| Metric | 5942344:batusd:triple_gx:zlema150_55_50 | 5942344:BATUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 956.22% | -88.47% |
| Max Drawdown | -28.06% | -91.4% |
| Sharpe | 1.66 | -0.37 |
| Sortino | 2.68 | -0.5 |
| Payoff Ratio | 1.32 | 1.01 |
| Profit Factor | 1.52 | 0.95 |
| Common Sense Ratio | 2.23 | 0.78 |
| CPC Index | 1.02 | 0.49 |
| Tail Ratio | 1.46 | 0.82 |
| Outlier Win Ratio | 11.2 | 2.95 |
| Outlier Loss Ratio | 3.65 | 2.89 |
| Volatility (ann.) | 50.62% | 82.76% |
| R^2 | 0.38 | 0.38 |
| Calmar | 3.69 | -0.52 |
| Skew | 0.6 | -0.18 |
| Kurtosis | 12.72 | 2.6 |
| Expected Daily % | 0.2% | -0.18% |
| Expected Monthly % | 5.92% | -5.13% |
| Expected Yearly % | 60.23% | -35.08% |
| Kelly Criterion | 13.34% | 2.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.13% | -7.21% |
| Expected Shortfall (cVaR) | -4.13% | -7.21% |
| Year | 5942344:BATUSD | 5942344:batusd:triple_gx:zlema150_55_50 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 16.85 | 0.00 | 0.00 | - |
| 2022 | -86.19 | 50.26 | -0.58 | + |
| 2023 | 54.39 | 131.40 | 2.42 | + |
| 2024 | -9.41 | 192.77 | -20.50 | + |
| 2025 | -48.92 | 3.75 | -0.08 | + |
| Metric | 5942344:batusd:triple_gx:zlema150_55_50 | 5942344:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 1.59% | -53.88% |
| 6M | 104.06% | -30.18% |
| YTD | 3.75% | -48.92% |
| 1Y | 135.52% | -59.79% |
| 3Y (ann.) | 105.62% | -45.91% |
| 5Y (ann.) | 103.5% | -47.85% |
| Metric | 5942344:batusd:triple_gx:zlema150_55_50 | 5942344:BATUSD |
|---|---|---|
| Max Drawdown | -28.06% | -91.4% |
| Longest DD Days | 129.0 | 1196.0 |
| Avg. Drawdown | -6.42% | -33.11% |
| Avg. Drawdown Days | 18.0 | 401.0 |
| Recovery Factor | 34.08 | -0.97 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2022-06-24 | -28.06 | 65 |
| 2024-03-12 | 2024-07-19 | -27.96 | 129 |
| 2022-11-05 | 2023-02-05 | -24.99 | 92 |
| 2022-03-02 | 2022-03-15 | -16.82 | 13 |
| 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 | 5942344:batusd:triple_gx:zlema150_55_50 | 5942344: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 | 192.77% | 54.39% |
| Worst Year | 0.0% | -86.19% |
| Avg. Up Day | 3.92% | 3.95% |
| Avg. Down Day | -2.98% | -3.89% |
| Avg. Up Week | 8.6% | 10.33% |
| Avg. Down Week | -5.16% | -9.98% |
| Avg. Up Month | 17.67% | 23.71% |
| Avg. Down Month | -6.44% | -24.19% |
| Win Days % | 50.74% | 50.91% |
| Win Month % | 83.87% | 36.59% |
| Win Week % | 68.24% | 44.07% |
| Win Quarter % | 92.31% | 33.33% |
| Win Year % | 100.0% | 40.0% |