| Metric | 5941869:batusd:triple_gx:zlema145_100_45 | 5941869:BATUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 51.86% | -50.28% |
| Max Drawdown | -36.4% | -66.4% |
| Sharpe | 1.11 | -0.5 |
| Sortino | 1.71 | -0.69 |
| Payoff Ratio | 1.1 | 1.01 |
| Profit Factor | 1.31 | 0.93 |
| Common Sense Ratio | 1.41 | 0.76 |
| CPC Index | 0.76 | 0.48 |
| Tail Ratio | 1.08 | 0.82 |
| Outlier Win Ratio | 11.79 | 3.34 |
| Outlier Loss Ratio | 2.73 | 2.64 |
| Volatility (ann.) | 56.0% | 84.45% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.64 | -0.82 |
| Skew | 0.3 | 0.13 |
| Kurtosis | 11.38 | 2.65 |
| Expected Daily % | 0.13% | -0.21% |
| Expected Monthly % | 3.54% | -5.66% |
| Expected Yearly % | 23.23% | -29.49% |
| Kelly Criterion | 10.2% | 3.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.65% | -7.39% |
| Expected Shortfall (cVaR) | -4.65% | -7.39% |
| Year | 5941869:BATUSD | 5941869:batusd:triple_gx:zlema145_100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | 46.02 | -17.31 | + |
| 2025 | -48.92 | 4.00 | -0.08 | + |
| Metric | 5941869:batusd:triple_gx:zlema145_100_45 | 5941869:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 4.0% | -53.88% |
| 6M | 63.88% | -30.18% |
| YTD | 4.0% | -48.92% |
| 1Y | 51.86% | -50.28% |
| 3Y (ann.) | 59.64% | -54.27% |
| 5Y (ann.) | 59.64% | -54.27% |
| Metric | 5941869:batusd:triple_gx:zlema145_100_45 | 5941869:BATUSD |
|---|---|---|
| Max Drawdown | -36.4% | -66.4% |
| Longest DD Days | 135.0 | 187.0 |
| Avg. Drawdown | -9.97% | -24.26% |
| Avg. Drawdown Days | 28.0 | 63.0 |
| Recovery Factor | 1.42 | -0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-07 | -36.40 | 123 |
| 2024-06-28 | 2024-11-10 | -22.41 | 135 |
| 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 |
| 2024-06-22 | 2024-06-25 | -2.06 | 3 |
| 2024-06-26 | 2024-06-27 | -1.38 | 1 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| Metric | 5941869:batusd:triple_gx:zlema145_100_45 | 5941869:BATUSD |
|---|---|---|
| Best Day | 15.55% | 20.51% |
| Worst Day | -18.73% | -18.73% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -14.42% | -23.62% |
| Best Month | 111.44% | 99.96% |
| Worst Month | -25.47% | -27.34% |
| Best Year | 46.02% | -2.66% |
| Worst Year | 4.0% | -48.92% |
| Avg. Up Day | 3.89% | 3.9% |
| Avg. Down Day | -3.55% | -3.86% |
| Avg. Up Week | 13.45% | 13.83% |
| Avg. Down Week | -7.77% | -10.58% |
| Avg. Up Month | 111.44% | 99.96% |
| Avg. Down Month | -13.22% | -14.88% |
| Win Days % | 53.04% | 51.23% |
| Win Month % | 50.0% | 25.0% |
| Win Week % | 57.14% | 40.82% |
| Win Quarter % | 75.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |