| Metric | 5942488:batusd:triple_gx:zlema150_60_50 | 5942488:BATUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 483.46% | -88.47% |
| Max Drawdown | -35.42% | -91.4% |
| Sharpe | 1.32 | -0.37 |
| Sortino | 2.02 | -0.5 |
| Payoff Ratio | 1.24 | 1.04 |
| Profit Factor | 1.38 | 0.95 |
| Common Sense Ratio | 1.99 | 0.78 |
| CPC Index | 0.86 | 0.5 |
| Tail Ratio | 1.44 | 0.82 |
| Outlier Win Ratio | 11.47 | 2.93 |
| Outlier Loss Ratio | 3.51 | 2.92 |
| Volatility (ann.) | 50.01% | 82.76% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.98 | -0.52 |
| Skew | 0.09 | -0.18 |
| Kurtosis | 11.35 | 2.6 |
| Expected Daily % | 0.15% | -0.18% |
| Expected Monthly % | 4.4% | -5.13% |
| Expected Yearly % | 42.3% | -35.08% |
| Kelly Criterion | 10.25% | 3.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.12% | -7.21% |
| Expected Shortfall (cVaR) | -4.12% | -7.21% |
| Year | 5942488:BATUSD | 5942488:batusd:triple_gx:zlema150_60_50 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 16.85 | 0.00 | 0.00 | - |
| 2022 | -86.19 | 23.25 | -0.27 | + |
| 2023 | 54.39 | 87.86 | 1.62 | + |
| 2024 | -9.41 | 142.88 | -15.19 | + |
| 2025 | -48.92 | 3.75 | -0.08 | + |
| Metric | 5942488:batusd:triple_gx:zlema150_60_50 | 5942488:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 1.59% | -53.88% |
| 6M | 84.29% | -30.18% |
| YTD | 3.75% | -48.92% |
| 1Y | 98.97% | -59.79% |
| 3Y (ann.) | 70.55% | -45.91% |
| 5Y (ann.) | 70.17% | -47.85% |
| Metric | 5942488:batusd:triple_gx:zlema150_60_50 | 5942488:BATUSD |
|---|---|---|
| Max Drawdown | -35.42% | -91.4% |
| Longest DD Days | 350.0 | 1196.0 |
| Avg. Drawdown | -8.02% | -33.11% |
| Avg. Drawdown Days | 31.0 | 401.0 |
| Recovery Factor | 13.65 | -0.97 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-05 | 2023-10-21 | -35.42 | 350 |
| 2024-03-12 | 2024-08-24 | -27.96 | 165 |
| 2022-04-20 | 2022-06-23 | -24.97 | 64 |
| 2024-12-05 | 2025-04-07 | -21.13 | 123 |
| 2022-03-02 | 2022-03-16 | -18.51 | 14 |
| 2023-11-13 | 2024-01-11 | -18.46 | 59 |
| 2022-06-25 | 2022-07-05 | -14.62 | 10 |
| 2024-01-12 | 2024-03-01 | -13.65 | 49 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| Metric | 5942488:batusd:triple_gx:zlema150_60_50 | 5942488:BATUSD |
|---|---|---|
| Best Day | 15.55% | 24.24% |
| Worst Day | -19.89% | -20.41% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -24.8% | -33.75% |
| Best Month | 103.53% | 99.96% |
| Worst Month | -24.67% | -34.22% |
| Best Year | 142.88% | 54.39% |
| Worst Year | 0.0% | -86.19% |
| Avg. Up Day | 3.81% | 3.82% |
| Avg. Down Day | -3.08% | -3.67% |
| Avg. Up Week | 8.8% | 10.4% |
| Avg. Down Week | -5.67% | -9.28% |
| Avg. Up Month | 17.02% | 23.71% |
| Avg. Down Month | -9.37% | -23.39% |
| Win Days % | 50.37% | 50.91% |
| Win Month % | 76.67% | 36.59% |
| Win Week % | 63.86% | 44.07% |
| Win Quarter % | 92.31% | 33.33% |
| Win Year % | 100.0% | 40.0% |