| Metric | 5943610:batusd:triple_gx:zlema140_105_50 | 5943610:BATUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 37.21% | -90.88% |
| Max Drawdown | -63.06% | -91.4% |
| Sharpe | 0.46 | -0.44 |
| Sortino | 0.64 | -0.6 |
| Payoff Ratio | 1.01 | 0.95 |
| Profit Factor | 1.1 | 0.94 |
| Common Sense Ratio | 1.15 | 0.77 |
| CPC Index | 0.56 | 0.45 |
| Tail Ratio | 1.04 | 0.82 |
| Outlier Win Ratio | 8.72 | 2.94 |
| Outlier Loss Ratio | 3.13 | 3.12 |
| Volatility (ann.) | 59.91% | 83.46% |
| R^2 | 0.52 | 0.52 |
| Calmar | 0.16 | -0.56 |
| Skew | -0.61 | -0.21 |
| Kurtosis | 8.3 | 2.55 |
| Expected Daily % | 0.03% | -0.2% |
| Expected Monthly % | 0.77% | -5.67% |
| Expected Yearly % | 6.53% | -38.06% |
| Kelly Criterion | 1.74% | -0.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.08% | -7.29% |
| Expected Shortfall (cVaR) | -5.08% | -7.29% |
| Year | 5943610:BATUSD | 5943610:batusd:triple_gx:zlema140_105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -7.56 | -11.27 | 1.49 | - |
| 2022 | -86.19 | -32.78 | 0.38 | + |
| 2023 | 54.39 | 110.23 | 2.03 | + |
| 2024 | -9.41 | 9.22 | -0.98 | + |
| 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% | -59.79% |
| 3Y (ann.) | 14.56% | -45.91% |
| 5Y (ann.) | 9.96% | -51.27% |
| Metric | 5943610:batusd:triple_gx:zlema140_105_50 | 5943610:BATUSD |
|---|---|---|
| Max Drawdown | -63.06% | -91.4% |
| Longest DD Days | 642.0 | 1196.0 |
| Avg. Drawdown | -16.33% | -38.13% |
| Avg. Drawdown Days | 79.0 | 404.0 |
| Recovery Factor | 0.59 | -0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-08 | 2023-11-12 | -63.06 | 642 |
| 2024-12-05 | 2025-04-07 | -47.67 | 123 |
| 2024-03-12 | 2024-11-18 | -28.43 | 251 |
| 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 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-03-03 | 2024-03-07 | -9.13 | 4 |
| 2024-11-25 | 2024-11-27 | -7.35 | 2 |
| 2024-01-03 | 2024-01-11 | -7.25 | 8 |
| Metric | 5943610:batusd:triple_gx:zlema140_105_50 | 5943610: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 | -40.31% | -34.22% |
| Best Year | 110.23% | 54.39% |
| Worst Year | -32.78% | -86.19% |
| Avg. Up Day | 3.64% | 3.65% |
| Avg. Down Day | -3.61% | -3.84% |
| Avg. Up Week | 9.04% | 9.84% |
| Avg. Down Week | -7.92% | -9.32% |
| Avg. Up Month | 20.53% | 24.98% |
| Avg. Down Month | -15.35% | -17.74% |
| Win Days % | 50.66% | 50.87% |
| Win Month % | 57.58% | 34.15% |
| Win Week % | 56.25% | 43.82% |
| Win Quarter % | 71.43% | 26.67% |
| Win Year % | 60.0% | 20.0% |