| Metric | 5937785:batusd:triple_gx:zlema150_85_35 | 5937785:BATUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 75.19% | -88.47% |
| Max Drawdown | -45.52% | -91.4% |
| Sharpe | 0.59 | -0.37 |
| Sortino | 0.83 | -0.5 |
| Payoff Ratio | 1.11 | 0.97 |
| Profit Factor | 1.15 | 0.95 |
| Common Sense Ratio | 1.31 | 0.78 |
| CPC Index | 0.63 | 0.47 |
| Tail Ratio | 1.14 | 0.82 |
| Outlier Win Ratio | 10.79 | 2.91 |
| Outlier Loss Ratio | 3.34 | 3.07 |
| Volatility (ann.) | 53.79% | 82.76% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.4 | -0.52 |
| Skew | -0.61 | -0.18 |
| Kurtosis | 11.99 | 2.6 |
| Expected Daily % | 0.05% | -0.18% |
| Expected Monthly % | 1.38% | -5.13% |
| Expected Yearly % | 11.87% | -35.08% |
| Kelly Criterion | 4.58% | 0.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.54% | -7.21% |
| Expected Shortfall (cVaR) | -4.54% | -7.21% |
| Year | 5937785:BATUSD | 5937785:batusd:triple_gx:zlema150_85_35 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 16.85 | 0.00 | 0.00 | - |
| 2022 | -86.19 | -30.17 | 0.35 | + |
| 2023 | 54.39 | 30.07 | 0.55 | - |
| 2024 | -9.41 | 103.49 | -11.00 | + |
| 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 | 48.45% | -59.79% |
| 3Y (ann.) | 19.8% | -45.91% |
| 5Y (ann.) | 18.41% | -47.85% |
| Metric | 5937785:batusd:triple_gx:zlema150_85_35 | 5937785:BATUSD |
|---|---|---|
| Max Drawdown | -45.52% | -91.4% |
| Longest DD Days | 736.0 | 1196.0 |
| Avg. Drawdown | -13.27% | -33.11% |
| Avg. Drawdown Days | 80.0 | 401.0 |
| Recovery Factor | 1.65 | -0.97 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-03-07 | -45.52 | 736 |
| 2024-12-05 | 2025-04-07 | -34.29 | 123 |
| 2024-04-24 | 2024-11-11 | -28.83 | 201 |
| 2024-03-12 | 2024-04-20 | -27.96 | 39 |
| 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 |
| 2022-02-26 | 2022-02-28 | -5.09 | 2 |
| 2024-03-08 | 2024-03-09 | -2.85 | 1 |
| Metric | 5937785:batusd:triple_gx:zlema150_85_35 | 5937785:BATUSD |
|---|---|---|
| Best Day | 15.55% | 24.24% |
| Worst Day | -20.41% | -20.41% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -33.75% | -33.75% |
| Best Month | 111.44% | 99.96% |
| Worst Month | -35.5% | -34.22% |
| Best Year | 103.49% | 54.39% |
| Worst Year | -30.17% | -86.19% |
| Avg. Up Day | 3.56% | 3.57% |
| Avg. Down Day | -3.22% | -3.69% |
| Avg. Up Week | 9.37% | 10.56% |
| Avg. Down Week | -7.4% | -9.77% |
| Avg. Up Month | 21.02% | 27.76% |
| Avg. Down Month | -13.62% | -21.03% |
| Win Days % | 49.89% | 50.91% |
| Win Month % | 62.07% | 36.59% |
| Win Week % | 54.55% | 44.07% |
| Win Quarter % | 61.54% | 33.33% |
| Win Year % | 50.0% | 40.0% |