| Metric | 5942339:batusd:triple_gx:zlema140_55_50 | 5942339:BATUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 803.24% | -90.88% |
| Max Drawdown | -28.06% | -91.4% |
| Sharpe | 1.55 | -0.44 |
| Sortino | 2.48 | -0.6 |
| Payoff Ratio | 1.31 | 1.03 |
| Profit Factor | 1.46 | 0.94 |
| Common Sense Ratio | 2.08 | 0.77 |
| CPC Index | 0.94 | 0.49 |
| Tail Ratio | 1.43 | 0.82 |
| Outlier Win Ratio | 10.6 | 2.94 |
| Outlier Loss Ratio | 3.79 | 2.88 |
| Volatility (ann.) | 51.34% | 83.46% |
| R^2 | 0.39 | 0.39 |
| Calmar | 3.34 | -0.56 |
| Skew | 0.56 | -0.21 |
| Kurtosis | 11.92 | 2.55 |
| Expected Daily % | 0.18% | -0.2% |
| Expected Monthly % | 5.51% | -5.67% |
| Expected Yearly % | 55.3% | -38.06% |
| Kelly Criterion | 10.76% | 3.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.2% | -7.29% |
| Expected Shortfall (cVaR) | -4.2% | -7.29% |
| Year | 5942339:BATUSD | 5942339:batusd:triple_gx:zlema140_55_50 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -7.56 | 0.00 | -0.00 | + |
| 2022 | -86.19 | 38.43 | -0.45 | + |
| 2023 | 54.39 | 120.83 | 2.22 | + |
| 2024 | -9.41 | 184.78 | -19.65 | + |
| 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% | -59.79% |
| 3Y (ann.) | 99.68% | -45.91% |
| 5Y (ann.) | 93.6% | -51.27% |
| Metric | 5942339:batusd:triple_gx:zlema140_55_50 | 5942339:BATUSD |
|---|---|---|
| Max Drawdown | -28.06% | -91.4% |
| Longest DD Days | 121.0 | 1196.0 |
| Avg. Drawdown | -6.81% | -38.13% |
| Avg. Drawdown Days | 20.0 | 404.0 |
| Recovery Factor | 28.63 | -0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2022-06-24 | -28.06 | 65 |
| 2024-03-12 | 2024-07-11 | -27.96 | 121 |
| 2022-11-05 | 2023-02-07 | -24.99 | 94 |
| 2022-02-08 | 2022-04-02 | -23.84 | 53 |
| 2023-11-13 | 2023-11-29 | -15.93 | 16 |
| 2024-12-25 | 2025-04-07 | -15.87 | 103 |
| 2022-06-25 | 2022-07-05 | -14.62 | 10 |
| 2024-12-05 | 2024-12-24 | -14.50 | 19 |
| 2024-01-12 | 2024-03-01 | -13.38 | 49 |
| 2024-07-22 | 2024-08-24 | -12.38 | 33 |
| Metric | 5942339:batusd:triple_gx:zlema140_55_50 | 5942339:BATUSD |
|---|---|---|
| Best Day | 20.51% | 24.24% |
| Worst Day | -19.89% | -20.41% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -13.79% | -33.75% |
| Best Month | 88.25% | 99.96% |
| Worst Month | -14.42% | -34.22% |
| Best Year | 184.78% | 54.39% |
| Worst Year | 0.0% | -86.19% |
| Avg. Up Day | 3.85% | 3.87% |
| Avg. Down Day | -2.94% | -3.76% |
| Avg. Up Week | 8.93% | 10.2% |
| Avg. Down Week | -5.36% | -9.78% |
| Avg. Up Month | 18.19% | 24.98% |
| Avg. Down Month | -8.25% | -16.21% |
| Win Days % | 49.44% | 50.87% |
| Win Month % | 81.25% | 34.15% |
| Win Week % | 62.37% | 43.82% |
| Win Quarter % | 92.31% | 26.67% |
| Win Year % | 100.0% | 20.0% |