| Metric | 5942909:batusd:triple_gx:zlema150_75_50 | 5942909:BATUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 68.87% | -50.28% |
| Max Drawdown | -24.32% | -66.4% |
| Sharpe | 1.38 | -0.5 |
| Sortino | 2.21 | -0.69 |
| Payoff Ratio | 1.21 | 1.12 |
| Profit Factor | 1.46 | 0.93 |
| Common Sense Ratio | 2.37 | 0.76 |
| CPC Index | 0.91 | 0.53 |
| Tail Ratio | 1.62 | 0.82 |
| Outlier Win Ratio | 13.99 | 3.34 |
| Outlier Loss Ratio | 2.95 | 2.54 |
| Volatility (ann.) | 52.26% | 84.45% |
| R^2 | 0.39 | 0.39 |
| Calmar | 3.28 | -0.82 |
| Skew | 0.5 | 0.13 |
| Kurtosis | 15.22 | 2.65 |
| Expected Daily % | 0.16% | -0.21% |
| Expected Monthly % | 4.46% | -5.66% |
| Expected Yearly % | 29.95% | -29.49% |
| Kelly Criterion | 11.35% | 7.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.3% | -7.39% |
| Expected Shortfall (cVaR) | -4.3% | -7.39% |
| Year | 5942909:BATUSD | 5942909:batusd:triple_gx:zlema150_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | 62.76 | -23.61 | + |
| 2025 | -48.92 | 3.75 | -0.08 | + |
| Metric | 5942909:batusd:triple_gx:zlema150_75_50 | 5942909:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 1.59% | -53.88% |
| 6M | 78.2% | -30.18% |
| YTD | 3.75% | -48.92% |
| 1Y | 68.87% | -50.28% |
| 3Y (ann.) | 79.8% | -54.27% |
| 5Y (ann.) | 79.8% | -54.27% |
| Metric | 5942909:batusd:triple_gx:zlema150_75_50 | 5942909:BATUSD |
|---|---|---|
| Max Drawdown | -24.32% | -66.4% |
| Longest DD Days | 134.0 | 187.0 |
| Avg. Drawdown | -8.1% | -24.26% |
| Avg. Drawdown Days | 27.0 | 63.0 |
| Recovery Factor | 2.83 | -0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-07 | -24.32 | 123 |
| 2024-06-28 | 2024-11-09 | -16.83 | 134 |
| 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 |
| 2024-11-30 | 2024-12-03 | -2.60 | 3 |
| 2024-06-26 | 2024-06-27 | -1.38 | 1 |
| 2024-06-22 | 2024-06-25 | -0.95 | 3 |
| 2024-06-20 | 2024-06-21 | -0.18 | 1 |
| Metric | 5942909:batusd:triple_gx:zlema150_75_50 | 5942909:BATUSD |
|---|---|---|
| Best Day | 15.55% | 20.51% |
| Worst Day | -18.73% | -18.73% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -14.57% | -23.62% |
| Best Month | 103.53% | 99.96% |
| Worst Month | -15.61% | -27.34% |
| Best Year | 62.76% | -2.66% |
| Worst Year | 3.75% | -48.92% |
| Avg. Up Day | 4.11% | 4.12% |
| Avg. Down Day | -3.41% | -3.68% |
| Avg. Up Week | 11.49% | 13.88% |
| Avg. Down Week | -6.3% | -9.86% |
| Avg. Up Month | 103.53% | 99.96% |
| Avg. Down Month | -14.05% | -14.59% |
| Win Days % | 51.55% | 51.23% |
| Win Month % | 71.43% | 25.0% |
| Win Week % | 63.16% | 40.82% |
| Win Quarter % | 75.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |