| Metric | 6032574:bchusd:triple_gx:zlema235_40_25 | 6032574:BCHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 90.36% | 65.52% |
| Max Drawdown | -55.89% | -76.64% |
| Sharpe | 0.56 | 0.56 |
| Sortino | 1.02 | 0.93 |
| Payoff Ratio | 1.32 | 1.09 |
| Profit Factor | 1.18 | 1.09 |
| Common Sense Ratio | 1.28 | 1.21 |
| CPC Index | 0.7 | 0.6 |
| Tail Ratio | 1.08 | 1.1 |
| Outlier Win Ratio | 16.19 | 3.75 |
| Outlier Loss Ratio | 3.75 | 3.33 |
| Volatility (ann.) | 59.17% | 86.68% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.33 | 0.18 |
| Skew | 5.85 | 2.3 |
| Kurtosis | 104.19 | 25.04 |
| Expected Daily % | 0.05% | 0.04% |
| Expected Monthly % | 1.38% | 1.08% |
| Expected Yearly % | 17.46% | 13.43% |
| Kelly Criterion | 3.04% | 4.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.0% | -7.33% |
| Expected Shortfall (cVaR) | -5.0% | -7.33% |
| Year | 6032574:BCHUSD | 6032574:bchusd:triple_gx:zlema235_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.75 | -45.22 | 0.68 | + |
| 2023 | 167.55 | 65.26 | 0.39 | - |
| 2024 | 67.12 | 66.91 | 1.00 | - |
| 2025 | 11.34 | 25.98 | 2.29 | + |
| Metric | 6032574:bchusd:triple_gx:zlema235_40_25 | 6032574:BCHUSD |
|---|---|---|
| MTD | 0.21% | -9.73% |
| 3M | -8.2% | -18.5% |
| 6M | 7.91% | 21.91% |
| YTD | 25.98% | 11.34% |
| 1Y | 60.02% | 11.82% |
| 3Y (ann.) | 50.97% | 66.88% |
| 5Y (ann.) | 18.4% | 14.14% |
| Metric | 6032574:bchusd:triple_gx:zlema235_40_25 | 6032574:BCHUSD |
|---|---|---|
| Max Drawdown | -55.89% | -76.64% |
| Longest DD Days | 486.0 | 701.0 |
| Avg. Drawdown | -18.1% | -19.98% |
| Avg. Drawdown Days | 112.0 | 125.0 |
| Recovery Factor | 1.62 | 0.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2023-06-30 | -55.89 | 486 |
| 2023-07-01 | 2024-03-02 | -30.61 | 245 |
| 2024-07-16 | 2024-12-21 | -29.33 | 158 |
| 2024-03-03 | 2024-07-12 | -22.64 | 131 |
| 2025-03-07 | 2025-04-12 | -18.34 | 36 |
| 2025-10-14 | 2025-11-16 | -15.09 | 33 |
| 2025-07-28 | 2025-10-12 | -11.85 | 76 |
| 2025-01-22 | 2025-03-05 | -11.10 | 42 |
| 2022-01-30 | 2022-02-28 | -10.73 | 29 |
| 2025-04-13 | 2025-07-25 | -10.57 | 103 |
| Metric | 6032574:bchusd:triple_gx:zlema235_40_25 | 6032574:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -18.65% | -18.65% |
| Best Week | 42.87% | 68.7% |
| Worst Week | -26.42% | -27.44% |
| Best Month | 83.5% | 168.57% |
| Worst Month | -28.65% | -49.49% |
| Best Year | 66.91% | 167.55% |
| Worst Year | -45.22% | -66.75% |
| Avg. Up Day | 3.68% | 3.7% |
| Avg. Down Day | -2.79% | -3.4% |
| Avg. Up Week | 7.95% | 13.12% |
| Avg. Down Week | -5.3% | -8.07% |
| Avg. Up Month | 17.78% | 41.75% |
| Avg. Down Month | -8.4% | -16.77% |
| Win Days % | 44.86% | 50.04% |
| Win Month % | 53.49% | 44.68% |
| Win Week % | 49.12% | 49.75% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 75.0% | 75.0% |