| Metric | 5940851:batusd:triple_gx:zlema145_60_45 | 5940851:BATUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 538.3% | -89.64% |
| Max Drawdown | -35.64% | -91.4% |
| Sharpe | 1.35 | -0.4 |
| Sortino | 2.07 | -0.55 |
| Payoff Ratio | 1.24 | 1.01 |
| Profit Factor | 1.38 | 0.94 |
| Common Sense Ratio | 2.05 | 0.77 |
| CPC Index | 0.88 | 0.48 |
| Tail Ratio | 1.48 | 0.81 |
| Outlier Win Ratio | 10.87 | 2.92 |
| Outlier Loss Ratio | 3.42 | 2.93 |
| Volatility (ann.) | 51.03% | 83.1% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.1 | -0.54 |
| Skew | 0.06 | -0.2 |
| Kurtosis | 10.44 | 2.59 |
| Expected Daily % | 0.15% | -0.19% |
| Expected Monthly % | 4.62% | -5.38% |
| Expected Yearly % | 44.88% | -36.46% |
| Kelly Criterion | 12.27% | 2.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.2% | -7.25% |
| Expected Shortfall (cVaR) | -4.2% | -7.25% |
| Year | 5940851:BATUSD | 5940851:batusd:triple_gx:zlema145_60_45 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 4.97 | 0.00 | 0.00 | - |
| 2022 | -86.19 | 2.54 | -0.03 | + |
| 2023 | 54.39 | 104.17 | 1.92 | + |
| 2024 | -9.41 | 193.17 | -20.54 | + |
| 2025 | -48.92 | 4.00 | -0.08 | + |
| Metric | 5940851:batusd:triple_gx:zlema145_60_45 | 5940851:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 4.0% | -53.88% |
| 6M | 88.96% | -30.18% |
| YTD | 4.0% | -48.92% |
| 1Y | 172.71% | -59.79% |
| 3Y (ann.) | 86.79% | -45.91% |
| 5Y (ann.) | 74.68% | -49.46% |
| Metric | 5940851:batusd:triple_gx:zlema145_60_45 | 5940851:BATUSD |
|---|---|---|
| Max Drawdown | -35.64% | -91.4% |
| Longest DD Days | 345.0 | 1196.0 |
| Avg. Drawdown | -7.63% | -35.93% |
| Avg. Drawdown Days | 25.0 | 403.0 |
| Recovery Factor | 15.1 | -0.98 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-05 | 2023-10-16 | -35.64 | 345 |
| 2024-03-12 | 2024-06-19 | -27.96 | 99 |
| 2022-04-20 | 2022-06-24 | -24.94 | 65 |
| 2024-12-05 | 2025-04-07 | -22.34 | 123 |
| 2022-02-10 | 2022-04-12 | -21.14 | 61 |
| 2024-01-12 | 2024-03-02 | -19.70 | 50 |
| 2023-11-13 | 2023-12-22 | -18.46 | 39 |
| 2022-06-25 | 2022-07-05 | -14.62 | 10 |
| 2024-07-22 | 2024-09-07 | -11.69 | 47 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| Metric | 5940851:batusd:triple_gx:zlema145_60_45 | 5940851:BATUSD |
|---|---|---|
| Best Day | 15.55% | 24.24% |
| Worst Day | -19.89% | -20.41% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -24.8% | -33.75% |
| Best Month | 111.44% | 99.96% |
| Worst Month | -24.02% | -34.22% |
| Best Year | 193.17% | 54.39% |
| Worst Year | 0.0% | -86.19% |
| Avg. Up Day | 3.79% | 3.8% |
| Avg. Down Day | -3.05% | -3.77% |
| Avg. Up Week | 8.87% | 10.12% |
| Avg. Down Week | -5.75% | -9.07% |
| Avg. Up Month | 20.3% | 24.32% |
| Avg. Down Month | -11.9% | -18.81% |
| Win Days % | 51.42% | 50.91% |
| Win Month % | 75.86% | 36.59% |
| Win Week % | 63.95% | 44.07% |
| Win Quarter % | 84.62% | 33.33% |
| Win Year % | 100.0% | 40.0% |