| Metric | 6041055:bchusd:triple_gx:zlema235_50_45 | 6041055:BCHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 69.26% | 23.2% |
| Max Drawdown | -25.4% | -56.82% |
| Sharpe | 1.3 | 0.61 |
| Sortino | 2.12 | 0.92 |
| Payoff Ratio | 1.29 | 0.99 |
| Profit Factor | 1.4 | 1.09 |
| Common Sense Ratio | 1.86 | 1.2 |
| CPC Index | 0.89 | 0.54 |
| Tail Ratio | 1.33 | 1.1 |
| Outlier Win Ratio | 14.82 | 2.98 |
| Outlier Loss Ratio | 3.91 | 3.04 |
| Volatility (ann.) | 40.66% | 76.72% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.22 | 0.34 |
| Skew | 0.99 | 0.47 |
| Kurtosis | 9.36 | 2.74 |
| Expected Daily % | 0.12% | 0.05% |
| Expected Monthly % | 3.57% | 1.4% |
| Expected Yearly % | 30.1% | 10.99% |
| Kelly Criterion | 10.48% | -0.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.36% | -6.48% |
| Expected Shortfall (cVaR) | -3.36% | -6.48% |
| Year | 6041055:BCHUSD | 6041055:bchusd:triple_gx:zlema235_50_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 83.86 | -33.08 | + |
| 2025 | 26.40 | -7.94 | -0.30 | - |
| Metric | 6041055:bchusd:triple_gx:zlema235_50_45 | 6041055:BCHUSD |
|---|---|---|
| MTD | -1.24% | 8.37% |
| 3M | 6.78% | 63.68% |
| 6M | -7.94% | 12.0% |
| YTD | -7.94% | 26.4% |
| 1Y | 41.81% | 39.98% |
| 3Y (ann.) | 56.32% | 19.37% |
| 5Y (ann.) | 56.32% | 19.37% |
| Metric | 6041055:bchusd:triple_gx:zlema235_50_45 | 6041055:BCHUSD |
|---|---|---|
| Max Drawdown | -25.4% | -56.82% |
| Longest DD Days | 168.0 | 223.0 |
| Avg. Drawdown | -6.55% | -20.64% |
| Avg. Drawdown Days | 26.0 | 83.0 |
| Recovery Factor | 2.73 | 0.41 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-02 | 2025-07-20 | -25.40 | 168 |
| 2024-07-16 | 2024-10-28 | -15.52 | 104 |
| 2024-10-30 | 2024-11-10 | -14.69 | 11 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-11-25 | 2024-11-27 | -4.62 | 2 |
| 2024-12-22 | 2024-12-23 | -2.28 | 1 |
| 2024-12-11 | 2024-12-20 | -1.42 | 9 |
| 2024-11-28 | 2024-11-29 | -1.29 | 1 |
| 2024-07-09 | 2024-07-10 | -0.70 | 1 |
| 2024-07-07 | 2024-07-08 | -0.18 | 1 |
| Metric | 6041055:bchusd:triple_gx:zlema235_50_45 | 6041055:BCHUSD |
|---|---|---|
| Best Day | 12.94% | 22.28% |
| Worst Day | -8.38% | -11.3% |
| Best Week | 15.54% | 23.18% |
| Worst Week | -14.75% | -24.88% |
| Best Month | 35.23% | 47.03% |
| Worst Month | -17.9% | -25.58% |
| Best Year | 83.86% | 26.4% |
| Worst Year | -7.94% | -2.54% |
| Avg. Up Day | 3.14% | 3.18% |
| Avg. Down Day | -2.44% | -3.22% |
| Avg. Up Week | 6.61% | 9.06% |
| Avg. Down Week | -4.76% | -7.82% |
| Avg. Up Month | 15.3% | 20.18% |
| Avg. Down Month | -13.44% | -14.73% |
| Win Days % | 49.65% | 50.35% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 60.0% | 54.69% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |