| Metric | 5942626:batusd:triple_gx:zlema150_65_50 | 5942626:BATUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 78.03% | -50.28% |
| Max Drawdown | -24.32% | -66.4% |
| Sharpe | 1.52 | -0.5 |
| Sortino | 2.5 | -0.69 |
| Payoff Ratio | 1.32 | 1.19 |
| Profit Factor | 1.55 | 0.93 |
| Common Sense Ratio | 2.6 | 0.76 |
| CPC Index | 1.02 | 0.57 |
| Tail Ratio | 1.68 | 0.82 |
| Outlier Win Ratio | 14.71 | 3.34 |
| Outlier Loss Ratio | 3.1 | 2.45 |
| Volatility (ann.) | 50.86% | 84.45% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.73 | -0.82 |
| Skew | 0.64 | 0.13 |
| Kurtosis | 16.87 | 2.65 |
| Expected Daily % | 0.18% | -0.21% |
| Expected Monthly % | 4.92% | -5.66% |
| Expected Yearly % | 33.43% | -29.49% |
| Kelly Criterion | 12.2% | 10.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.17% | -7.39% |
| Expected Shortfall (cVaR) | -4.17% | -7.39% |
| Year | 5942626:BATUSD | 5942626:batusd:triple_gx:zlema150_65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | 71.59 | -26.93 | + |
| 2025 | -48.92 | 3.75 | -0.08 | + |
| Metric | 5942626:batusd:triple_gx:zlema150_65_50 | 5942626:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 1.59% | -53.88% |
| 6M | 86.8% | -30.18% |
| YTD | 3.75% | -48.92% |
| 1Y | 78.03% | -50.28% |
| 3Y (ann.) | 90.75% | -54.27% |
| 5Y (ann.) | 90.75% | -54.27% |
| Metric | 5942626:batusd:triple_gx:zlema150_65_50 | 5942626:BATUSD |
|---|---|---|
| Max Drawdown | -24.32% | -66.4% |
| Longest DD Days | 123.0 | 187.0 |
| Avg. Drawdown | -7.42% | -24.26% |
| Avg. Drawdown Days | 21.0 | 63.0 |
| Recovery Factor | 3.21 | -0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-07 | -24.32 | 123 |
| 2024-08-14 | 2024-11-10 | -11.48 | 88 |
| 2024-07-22 | 2024-08-08 | -10.48 | 17 |
| 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 |
| 2024-08-09 | 2024-08-13 | -5.74 | 4 |
| 2024-06-28 | 2024-07-21 | -4.61 | 23 |
| 2024-11-30 | 2024-12-03 | -2.60 | 3 |
| Metric | 5942626:batusd:triple_gx:zlema150_65_50 | 5942626:BATUSD |
|---|---|---|
| Best Day | 15.55% | 20.51% |
| Worst Day | -18.73% | -18.73% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -14.52% | -23.62% |
| Best Month | 103.53% | 99.96% |
| Worst Month | -11.54% | -27.34% |
| Best Year | 71.59% | -2.66% |
| Worst Year | 3.75% | -48.92% |
| Avg. Up Day | 4.26% | 4.28% |
| Avg. Down Day | -3.22% | -3.61% |
| Avg. Up Week | 10.55% | 13.88% |
| Avg. Down Week | -4.95% | -8.9% |
| Avg. Up Month | 103.53% | 99.96% |
| Avg. Down Month | -6.52% | -14.88% |
| Win Days % | 50.0% | 51.23% |
| Win Month % | 57.14% | 25.0% |
| Win Week % | 60.0% | 40.82% |
| Win Quarter % | 75.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |