| Metric | 5937785:batusd:triple_gx:zlema150_85_35 | 5937785:BATUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 40.18% | -50.28% |
| Max Drawdown | -34.29% | -66.4% |
| Sharpe | 0.96 | -0.5 |
| Sortino | 1.46 | -0.69 |
| Payoff Ratio | 1.09 | 0.94 |
| Profit Factor | 1.26 | 0.93 |
| Common Sense Ratio | 1.56 | 0.76 |
| CPC Index | 0.71 | 0.45 |
| Tail Ratio | 1.24 | 0.82 |
| Outlier Win Ratio | 11.57 | 3.34 |
| Outlier Loss Ratio | 3.17 | 2.64 |
| Volatility (ann.) | 55.24% | 84.45% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.34 | -0.82 |
| Skew | 0.29 | 0.13 |
| Kurtosis | 12.1 | 2.65 |
| Expected Daily % | 0.1% | -0.21% |
| Expected Monthly % | 2.85% | -5.66% |
| Expected Yearly % | 18.4% | -29.49% |
| Kelly Criterion | 7.22% | -0.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.61% | -7.39% |
| Expected Shortfall (cVaR) | -4.61% | -7.39% |
| Year | 5937785:BATUSD | 5937785:batusd:triple_gx:zlema150_85_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | 47.90 | -18.02 | + |
| 2025 | -48.92 | -5.22 | 0.11 | + |
| Metric | 5937785:batusd:triple_gx:zlema150_85_35 | 5937785:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | -5.22% | -53.88% |
| 6M | 62.29% | -30.18% |
| YTD | -5.22% | -48.92% |
| 1Y | 40.18% | -50.28% |
| 3Y (ann.) | 45.96% | -54.27% |
| 5Y (ann.) | 45.96% | -54.27% |
| Metric | 5937785:batusd:triple_gx:zlema150_85_35 | 5937785:BATUSD |
|---|---|---|
| Max Drawdown | -34.29% | -66.4% |
| Longest DD Days | 145.0 | 187.0 |
| Avg. Drawdown | -13.64% | -24.26% |
| Avg. Drawdown Days | 40.0 | 63.0 |
| Recovery Factor | 1.17 | -0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-07 | -34.29 | 123 |
| 2024-06-17 | 2024-11-09 | -23.89 | 145 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| 2024-11-13 | 2024-11-16 | -7.77 | 3 |
| 2024-11-25 | 2024-11-27 | -7.35 | 2 |
| 2024-11-30 | 2024-12-03 | -2.60 | 3 |
| Metric | 5937785:batusd:triple_gx:zlema150_85_35 | 5937785:BATUSD |
|---|---|---|
| Best Day | 15.55% | 20.51% |
| Worst Day | -18.73% | -18.73% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -14.57% | -23.62% |
| Best Month | 111.44% | 99.96% |
| Worst Month | -19.46% | -27.34% |
| Best Year | 47.9% | -2.66% |
| Worst Year | -5.22% | -48.92% |
| Avg. Up Day | 3.43% | 3.44% |
| Avg. Down Day | -3.13% | -3.67% |
| Avg. Up Week | 12.03% | 13.91% |
| Avg. Down Week | -6.41% | -9.86% |
| Avg. Up Month | 56.01% | 54.86% |
| Avg. Down Month | -10.77% | -21.55% |
| Win Days % | 51.52% | 51.23% |
| Win Month % | 55.56% | 25.0% |
| Win Week % | 55.56% | 40.82% |
| Win Quarter % | 25.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |