| Metric | 5942909:batusd:triple_gx:zlema150_75_50 | 5942909:BATUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 488.15% | -88.47% |
| Max Drawdown | -38.98% | -91.4% |
| Sharpe | 1.28 | -0.37 |
| Sortino | 1.89 | -0.5 |
| Payoff Ratio | 1.19 | 1.01 |
| Profit Factor | 1.35 | 0.95 |
| Common Sense Ratio | 1.73 | 0.78 |
| CPC Index | 0.84 | 0.49 |
| Tail Ratio | 1.27 | 0.82 |
| Outlier Win Ratio | 10.43 | 2.93 |
| Outlier Loss Ratio | 3.42 | 3.07 |
| Volatility (ann.) | 53.26% | 82.76% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.81 | -0.52 |
| Skew | -0.28 | -0.18 |
| Kurtosis | 10.79 | 2.6 |
| Expected Daily % | 0.15% | -0.18% |
| Expected Monthly % | 4.42% | -5.13% |
| Expected Yearly % | 42.53% | -35.08% |
| Kelly Criterion | 11.81% | 2.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.4% | -7.21% |
| Expected Shortfall (cVaR) | -4.4% | -7.21% |
| Year | 5942909:BATUSD | 5942909:batusd:triple_gx:zlema150_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 16.85 | 9.68 | 0.57 | - |
| 2022 | -86.19 | 15.55 | -0.18 | + |
| 2023 | 54.39 | 118.05 | 2.17 | + |
| 2024 | -9.41 | 105.11 | -11.18 | + |
| 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% | -59.79% |
| 3Y (ann.) | 66.06% | -45.91% |
| 5Y (ann.) | 70.58% | -47.85% |
| Metric | 5942909:batusd:triple_gx:zlema150_75_50 | 5942909:BATUSD |
|---|---|---|
| Max Drawdown | -38.98% | -91.4% |
| Longest DD Days | 244.0 | 1196.0 |
| Avg. Drawdown | -8.2% | -33.11% |
| Avg. Drawdown Days | 31.0 | 401.0 |
| Recovery Factor | 12.52 | -0.97 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2022-08-05 | -38.98 | 107 |
| 2022-11-05 | 2023-06-24 | -35.42 | 231 |
| 2024-03-12 | 2024-11-11 | -27.96 | 244 |
| 2024-12-05 | 2025-04-07 | -24.32 | 123 |
| 2023-11-13 | 2023-12-04 | -18.46 | 21 |
| 2022-03-02 | 2022-03-15 | -16.82 | 13 |
| 2024-01-12 | 2024-03-02 | -15.65 | 50 |
| 2023-08-30 | 2023-10-22 | -11.37 | 53 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| Metric | 5942909:batusd:triple_gx:zlema150_75_50 | 5942909: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 | -19.46% | -34.22% |
| Best Year | 118.05% | 54.39% |
| Worst Year | 3.75% | -86.19% |
| Avg. Up Day | 3.76% | 3.78% |
| Avg. Down Day | -3.16% | -3.73% |
| Avg. Up Week | 9.31% | 10.22% |
| Avg. Down Week | -6.36% | -9.47% |
| Avg. Up Month | 19.2% | 24.3% |
| Avg. Down Month | -11.46% | -21.6% |
| Win Days % | 52.05% | 50.91% |
| Win Month % | 74.19% | 36.59% |
| Win Week % | 61.45% | 44.07% |
| Win Quarter % | 78.57% | 33.33% |
| Win Year % | 100.0% | 40.0% |