| Metric | 5942337:batusd:triple_gx:zlema145_55_50 | 5942337:BATUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 129.38% | -50.28% |
| Max Drawdown | -15.87% | -66.4% |
| Sharpe | 1.99 | -0.5 |
| Sortino | 4.02 | -0.69 |
| Payoff Ratio | 1.46 | 1.27 |
| Profit Factor | 1.69 | 0.93 |
| Common Sense Ratio | 2.67 | 0.76 |
| CPC Index | 1.18 | 0.61 |
| Tail Ratio | 1.58 | 0.82 |
| Outlier Win Ratio | 13.57 | 3.83 |
| Outlier Loss Ratio | 3.48 | 2.37 |
| Volatility (ann.) | 53.61% | 84.45% |
| R^2 | 0.41 | 0.41 |
| Calmar | 9.66 | -0.82 |
| Skew | 2.54 | 0.13 |
| Kurtosis | 15.17 | 2.65 |
| Expected Daily % | 0.25% | -0.21% |
| Expected Monthly % | 7.16% | -5.66% |
| Expected Yearly % | 51.45% | -29.49% |
| Kelly Criterion | 12.04% | 12.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.32% | -7.39% |
| Expected Shortfall (cVaR) | -4.32% | -7.39% |
| Year | 5942337:BATUSD | 5942337:batusd:triple_gx:zlema145_55_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | 121.08 | -45.55 | + |
| 2025 | -48.92 | 3.75 | -0.08 | + |
| Metric | 5942337:batusd:triple_gx:zlema145_55_50 | 5942337:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 1.59% | -53.88% |
| 6M | 94.5% | -30.18% |
| YTD | 3.75% | -48.92% |
| 1Y | 129.38% | -50.28% |
| 3Y (ann.) | 153.34% | -54.27% |
| 5Y (ann.) | 153.34% | -54.27% |
| Metric | 5942337:batusd:triple_gx:zlema145_55_50 | 5942337:BATUSD |
|---|---|---|
| Max Drawdown | -15.87% | -66.4% |
| Longest DD Days | 103.0 | 187.0 |
| Avg. Drawdown | -5.62% | -24.26% |
| Avg. Drawdown Days | 14.0 | 63.0 |
| Recovery Factor | 8.16 | -0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-04-07 | -15.87 | 103 |
| 2024-12-05 | 2024-12-24 | -14.50 | 19 |
| 2024-07-22 | 2024-08-24 | -12.38 | 33 |
| 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 |
| 2024-08-25 | 2024-11-06 | -7.12 | 73 |
| 2024-07-18 | 2024-07-19 | -4.92 | 1 |
| 2024-06-28 | 2024-07-06 | -4.61 | 8 |
| Metric | 5942337:batusd:triple_gx:zlema145_55_50 | 5942337:BATUSD |
|---|---|---|
| Best Day | 20.51% | 20.51% |
| Worst Day | -9.37% | -18.73% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -8.93% | -23.62% |
| Best Month | 88.25% | 99.96% |
| Worst Month | -4.69% | -27.34% |
| Best Year | 121.08% | -2.66% |
| Worst Year | 3.75% | -48.92% |
| Avg. Up Day | 4.39% | 4.42% |
| Avg. Down Day | -3.0% | -3.48% |
| Avg. Up Week | 10.15% | 13.06% |
| Avg. Down Week | -3.85% | -10.05% |
| Avg. Up Month | 88.25% | 99.96% |
| Avg. Down Month | -4.69% | -10.55% |
| Win Days % | 47.75% | 51.23% |
| Win Month % | 77.78% | 25.0% |
| Win Week % | 68.0% | 40.82% |
| Win Quarter % | 100.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |