| Metric | 5943610:batusd:triple_gx:zlema140_105_50 | 5943610:BATUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | -3.44% | -50.28% |
| Max Drawdown | -47.67% | -66.4% |
| Sharpe | 0.21 | -0.5 |
| Sortino | 0.32 | -0.69 |
| Payoff Ratio | 1.01 | 0.98 |
| Profit Factor | 1.05 | 0.93 |
| Common Sense Ratio | 1.08 | 0.76 |
| CPC Index | 0.5 | 0.47 |
| Tail Ratio | 1.03 | 0.82 |
| Outlier Win Ratio | 12.26 | 3.34 |
| Outlier Loss Ratio | 2.87 | 2.69 |
| Volatility (ann.) | 56.64% | 84.45% |
| R^2 | 0.45 | 0.45 |
| Calmar | -0.08 | -0.82 |
| Skew | 0.29 | 0.13 |
| Kurtosis | 10.96 | 2.65 |
| Expected Daily % | -0.01% | -0.21% |
| Expected Monthly % | -0.29% | -5.66% |
| Expected Yearly % | -1.74% | -29.49% |
| Kelly Criterion | -4.65% | 1.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.84% | -7.39% |
| Expected Shortfall (cVaR) | -4.84% | -7.39% |
| Year | 5943610:BATUSD | 5943610:batusd:triple_gx:zlema140_105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | -3.63 | 1.36 | - |
| 2025 | -48.92 | 0.19 | -0.00 | + |
| Metric | 5943610:batusd:triple_gx:zlema140_105_50 | 5943610:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 0.19% | -53.88% |
| 6M | 16.04% | -30.18% |
| YTD | 0.19% | -48.92% |
| 1Y | -3.44% | -50.28% |
| 3Y (ann.) | -3.85% | -54.27% |
| 5Y (ann.) | -3.85% | -54.27% |
| Metric | 5943610:batusd:triple_gx:zlema140_105_50 | 5943610:BATUSD |
|---|---|---|
| Max Drawdown | -47.67% | -66.4% |
| Longest DD Days | 141.0 | 187.0 |
| Avg. Drawdown | -11.73% | -24.26% |
| Avg. Drawdown Days | 31.0 | 63.0 |
| Recovery Factor | -0.07 | -0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-07 | -47.67 | 123 |
| 2024-06-28 | 2024-11-16 | -24.70 | 141 |
| 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 |
| 2024-11-30 | 2024-12-03 | -2.60 | 3 |
| 2024-06-22 | 2024-06-25 | -2.06 | 3 |
| 2024-06-26 | 2024-06-27 | -1.38 | 1 |
| 2024-06-19 | 2024-06-21 | -0.18 | 2 |
| Metric | 5943610:batusd:triple_gx:zlema140_105_50 | 5943610:BATUSD |
|---|---|---|
| Best Day | 15.55% | 20.51% |
| Worst Day | -18.73% | -18.73% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -24.5% | -23.62% |
| Best Month | 103.53% | 99.96% |
| Worst Month | -40.31% | -27.34% |
| Best Year | 0.19% | -2.66% |
| Worst Year | -3.63% | -48.92% |
| Avg. Up Day | 3.79% | 3.81% |
| Avg. Down Day | -3.78% | -3.9% |
| Avg. Up Week | 12.58% | 13.83% |
| Avg. Down Week | -8.89% | -10.27% |
| Avg. Up Month | 103.53% | 99.96% |
| Avg. Down Month | -15.6% | -13.8% |
| Win Days % | 47.54% | 51.23% |
| Win Month % | 37.5% | 25.0% |
| Win Week % | 50.0% | 40.82% |
| Win Quarter % | 75.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |