| Metric | 5942411:batusd:triple_gx:zlema235_55_50 | 5942411:BATUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 57.54% | -50.28% |
| Max Drawdown | -33.17% | -66.4% |
| Sharpe | 1.22 | -0.5 |
| Sortino | 2.29 | -0.69 |
| Payoff Ratio | 1.4 | 1.21 |
| Profit Factor | 1.41 | 0.93 |
| Common Sense Ratio | 1.84 | 0.76 |
| CPC Index | 0.87 | 0.58 |
| Tail Ratio | 1.3 | 0.82 |
| Outlier Win Ratio | 16.44 | 3.83 |
| Outlier Loss Ratio | 3.3 | 2.42 |
| Volatility (ann.) | 52.2% | 84.45% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.0 | -0.82 |
| Skew | 2.55 | 0.13 |
| Kurtosis | 17.79 | 2.65 |
| Expected Daily % | 0.14% | -0.21% |
| Expected Monthly % | 3.86% | -5.66% |
| Expected Yearly % | 25.51% | -29.49% |
| Kelly Criterion | 3.7% | 11.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.32% | -7.39% |
| Expected Shortfall (cVaR) | -4.32% | -7.39% |
| Year | 5942411:BATUSD | 5942411:batusd:triple_gx:zlema235_55_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | 98.69 | -37.13 | + |
| 2025 | -48.92 | -20.71 | 0.42 | + |
| Metric | 5942411:batusd:triple_gx:zlema235_55_50 | 5942411:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | -22.37% | -53.88% |
| 6M | 39.47% | -30.18% |
| YTD | -20.71% | -48.92% |
| 1Y | 57.54% | -50.28% |
| 3Y (ann.) | 66.34% | -54.27% |
| 5Y (ann.) | 66.34% | -54.27% |
| Metric | 5942411:batusd:triple_gx:zlema235_55_50 | 5942411:BATUSD |
|---|---|---|
| Max Drawdown | -33.17% | -66.4% |
| Longest DD Days | 103.0 | 187.0 |
| Avg. Drawdown | -9.46% | -24.26% |
| Avg. Drawdown Days | 20.0 | 63.0 |
| Recovery Factor | 1.73 | -0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-04-07 | -33.17 | 103 |
| 2024-12-05 | 2024-12-24 | -14.50 | 19 |
| 2024-09-14 | 2024-11-16 | -11.37 | 63 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| 2024-11-25 | 2024-11-27 | -7.35 | 2 |
| 2024-08-25 | 2024-09-09 | -5.83 | 15 |
| 2024-08-09 | 2024-08-13 | -5.74 | 4 |
| 2024-08-14 | 2024-08-23 | -4.67 | 9 |
| 2024-07-24 | 2024-07-26 | -4.46 | 2 |
| Metric | 5942411:batusd:triple_gx:zlema235_55_50 | 5942411:BATUSD |
|---|---|---|
| Best Day | 20.51% | 20.51% |
| Worst Day | -10.37% | -18.73% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -12.13% | -23.62% |
| Best Month | 73.04% | 99.96% |
| Worst Month | -12.13% | -27.34% |
| Best Year | 98.69% | -2.66% |
| Worst Year | -20.71% | -48.92% |
| Avg. Up Day | 4.65% | 4.66% |
| Avg. Down Day | -3.31% | -3.84% |
| Avg. Up Week | 13.18% | 16.04% |
| Avg. Down Week | -6.15% | -10.98% |
| Avg. Up Month | 36.96% | 54.86% |
| Avg. Down Month | -8.2% | -13.21% |
| Win Days % | 43.75% | 51.23% |
| Win Month % | 62.5% | 25.0% |
| Win Week % | 50.0% | 40.82% |
| Win Quarter % | 66.67% | 20.0% |
| Win Year % | 50.0% | 0.0% |