| Metric | 5943827:batusd:triple_gx:zlema150_115_50 | 5943827:BATUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 347.0% | -88.47% |
| Max Drawdown | -41.59% | -91.4% |
| Sharpe | 1.14 | -0.37 |
| Sortino | 1.74 | -0.5 |
| Payoff Ratio | 1.17 | 1.01 |
| Profit Factor | 1.32 | 0.95 |
| Common Sense Ratio | 1.75 | 0.78 |
| CPC Index | 0.8 | 0.49 |
| Tail Ratio | 1.33 | 0.82 |
| Outlier Win Ratio | 11.33 | 2.91 |
| Outlier Loss Ratio | 3.21 | 2.96 |
| Volatility (ann.) | 51.62% | 82.76% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.37 | -0.52 |
| Skew | 0.37 | -0.18 |
| Kurtosis | 11.82 | 2.6 |
| Expected Daily % | 0.12% | -0.18% |
| Expected Monthly % | 3.72% | -5.13% |
| Expected Yearly % | 34.92% | -35.08% |
| Kelly Criterion | 10.6% | 2.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.28% | -7.21% |
| Expected Shortfall (cVaR) | -4.28% | -7.21% |
| Year | 5943827:BATUSD | 5943827:batusd:triple_gx:zlema150_115_50 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 16.85 | 0.00 | 0.00 | - |
| 2022 | -86.19 | 18.65 | -0.22 | + |
| 2023 | 54.39 | 161.17 | 2.96 | + |
| 2024 | -9.41 | 43.97 | -4.68 | + |
| 2025 | -48.92 | 0.19 | -0.00 | + |
| Metric | 5943827:batusd:triple_gx:zlema150_115_50 | 5943827:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 0.19% | -53.88% |
| 6M | 48.11% | -30.18% |
| YTD | 0.19% | -48.92% |
| 1Y | 24.29% | -59.79% |
| 3Y (ann.) | 64.65% | -45.91% |
| 5Y (ann.) | 57.04% | -47.85% |
| Metric | 5943827:batusd:triple_gx:zlema150_115_50 | 5943827:BATUSD |
|---|---|---|
| Max Drawdown | -41.59% | -91.4% |
| Longest DD Days | 251.0 | 1196.0 |
| Avg. Drawdown | -8.14% | -33.11% |
| Avg. Drawdown Days | 32.0 | 401.0 |
| Recovery Factor | 8.34 | -0.97 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-07 | -41.59 | 123 |
| 2022-11-05 | 2023-06-21 | -35.42 | 228 |
| 2024-03-12 | 2024-11-18 | -29.20 | 251 |
| 2023-11-13 | 2023-12-04 | -18.46 | 21 |
| 2022-05-16 | 2022-06-19 | -17.41 | 34 |
| 2024-01-12 | 2024-03-02 | -15.65 | 50 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2023-08-30 | 2023-10-22 | -9.96 | 53 |
| 2024-03-03 | 2024-03-07 | -9.13 | 4 |
| 2023-06-25 | 2023-06-30 | -8.80 | 5 |
| Metric | 5943827:batusd:triple_gx:zlema150_115_50 | 5943827:BATUSD |
|---|---|---|
| Best Day | 20.51% | 24.24% |
| Worst Day | -18.73% | -20.41% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -24.8% | -33.75% |
| Best Month | 103.53% | 99.96% |
| Worst Month | -27.37% | -34.22% |
| Best Year | 161.17% | 54.39% |
| Worst Year | 0.0% | -86.19% |
| Avg. Up Day | 3.8% | 3.81% |
| Avg. Down Day | -3.25% | -3.75% |
| Avg. Up Week | 9.11% | 9.81% |
| Avg. Down Week | -7.26% | -8.85% |
| Avg. Up Month | 24.56% | 28.45% |
| Avg. Down Month | -10.89% | -18.9% |
| Win Days % | 51.85% | 50.91% |
| Win Month % | 66.67% | 36.59% |
| Win Week % | 65.38% | 44.07% |
| Win Quarter % | 75.0% | 33.33% |
| Win Year % | 100.0% | 40.0% |