| Metric | 5942411:batusd:triple_gx:zlema235_55_50 | 5942411:BATUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 613.04% | -85.04% |
| Max Drawdown | -33.17% | -87.72% |
| Sharpe | 1.38 | -0.31 |
| Sortino | 2.2 | -0.42 |
| Payoff Ratio | 1.25 | 1.02 |
| Profit Factor | 1.39 | 0.96 |
| Common Sense Ratio | 1.71 | 0.8 |
| CPC Index | 0.85 | 0.5 |
| Tail Ratio | 1.23 | 0.84 |
| Outlier Win Ratio | 9.71 | 2.99 |
| Outlier Loss Ratio | 3.68 | 3.08 |
| Volatility (ann.) | 55.82% | 82.03% |
| R^2 | 0.47 | 0.47 |
| Calmar | 2.56 | -0.51 |
| Skew | 0.78 | -0.17 |
| Kurtosis | 12.79 | 2.76 |
| Expected Daily % | 0.17% | -0.16% |
| Expected Monthly % | 5.03% | -4.64% |
| Expected Yearly % | 63.41% | -37.8% |
| Kelly Criterion | 7.91% | 2.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.59% | -7.13% |
| Expected Shortfall (cVaR) | -4.59% | -7.13% |
| Year | 5942411:BATUSD | 5942411:batusd:triple_gx:zlema235_55_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -79.05 | 63.25 | -0.80 | + |
| 2023 | 54.39 | 113.95 | 2.09 | + |
| 2024 | -9.41 | 157.49 | -16.74 | + |
| 2025 | -48.92 | -20.71 | 0.42 | + |
| Metric | 5942411:batusd:triple_gx:zlema235_55_50 | 5942411:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | -22.37% | -53.88% |
| 6M | 39.47% | -30.18% |
| YTD | -20.71% | -48.92% |
| 1Y | 71.04% | -59.79% |
| 3Y (ann.) | 73.0% | -45.91% |
| 5Y (ann.) | 84.76% | -44.77% |
| Metric | 5942411:batusd:triple_gx:zlema235_55_50 | 5942411:BATUSD |
|---|---|---|
| Max Drawdown | -33.17% | -87.72% |
| Longest DD Days | 106.0 | 1154.0 |
| Avg. Drawdown | -7.5% | -47.06% |
| Avg. Drawdown Days | 19.0 | 580.0 |
| Recovery Factor | 18.48 | -0.97 |
| Ulcer Index | 1.0 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-04-07 | -33.17 | 103 |
| 2022-04-20 | 2022-06-24 | -28.06 | 65 |
| 2024-03-12 | 2024-04-20 | -27.96 | 39 |
| 2022-11-05 | 2023-02-05 | -24.99 | 92 |
| 2022-03-02 | 2022-03-16 | -17.17 | 14 |
| 2023-11-13 | 2023-11-29 | -15.93 | 16 |
| 2023-08-15 | 2023-10-23 | -15.92 | 69 |
| 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 |
| Metric | 5942411:batusd:triple_gx:zlema235_55_50 | 5942411:BATUSD |
|---|---|---|
| Best Day | 24.24% | 24.24% |
| Worst Day | -19.89% | -20.41% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -13.86% | -33.75% |
| Best Month | 73.04% | 99.96% |
| Worst Month | -14.42% | -34.22% |
| Best Year | 157.49% | 54.39% |
| Worst Year | -20.71% | -79.05% |
| Avg. Up Day | 4.03% | 4.05% |
| Avg. Down Day | -3.21% | -3.96% |
| Avg. Up Week | 8.34% | 10.85% |
| Avg. Down Week | -6.49% | -10.51% |
| Avg. Up Month | 15.41% | 22.46% |
| Avg. Down Month | -8.59% | -16.19% |
| Win Days % | 48.77% | 50.82% |
| Win Month % | 75.0% | 37.5% |
| Win Week % | 63.16% | 44.44% |
| Win Quarter % | 76.92% | 35.71% |
| Win Year % | 75.0% | 25.0% |