| Metric | 5943653:batusd:triple_gx:zlema190_105_50 | 5943653:BATUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | -2.71% | -50.28% |
| Max Drawdown | -45.95% | -66.4% |
| Sharpe | 0.21 | -0.5 |
| Sortino | 0.32 | -0.69 |
| Payoff Ratio | 1.04 | 1.0 |
| Profit Factor | 1.06 | 0.93 |
| Common Sense Ratio | 1.06 | 0.76 |
| CPC Index | 0.51 | 0.48 |
| Tail Ratio | 1.0 | 0.82 |
| Outlier Win Ratio | 14.43 | 3.33 |
| Outlier Loss Ratio | 2.61 | 2.54 |
| Volatility (ann.) | 54.18% | 84.45% |
| R^2 | 0.41 | 0.41 |
| Calmar | -0.07 | -0.82 |
| Skew | 0.32 | 0.13 |
| Kurtosis | 13.08 | 2.65 |
| Expected Daily % | -0.01% | -0.21% |
| Expected Monthly % | -0.23% | -5.66% |
| Expected Yearly % | -1.37% | -29.49% |
| Kelly Criterion | -4.76% | 2.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.63% | -7.39% |
| Expected Shortfall (cVaR) | -4.63% | -7.39% |
| Year | 5943653:BATUSD | 5943653:batusd:triple_gx:zlema190_105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | -2.71 | 1.02 | - |
| 2025 | -48.92 | 0.00 | -0.00 | + |
| Metric | 5943653:batusd:triple_gx:zlema190_105_50 | 5943653:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 0.0% | -53.88% |
| 6M | 11.68% | -30.18% |
| YTD | 0.0% | -48.92% |
| 1Y | -2.71% | -50.28% |
| 3Y (ann.) | -3.03% | -54.27% |
| 5Y (ann.) | -3.03% | -54.27% |
| Metric | 5943653:batusd:triple_gx:zlema190_105_50 | 5943653:BATUSD |
|---|---|---|
| Max Drawdown | -45.95% | -66.4% |
| Longest DD Days | 123.0 | 187.0 |
| Avg. Drawdown | -11.83% | -24.26% |
| Avg. Drawdown Days | 26.0 | 63.0 |
| Recovery Factor | -0.06 | -0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-07 | -45.95 | 123 |
| 2024-08-25 | 2024-11-16 | -17.51 | 83 |
| 2024-07-22 | 2024-08-24 | -16.79 | 33 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| 2024-11-25 | 2024-11-27 | -7.35 | 2 |
| 2024-06-26 | 2024-07-09 | -7.01 | 13 |
| 2024-11-30 | 2024-12-03 | -2.60 | 3 |
| 2024-07-19 | 2024-07-21 | -1.34 | 2 |
| 2024-06-24 | 2024-06-25 | -0.18 | 1 |
| Metric | 5943653:batusd:triple_gx:zlema190_105_50 | 5943653:BATUSD |
|---|---|---|
| Best Day | 15.55% | 20.51% |
| Worst Day | -18.73% | -18.73% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -24.5% | -23.62% |
| Best Month | 87.08% | 99.96% |
| Worst Month | -40.31% | -27.34% |
| Best Year | 0.0% | -2.66% |
| Worst Year | -2.71% | -48.92% |
| Avg. Up Day | 4.11% | 4.12% |
| Avg. Down Day | -3.94% | -4.11% |
| Avg. Up Week | 14.28% | 15.23% |
| Avg. Down Week | -7.84% | -10.27% |
| Avg. Up Month | 87.08% | 99.96% |
| Avg. Down Month | -16.44% | -14.88% |
| Win Days % | 46.53% | 51.23% |
| Win Month % | 33.33% | 25.0% |
| Win Week % | 36.84% | 40.82% |
| Win Quarter % | 66.67% | 20.0% |
| Win Year % | 0.0% | 0.0% |