| Metric | 5942488:batusd:triple_gx:zlema150_60_50 | 5942488:BATUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 104.21% | -50.28% |
| Max Drawdown | -21.13% | -66.4% |
| Sharpe | 1.87 | -0.5 |
| Sortino | 3.43 | -0.69 |
| Payoff Ratio | 1.33 | 1.09 |
| Profit Factor | 1.62 | 0.93 |
| Common Sense Ratio | 2.53 | 0.76 |
| CPC Index | 1.08 | 0.52 |
| Tail Ratio | 1.56 | 0.82 |
| Outlier Win Ratio | 13.22 | 3.34 |
| Outlier Loss Ratio | 3.33 | 2.42 |
| Volatility (ann.) | 48.83% | 84.45% |
| R^2 | 0.34 | 0.34 |
| Calmar | 5.79 | -0.82 |
| Skew | 1.78 | 0.13 |
| Kurtosis | 11.1 | 2.65 |
| Expected Daily % | 0.22% | -0.21% |
| Expected Monthly % | 6.13% | -5.66% |
| Expected Yearly % | 42.9% | -29.49% |
| Kelly Criterion | 12.36% | 6.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.95% | -7.39% |
| Expected Shortfall (cVaR) | -3.95% | -7.39% |
| Year | 5942488:BATUSD | 5942488:batusd:triple_gx:zlema150_60_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | 96.82 | -36.42 | + |
| 2025 | -48.92 | 3.75 | -0.08 | + |
| Metric | 5942488:batusd:triple_gx:zlema150_60_50 | 5942488:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 1.59% | -53.88% |
| 6M | 84.29% | -30.18% |
| YTD | 3.75% | -48.92% |
| 1Y | 104.21% | -50.28% |
| 3Y (ann.) | 122.42% | -54.27% |
| 5Y (ann.) | 122.42% | -54.27% |
| Metric | 5942488:batusd:triple_gx:zlema150_60_50 | 5942488:BATUSD |
|---|---|---|
| Max Drawdown | -21.13% | -66.4% |
| Longest DD Days | 123.0 | 187.0 |
| Avg. Drawdown | -6.07% | -24.26% |
| Avg. Drawdown Days | 17.0 | 63.0 |
| Recovery Factor | 4.93 | -0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-07 | -21.13 | 123 |
| 2024-07-22 | 2024-08-24 | -12.38 | 33 |
| 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 |
| 2024-08-25 | 2024-11-06 | -6.67 | 73 |
| 2024-07-17 | 2024-07-19 | -5.09 | 2 |
| 2024-06-28 | 2024-07-09 | -4.61 | 11 |
| 2024-11-30 | 2024-12-03 | -2.60 | 3 |
| Metric | 5942488:batusd:triple_gx:zlema150_60_50 | 5942488:BATUSD |
|---|---|---|
| Best Day | 15.55% | 20.51% |
| Worst Day | -9.37% | -18.73% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -14.14% | -23.62% |
| Best Month | 103.53% | 99.96% |
| Worst Month | -12.73% | -27.34% |
| Best Year | 96.82% | -2.66% |
| Worst Year | 3.75% | -48.92% |
| Avg. Up Day | 4.1% | 4.13% |
| Avg. Down Day | -3.09% | -3.81% |
| Avg. Up Week | 10.21% | 13.67% |
| Avg. Down Week | -3.39% | -8.39% |
| Avg. Up Month | 53.66% | 54.86% |
| Avg. Down Month | -7.3% | -21.4% |
| Win Days % | 50.0% | 51.23% |
| Win Month % | 75.0% | 25.0% |
| Win Week % | 69.57% | 40.82% |
| Win Quarter % | 100.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |