| Metric | 6032734:bchusd:triple_gx:zlema235_45_25 | 6032734:BCHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 150.04% | 65.52% |
| Max Drawdown | -62.47% | -76.64% |
| Sharpe | 0.68 | 0.56 |
| Sortino | 1.25 | 0.93 |
| Payoff Ratio | 1.32 | 1.12 |
| Profit Factor | 1.22 | 1.09 |
| Common Sense Ratio | 1.37 | 1.21 |
| CPC Index | 0.74 | 0.61 |
| Tail Ratio | 1.12 | 1.1 |
| Outlier Win Ratio | 15.59 | 3.91 |
| Outlier Loss Ratio | 3.71 | 3.35 |
| Volatility (ann.) | 60.86% | 86.68% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.44 | 0.18 |
| Skew | 5.51 | 2.3 |
| Kurtosis | 93.51 | 25.04 |
| Expected Daily % | 0.07% | 0.04% |
| Expected Monthly % | 1.97% | 1.08% |
| Expected Yearly % | 25.75% | 13.43% |
| Kelly Criterion | 4.47% | 5.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.13% | -7.33% |
| Expected Shortfall (cVaR) | -5.13% | -7.33% |
| Year | 6032734:BCHUSD | 6032734:bchusd:triple_gx:zlema235_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.75 | -51.08 | 0.77 | + |
| 2023 | 167.55 | 92.30 | 0.55 | - |
| 2024 | 67.12 | 96.97 | 1.44 | + |
| 2025 | 11.34 | 34.94 | 3.08 | + |
| Metric | 6032734:bchusd:triple_gx:zlema235_45_25 | 6032734:BCHUSD |
|---|---|---|
| MTD | 0.39% | -9.73% |
| 3M | -8.03% | -18.5% |
| 6M | 11.61% | 21.91% |
| YTD | 34.94% | 11.34% |
| 1Y | 59.76% | 11.82% |
| 3Y (ann.) | 71.67% | 66.88% |
| 5Y (ann.) | 27.19% | 14.14% |
| Metric | 6032734:bchusd:triple_gx:zlema235_45_25 | 6032734:BCHUSD |
|---|---|---|
| Max Drawdown | -62.47% | -76.64% |
| Longest DD Days | 516.0 | 701.0 |
| Avg. Drawdown | -17.81% | -19.98% |
| Avg. Drawdown Days | 105.0 | 125.0 |
| Recovery Factor | 2.4 | 0.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-30 | 2023-06-30 | -62.47 | 516 |
| 2023-07-01 | 2024-03-02 | -29.36 | 245 |
| 2024-03-03 | 2024-07-12 | -28.53 | 131 |
| 2024-07-16 | 2024-11-10 | -24.57 | 117 |
| 2025-03-07 | 2025-04-12 | -17.47 | 36 |
| 2025-10-14 | 2025-11-16 | -15.09 | 33 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2025-07-28 | 2025-10-12 | -11.85 | 76 |
| 2025-01-22 | 2025-03-05 | -11.10 | 42 |
| 2025-04-13 | 2025-07-25 | -10.39 | 103 |
| Metric | 6032734:bchusd:triple_gx:zlema235_45_25 | 6032734:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -18.65% | -18.65% |
| Best Week | 66.98% | 68.7% |
| Worst Week | -26.42% | -27.44% |
| Best Month | 114.07% | 168.57% |
| Worst Month | -32.78% | -49.49% |
| Best Year | 96.97% | 167.55% |
| Worst Year | -51.08% | -66.75% |
| Avg. Up Day | 3.73% | 3.75% |
| Avg. Down Day | -2.83% | -3.36% |
| Avg. Up Week | 9.29% | 13.43% |
| Avg. Down Week | -5.29% | -8.33% |
| Avg. Up Month | 22.37% | 41.75% |
| Avg. Down Month | -8.42% | -15.61% |
| Win Days % | 45.65% | 50.04% |
| Win Month % | 53.49% | 44.68% |
| Win Week % | 47.79% | 49.75% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 75.0% |