| Metric | 5943278:batusd:triple_gx:zlema140_90_50 | 5943278:BATUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 102.19% | -90.88% |
| Max Drawdown | -60.02% | -91.4% |
| Sharpe | 0.66 | -0.44 |
| Sortino | 0.92 | -0.6 |
| Payoff Ratio | 1.07 | 0.98 |
| Profit Factor | 1.16 | 0.94 |
| Common Sense Ratio | 1.25 | 0.77 |
| CPC Index | 0.63 | 0.47 |
| Tail Ratio | 1.08 | 0.82 |
| Outlier Win Ratio | 9.16 | 2.94 |
| Outlier Loss Ratio | 3.23 | 3.12 |
| Volatility (ann.) | 58.62% | 83.46% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.39 | -0.56 |
| Skew | -0.62 | -0.21 |
| Kurtosis | 9.18 | 2.55 |
| Expected Daily % | 0.06% | -0.2% |
| Expected Monthly % | 1.73% | -5.67% |
| Expected Yearly % | 15.12% | -38.06% |
| Kelly Criterion | 4.76% | 0.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.94% | -7.29% |
| Expected Shortfall (cVaR) | -4.94% | -7.29% |
| Year | 5943278:BATUSD | 5943278:batusd:triple_gx:zlema140_90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -7.56 | -10.71 | 1.42 | - |
| 2022 | -86.19 | -24.11 | 0.28 | + |
| 2023 | 54.39 | 100.04 | 1.84 | + |
| 2024 | -9.41 | 48.86 | -5.20 | + |
| 2025 | -48.92 | 0.19 | -0.00 | + |
| Metric | 5943278:batusd:triple_gx:zlema140_90_50 | 5943278:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 0.19% | -53.88% |
| 6M | 45.74% | -30.18% |
| YTD | 0.19% | -48.92% |
| 1Y | 36.25% | -59.79% |
| 3Y (ann.) | 24.53% | -45.91% |
| 5Y (ann.) | 23.53% | -51.27% |
| Metric | 5943278:batusd:triple_gx:zlema140_90_50 | 5943278:BATUSD |
|---|---|---|
| Max Drawdown | -60.02% | -91.4% |
| Longest DD Days | 580.0 | 1196.0 |
| Avg. Drawdown | -14.17% | -38.13% |
| Avg. Drawdown Days | 62.0 | 404.0 |
| Recovery Factor | 1.7 | -0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-11-05 | -60.02 | 580 |
| 2024-12-05 | 2025-04-07 | -34.27 | 123 |
| 2024-03-12 | 2024-11-16 | -29.87 | 249 |
| 2022-02-08 | 2022-03-16 | -22.09 | 36 |
| 2021-12-09 | 2022-01-28 | -20.89 | 50 |
| 2024-01-12 | 2024-03-02 | -19.70 | 50 |
| 2023-11-13 | 2023-12-04 | -18.46 | 21 |
| 2023-12-05 | 2024-01-11 | -11.02 | 37 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| Metric | 5943278:batusd:triple_gx:zlema140_90_50 | 5943278: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 | 103.53% | 99.96% |
| Worst Month | -34.44% | -34.22% |
| Best Year | 100.04% | 54.39% |
| Worst Year | -24.11% | -86.19% |
| Avg. Up Day | 3.69% | 3.7% |
| Avg. Down Day | -3.44% | -3.8% |
| Avg. Up Week | 9.29% | 9.93% |
| Avg. Down Week | -7.37% | -9.66% |
| Avg. Up Month | 18.6% | 24.98% |
| Avg. Down Month | -14.31% | -19.13% |
| Win Days % | 50.69% | 50.87% |
| Win Month % | 65.62% | 34.15% |
| Win Week % | 55.06% | 43.82% |
| Win Quarter % | 71.43% | 26.67% |
| Win Year % | 60.0% | 20.0% |