| Metric | 5942337:batusd:triple_gx:zlema145_55_50 | 5942337:BATUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 840.65% | -89.64% |
| Max Drawdown | -28.06% | -91.4% |
| Sharpe | 1.57 | -0.4 |
| Sortino | 2.52 | -0.55 |
| Payoff Ratio | 1.28 | 1.01 |
| Profit Factor | 1.47 | 0.94 |
| Common Sense Ratio | 2.05 | 0.77 |
| CPC Index | 0.94 | 0.49 |
| Tail Ratio | 1.4 | 0.81 |
| Outlier Win Ratio | 10.62 | 2.95 |
| Outlier Loss Ratio | 3.73 | 2.9 |
| Volatility (ann.) | 51.42% | 83.1% |
| R^2 | 0.39 | 0.39 |
| Calmar | 3.43 | -0.54 |
| Skew | 0.55 | -0.2 |
| Kurtosis | 11.87 | 2.59 |
| Expected Daily % | 0.19% | -0.19% |
| Expected Monthly % | 5.62% | -5.38% |
| Expected Yearly % | 56.56% | -36.46% |
| Kelly Criterion | 11.02% | 2.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.21% | -7.25% |
| Expected Shortfall (cVaR) | -4.21% | -7.25% |
| Year | 5942337:BATUSD | 5942337:batusd:triple_gx:zlema145_55_50 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 4.97 | 0.00 | 0.00 | - |
| 2022 | -86.19 | 39.57 | -0.46 | + |
| 2023 | 54.39 | 127.81 | 2.35 | + |
| 2024 | -9.41 | 185.15 | -19.69 | + |
| 2025 | -48.92 | 3.75 | -0.08 | + |
| Metric | 5942337:batusd:triple_gx:zlema145_55_50 | 5942337:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 1.59% | -53.88% |
| 6M | 94.5% | -30.18% |
| YTD | 3.75% | -48.92% |
| 1Y | 129.38% | -59.79% |
| 3Y (ann.) | 102.39% | -45.91% |
| 5Y (ann.) | 96.3% | -49.46% |
| Metric | 5942337:batusd:triple_gx:zlema145_55_50 | 5942337:BATUSD |
|---|---|---|
| Max Drawdown | -28.06% | -91.4% |
| Longest DD Days | 119.0 | 1196.0 |
| Avg. Drawdown | -6.51% | -35.93% |
| Avg. Drawdown Days | 19.0 | 403.0 |
| Recovery Factor | 29.96 | -0.98 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2022-06-24 | -28.06 | 65 |
| 2024-03-12 | 2024-07-09 | -27.96 | 119 |
| 2022-11-05 | 2023-02-05 | -24.99 | 92 |
| 2022-02-08 | 2022-04-02 | -23.84 | 53 |
| 2023-11-13 | 2023-11-29 | -15.93 | 16 |
| 2024-12-25 | 2025-04-07 | -15.87 | 103 |
| 2022-06-25 | 2022-07-05 | -14.62 | 10 |
| 2024-12-05 | 2024-12-24 | -14.50 | 19 |
| 2024-01-12 | 2024-03-01 | -13.38 | 49 |
| 2024-07-22 | 2024-08-24 | -12.38 | 33 |
| Metric | 5942337:batusd:triple_gx:zlema145_55_50 | 5942337:BATUSD |
|---|---|---|
| Best Day | 20.51% | 24.24% |
| Worst Day | -19.89% | -20.41% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -13.79% | -33.75% |
| Best Month | 88.25% | 99.96% |
| Worst Month | -14.42% | -34.22% |
| Best Year | 185.15% | 54.39% |
| Worst Year | 0.0% | -86.19% |
| Avg. Up Day | 3.85% | 3.87% |
| Avg. Down Day | -3.0% | -3.83% |
| Avg. Up Week | 8.77% | 10.31% |
| Avg. Down Week | -5.52% | -9.89% |
| Avg. Up Month | 18.51% | 24.98% |
| Avg. Down Month | -8.25% | -16.21% |
| Win Days % | 50.0% | 50.91% |
| Win Month % | 81.25% | 36.59% |
| Win Week % | 64.84% | 44.07% |
| Win Quarter % | 92.31% | 33.33% |
| Win Year % | 100.0% | 40.0% |