| Metric | 6032411:bchusd:triple_gx:zlema235_35_25 | 6032411:BCHUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 49.15% | 65.52% |
| Max Drawdown | -57.14% | -76.64% |
| Sharpe | 0.45 | 0.56 |
| Sortino | 0.8 | 0.93 |
| Payoff Ratio | 1.31 | 1.06 |
| Profit Factor | 1.15 | 1.09 |
| Common Sense Ratio | 1.27 | 1.21 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.11 | 1.1 |
| Outlier Win Ratio | 16.5 | 3.63 |
| Outlier Loss Ratio | 3.8 | 3.26 |
| Volatility (ann.) | 57.02% | 86.68% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.19 | 0.18 |
| Skew | 6.14 | 2.3 |
| Kurtosis | 118.15 | 25.04 |
| Expected Daily % | 0.03% | 0.04% |
| Expected Monthly % | 0.85% | 1.08% |
| Expected Yearly % | 10.51% | 13.43% |
| Kelly Criterion | 1.15% | 2.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.84% | -7.33% |
| Expected Shortfall (cVaR) | -4.84% | -7.33% |
| Year | 6032411:BCHUSD | 6032411:bchusd:triple_gx:zlema235_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.75 | -45.73 | 0.69 | + |
| 2023 | 167.55 | 23.76 | 0.14 | - |
| 2024 | 67.12 | 83.71 | 1.25 | + |
| 2025 | 11.34 | 20.88 | 1.84 | + |
| Metric | 6032411:bchusd:triple_gx:zlema235_35_25 | 6032411:BCHUSD |
|---|---|---|
| MTD | -5.59% | -9.73% |
| 3M | -14.64% | -18.5% |
| 6M | -4.29% | 21.91% |
| YTD | 20.88% | 11.34% |
| 1Y | 57.88% | 11.82% |
| 3Y (ann.) | 39.63% | 66.88% |
| 5Y (ann.) | 11.06% | 14.14% |
| Metric | 6032411:bchusd:triple_gx:zlema235_35_25 | 6032411:BCHUSD |
|---|---|---|
| Max Drawdown | -57.14% | -76.64% |
| Longest DD Days | 762.0 | 701.0 |
| Avg. Drawdown | -17.96% | -19.98% |
| Avg. Drawdown Days | 126.0 | 125.0 |
| Recovery Factor | 0.86 | 0.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-30 | 2024-03-02 | -57.14 | 762 |
| 2024-07-16 | 2024-12-28 | -30.83 | 165 |
| 2024-03-03 | 2024-04-06 | -22.64 | 34 |
| 2025-07-28 | 2025-11-16 | -21.28 | 111 |
| 2025-03-07 | 2025-04-11 | -16.02 | 35 |
| 2025-01-22 | 2025-03-05 | -11.10 | 42 |
| 2025-04-13 | 2025-07-25 | -10.57 | 103 |
| 2024-07-06 | 2024-07-12 | -8.98 | 6 |
| 2022-01-26 | 2022-01-28 | -0.85 | 2 |
| 2025-01-19 | 2025-01-20 | -0.18 | 1 |
| Metric | 6032411:bchusd:triple_gx:zlema235_35_25 | 6032411:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -18.65% | -18.65% |
| Best Week | 38.36% | 68.7% |
| Worst Week | -26.42% | -27.44% |
| Best Month | 48.89% | 168.57% |
| Worst Month | -30.37% | -49.49% |
| Best Year | 83.71% | 167.55% |
| Worst Year | -45.73% | -66.75% |
| Avg. Up Day | 3.56% | 3.59% |
| Avg. Down Day | -2.73% | -3.38% |
| Avg. Up Week | 7.23% | 12.13% |
| Avg. Down Week | -4.93% | -8.21% |
| Avg. Up Month | 14.05% | 41.75% |
| Avg. Down Month | -7.77% | -15.36% |
| Win Days % | 44.01% | 50.04% |
| Win Month % | 48.84% | 44.68% |
| Win Week % | 48.25% | 49.75% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 75.0% | 75.0% |