| Metric | 5942339:batusd:triple_gx:zlema140_55_50 | 5942339:BATUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 129.09% | -50.28% |
| Max Drawdown | -15.87% | -66.4% |
| Sharpe | 1.99 | -0.5 |
| Sortino | 4.07 | -0.69 |
| Payoff Ratio | 1.53 | 1.3 |
| Profit Factor | 1.7 | 0.93 |
| Common Sense Ratio | 2.74 | 0.76 |
| CPC Index | 1.24 | 0.62 |
| Tail Ratio | 1.61 | 0.82 |
| Outlier Win Ratio | 13.73 | 3.83 |
| Outlier Loss Ratio | 3.55 | 2.37 |
| Volatility (ann.) | 53.34% | 84.45% |
| R^2 | 0.41 | 0.41 |
| Calmar | 9.64 | -0.82 |
| Skew | 2.6 | 0.13 |
| Kurtosis | 15.5 | 2.65 |
| Expected Daily % | 0.25% | -0.21% |
| Expected Monthly % | 7.15% | -5.66% |
| Expected Yearly % | 51.36% | -29.49% |
| Kelly Criterion | 12.87% | 13.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.3% | -7.39% |
| Expected Shortfall (cVaR) | -4.3% | -7.39% |
| Year | 5942339:BATUSD | 5942339:batusd:triple_gx:zlema140_55_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | 120.80 | -45.44 | + |
| 2025 | -48.92 | 3.75 | -0.08 | + |
| Metric | 5942339:batusd:triple_gx:zlema140_55_50 | 5942339:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 1.59% | -53.88% |
| 6M | 94.52% | -30.18% |
| YTD | 3.75% | -48.92% |
| 1Y | 129.09% | -50.28% |
| 3Y (ann.) | 152.97% | -54.27% |
| 5Y (ann.) | 152.97% | -54.27% |
| Metric | 5942339:batusd:triple_gx:zlema140_55_50 | 5942339:BATUSD |
|---|---|---|
| Max Drawdown | -15.87% | -66.4% |
| Longest DD Days | 103.0 | 187.0 |
| Avg. Drawdown | -6.26% | -24.26% |
| Avg. Drawdown Days | 16.0 | 63.0 |
| Recovery Factor | 8.14 | -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 |
| 2024-08-25 | 2024-11-11 | -10.30 | 78 |
| 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 |
| 2024-06-28 | 2024-07-06 | -4.61 | 8 |
| 2024-11-30 | 2024-12-03 | -2.60 | 3 |
| Metric | 5942339:batusd:triple_gx:zlema140_55_50 | 5942339: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 | -4.68% | -27.34% |
| Best Year | 120.8% | -2.66% |
| Worst Year | 3.75% | -48.92% |
| Avg. Up Day | 4.43% | 4.45% |
| Avg. Down Day | -2.89% | -3.43% |
| Avg. Up Week | 11.22% | 12.92% |
| Avg. Down Week | -3.85% | -10.05% |
| Avg. Up Month | 88.25% | 99.96% |
| Avg. Down Month | -4.68% | -10.55% |
| Win Days % | 47.27% | 51.23% |
| Win Month % | 77.78% | 25.0% |
| Win Week % | 61.54% | 40.82% |
| Win Quarter % | 100.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |