| Metric | 5943723:batusd:triple_gx:zlema150_110_50 | 5943723:BATUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 32.75% | -50.28% |
| Max Drawdown | -44.6% | -66.4% |
| Sharpe | 0.83 | -0.5 |
| Sortino | 1.27 | -0.69 |
| Payoff Ratio | 1.06 | 0.98 |
| Profit Factor | 1.21 | 0.93 |
| Common Sense Ratio | 1.29 | 0.76 |
| CPC Index | 0.65 | 0.47 |
| Tail Ratio | 1.06 | 0.82 |
| Outlier Win Ratio | 11.1 | 3.34 |
| Outlier Loss Ratio | 2.82 | 2.69 |
| Volatility (ann.) | 58.3% | 84.45% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.84 | -0.82 |
| Skew | 0.28 | 0.13 |
| Kurtosis | 9.8 | 2.65 |
| Expected Daily % | 0.09% | -0.21% |
| Expected Monthly % | 2.39% | -5.66% |
| Expected Yearly % | 15.22% | -29.49% |
| Kelly Criterion | 3.83% | 1.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.89% | -7.39% |
| Expected Shortfall (cVaR) | -4.89% | -7.39% |
| Year | 5943723:BATUSD | 5943723:batusd:triple_gx:zlema150_110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | 28.52 | -10.73 | + |
| 2025 | -48.92 | 3.29 | -0.07 | + |
| Metric | 5943723:batusd:triple_gx:zlema150_110_50 | 5943723:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 3.29% | -53.88% |
| 6M | 36.48% | -30.18% |
| YTD | 3.29% | -48.92% |
| 1Y | 32.75% | -50.28% |
| 3Y (ann.) | 37.33% | -54.27% |
| 5Y (ann.) | 37.33% | -54.27% |
| Metric | 5943723:batusd:triple_gx:zlema150_110_50 | 5943723:BATUSD |
|---|---|---|
| Max Drawdown | -44.6% | -66.4% |
| Longest DD Days | 123.0 | 187.0 |
| Avg. Drawdown | -10.9% | -24.26% |
| Avg. Drawdown Days | 23.0 | 63.0 |
| Recovery Factor | 0.73 | -0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-07 | -44.60 | 123 |
| 2024-06-28 | 2024-07-21 | -16.83 | 23 |
| 2024-07-22 | 2024-08-23 | -16.43 | 32 |
| 2024-08-25 | 2024-11-10 | -13.17 | 77 |
| 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 |
| Metric | 5943723:batusd:triple_gx:zlema150_110_50 | 5943723:BATUSD |
|---|---|---|
| Best Day | 15.55% | 20.51% |
| Worst Day | -18.73% | -18.73% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -24.64% | -23.62% |
| Best Month | 103.53% | 99.96% |
| Worst Month | -35.08% | -27.34% |
| Best Year | 28.52% | -2.66% |
| Worst Year | 3.29% | -48.92% |
| Avg. Up Day | 3.97% | 3.99% |
| Avg. Down Day | -3.73% | -4.09% |
| Avg. Up Week | 13.64% | 13.83% |
| Avg. Down Week | -8.19% | -10.27% |
| Avg. Up Month | 103.53% | 99.96% |
| Avg. Down Month | -19.84% | -14.59% |
| Win Days % | 50.41% | 51.23% |
| Win Month % | 57.14% | 25.0% |
| Win Week % | 54.55% | 40.82% |
| Win Quarter % | 75.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |