| Metric | 5941869:batusd:triple_gx:zlema145_100_45 | 5941869:BATUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 176.45% | -89.64% |
| Max Drawdown | -53.97% | -91.4% |
| Sharpe | 0.83 | -0.4 |
| Sortino | 1.19 | -0.55 |
| Payoff Ratio | 1.13 | 1.02 |
| Profit Factor | 1.21 | 0.94 |
| Common Sense Ratio | 1.35 | 0.77 |
| CPC Index | 0.69 | 0.49 |
| Tail Ratio | 1.12 | 0.81 |
| Outlier Win Ratio | 9.58 | 2.93 |
| Outlier Loss Ratio | 3.29 | 3.09 |
| Volatility (ann.) | 56.35% | 83.1% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.66 | -0.54 |
| Skew | -0.53 | -0.2 |
| Kurtosis | 10.17 | 2.59 |
| Expected Daily % | 0.08% | -0.19% |
| Expected Monthly % | 2.51% | -5.38% |
| Expected Yearly % | 22.55% | -36.46% |
| Kelly Criterion | 6.89% | 2.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.72% | -7.25% |
| Expected Shortfall (cVaR) | -4.72% | -7.25% |
| Year | 5941869:BATUSD | 5941869:batusd:triple_gx:zlema145_100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 4.97 | 0.00 | 0.00 | - |
| 2022 | -86.19 | -16.12 | 0.19 | + |
| 2023 | 54.39 | 105.75 | 1.94 | + |
| 2024 | -9.41 | 54.02 | -5.74 | + |
| 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% | -59.79% |
| 3Y (ann.) | 32.59% | -45.91% |
| 5Y (ann.) | 35.8% | -49.46% |
| Metric | 5941869:batusd:triple_gx:zlema145_100_45 | 5941869:BATUSD |
|---|---|---|
| Max Drawdown | -53.97% | -91.4% |
| Longest DD Days | 496.0 | 1196.0 |
| Avg. Drawdown | -10.45% | -35.93% |
| Avg. Drawdown Days | 43.0 | 403.0 |
| Recovery Factor | 3.27 | -0.98 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2023-08-29 | -53.97 | 496 |
| 2024-12-05 | 2025-04-07 | -36.40 | 123 |
| 2024-03-12 | 2024-11-11 | -27.96 | 244 |
| 2022-02-08 | 2022-03-16 | -19.84 | 36 |
| 2024-01-12 | 2024-03-02 | -19.70 | 50 |
| 2023-11-13 | 2023-12-04 | -18.46 | 21 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| 2024-03-03 | 2024-03-07 | -9.13 | 4 |
| 2023-08-30 | 2023-10-21 | -8.52 | 52 |
| Metric | 5941869:batusd:triple_gx:zlema145_100_45 | 5941869: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 | -29.43% | -34.22% |
| Best Year | 105.75% | 54.39% |
| Worst Year | -16.12% | -86.19% |
| Avg. Up Day | 3.73% | 3.73% |
| Avg. Down Day | -3.3% | -3.68% |
| Avg. Up Week | 9.47% | 9.93% |
| Avg. Down Week | -7.4% | -9.63% |
| Avg. Up Month | 20.44% | 24.98% |
| Avg. Down Month | -13.42% | -19.47% |
| Win Days % | 50.62% | 50.91% |
| Win Month % | 63.33% | 36.59% |
| Win Week % | 57.3% | 44.07% |
| Win Quarter % | 76.92% | 33.33% |
| Win Year % | 75.0% | 40.0% |