| Metric | 6034700:bchusd:triple_gx:zlema235_35_30 | 6034700:BCHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 20.43% | 23.2% |
| Max Drawdown | -24.07% | -56.82% |
| Sharpe | 0.56 | 0.61 |
| Sortino | 0.96 | 0.92 |
| Payoff Ratio | 1.29 | 1.09 |
| Profit Factor | 1.18 | 1.09 |
| Common Sense Ratio | 1.46 | 1.2 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.24 | 1.1 |
| Outlier Win Ratio | 17.52 | 3.27 |
| Outlier Loss Ratio | 3.72 | 3.08 |
| Volatility (ann.) | 45.79% | 76.72% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.71 | 0.34 |
| Skew | 2.46 | 0.47 |
| Kurtosis | 23.57 | 2.74 |
| Expected Daily % | 0.04% | 0.05% |
| Expected Monthly % | 1.25% | 1.4% |
| Expected Yearly % | 9.74% | 10.99% |
| Kelly Criterion | 1.13% | 5.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.87% | -6.48% |
| Expected Shortfall (cVaR) | -3.87% | -6.48% |
| Year | 6034700:BCHUSD | 6034700:bchusd:triple_gx:zlema235_35_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | -0.21 | 0.08 | + |
| 2025 | 26.40 | 20.69 | 0.78 | - |
| Metric | 6034700:bchusd:triple_gx:zlema235_35_30 | 6034700:BCHUSD |
|---|---|---|
| MTD | 0.0% | 8.37% |
| 3M | -5.11% | 63.68% |
| 6M | 20.69% | 12.0% |
| YTD | 20.69% | 26.4% |
| 1Y | 14.11% | 39.98% |
| 3Y (ann.) | 17.09% | 19.37% |
| 5Y (ann.) | 17.09% | 19.37% |
| Metric | 6034700:bchusd:triple_gx:zlema235_35_30 | 6034700:BCHUSD |
|---|---|---|
| Max Drawdown | -24.07% | -56.82% |
| Longest DD Days | 232.0 | 223.0 |
| Avg. Drawdown | -17.1% | -20.64% |
| Avg. Drawdown Days | 93.0 | 83.0 |
| Recovery Factor | 0.85 | 0.41 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-03-05 | -24.07 | 232 |
| 2025-03-07 | 2025-04-12 | -18.34 | 36 |
| 2025-04-13 | 2025-07-20 | -17.00 | 98 |
| 2024-07-06 | 2024-07-12 | -8.98 | 6 |
| Metric | 6034700:bchusd:triple_gx:zlema235_35_30 | 6034700:BCHUSD |
|---|---|---|
| Best Day | 22.28% | 22.28% |
| Worst Day | -8.82% | -11.3% |
| Best Week | 20.86% | 23.18% |
| Worst Week | -14.91% | -24.88% |
| Best Month | 21.61% | 47.03% |
| Worst Month | -11.61% | -25.58% |
| Best Year | 20.69% | 26.4% |
| Worst Year | -0.21% | -2.54% |
| Avg. Up Day | 3.5% | 3.53% |
| Avg. Down Day | -2.71% | -3.23% |
| Avg. Up Week | 6.22% | 9.68% |
| Avg. Down Week | -4.89% | -10.6% |
| Avg. Up Month | 8.08% | 23.66% |
| Avg. Down Month | -11.61% | -22.13% |
| Win Days % | 44.27% | 50.35% |
| Win Month % | 72.73% | 60.0% |
| Win Week % | 55.17% | 54.69% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |