| Metric | 5942083:batusd:triple_gx:zlema145_110_45 | 5942083:BATUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 160.37% | -89.64% |
| Max Drawdown | -63.06% | -91.4% |
| Sharpe | 0.78 | -0.4 |
| Sortino | 1.12 | -0.55 |
| Payoff Ratio | 1.06 | 0.99 |
| Profit Factor | 1.18 | 0.94 |
| Common Sense Ratio | 1.26 | 0.77 |
| CPC Index | 0.65 | 0.47 |
| Tail Ratio | 1.07 | 0.81 |
| Outlier Win Ratio | 8.45 | 2.95 |
| Outlier Loss Ratio | 3.12 | 3.12 |
| Volatility (ann.) | 60.66% | 83.1% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.53 | -0.54 |
| Skew | -0.35 | -0.2 |
| Kurtosis | 9.02 | 2.59 |
| Expected Daily % | 0.08% | -0.19% |
| Expected Monthly % | 2.36% | -5.38% |
| Expected Yearly % | 21.09% | -36.46% |
| Kelly Criterion | 6.29% | 1.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.09% | -7.25% |
| Expected Shortfall (cVaR) | -5.09% | -7.25% |
| Year | 5942083:BATUSD | 5942083:batusd:triple_gx:zlema145_110_45 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 4.97 | -1.47 | -0.29 | - |
| 2022 | -86.19 | -40.69 | 0.47 | + |
| 2023 | 54.39 | 116.13 | 2.14 | + |
| 2024 | -9.41 | 105.49 | -11.22 | + |
| 2025 | -48.92 | 0.32 | -0.01 | + |
| Metric | 5942083:batusd:triple_gx:zlema145_110_45 | 5942083:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 0.32% | -53.88% |
| 6M | 82.04% | -30.18% |
| YTD | 0.32% | -48.92% |
| 1Y | 95.44% | -59.79% |
| 3Y (ann.) | 43.16% | -45.91% |
| 5Y (ann.) | 33.37% | -49.46% |
| Metric | 5942083:batusd:triple_gx:zlema145_110_45 | 5942083:BATUSD |
|---|---|---|
| Max Drawdown | -63.06% | -91.4% |
| Longest DD Days | 638.0 | 1196.0 |
| Avg. Drawdown | -12.95% | -35.93% |
| Avg. Drawdown Days | 62.0 | 403.0 |
| Recovery Factor | 2.54 | -0.98 |
| Ulcer Index | 1.03 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-08 | 2023-11-08 | -63.06 | 638 |
| 2024-12-05 | 2025-04-07 | -31.39 | 123 |
| 2024-03-12 | 2024-11-06 | -27.96 | 239 |
| 2024-01-12 | 2024-03-02 | -19.70 | 50 |
| 2023-11-13 | 2023-12-04 | -18.46 | 21 |
| 2021-12-13 | 2022-01-26 | -14.30 | 44 |
| 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 |
| 2023-12-05 | 2023-12-22 | -9.10 | 17 |
| Metric | 5942083:batusd:triple_gx:zlema145_110_45 | 5942083:BATUSD |
|---|---|---|
| Best Day | 20.51% | 24.24% |
| Worst Day | -20.41% | -20.41% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -33.75% | -33.75% |
| Best Month | 111.44% | 99.96% |
| Worst Month | -34.22% | -34.22% |
| Best Year | 116.13% | 54.39% |
| Worst Year | -40.69% | -86.19% |
| Avg. Up Day | 3.72% | 3.73% |
| Avg. Down Day | -3.5% | -3.78% |
| Avg. Up Week | 9.49% | 9.58% |
| Avg. Down Week | -7.47% | -9.07% |
| Avg. Up Month | 21.3% | 24.98% |
| Avg. Down Month | -17.42% | -22.18% |
| Win Days % | 51.7% | 50.91% |
| Win Month % | 65.62% | 36.59% |
| Win Week % | 55.91% | 44.07% |
| Win Quarter % | 71.43% | 33.33% |
| Win Year % | 60.0% | 40.0% |