | -9.7% |
| Avg. Up Month | 18.92% | 24.98% |
| Avg. Down Month | -13.63% | -19.4% |
| Win Days % | 51.43% | 50.91% |
| Win Month % | 71.43% | 36.59% |
| Win Week % | 58.75% | 44.07% |
| Win Quarter % | 76.92% | 33.33% |
| Win Year % | 100.0% | 40.0% |