| Metric | 5943619:batusd:triple_gx:zlema150_105_50 | 5943619:BATUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 128.79% | -88.47% |
| Max Drawdown | -53.97% | -91.4% |
| Sharpe | 0.73 | -0.37 |
| Sortino | 1.04 | -0.5 |
| Payoff Ratio | 1.09 | 0.97 |
| Profit Factor | 1.18 | 0.95 |
| Common Sense Ratio | 1.34 | 0.78 |
| CPC Index | 0.65 | 0.47 |
| Tail Ratio | 1.13 | 0.82 |
| Outlier Win Ratio | 10.05 | 2.93 |
| Outlier Loss Ratio | 3.21 | 3.08 |
| Volatility (ann.) | 55.86% | 82.76% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.53 | -0.52 |
| Skew | -0.55 | -0.18 |
| Kurtosis | 10.61 | 2.6 |
| Expected Daily % | 0.07% | -0.18% |
| Expected Monthly % | 2.04% | -5.13% |
| Expected Yearly % | 18.0% | -35.08% |
| Kelly Criterion | 5.2% | 0.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.7% | -7.21% |
| Expected Shortfall (cVaR) | -4.7% | -7.21% |
| Year | 5943619:BATUSD | 5943619:batusd:triple_gx:zlema150_105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 16.85 | 9.68 | 0.57 | - |
| 2022 | -86.19 | -16.76 | 0.19 | + |
| 2023 | 54.39 | 111.08 | 2.04 | + |
| 2024 | -9.41 | 18.49 | -1.97 | + |
| 2025 | -48.92 | 0.19 | -0.00 | + |
| Metric | 5943619:batusd:triple_gx:zlema150_105_50 | 5943619:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 0.19% | -53.88% |
| 6M | 21.11% | -30.18% |
| YTD | 0.19% | -48.92% |
| 1Y | -0.28% | -59.79% |
| 3Y (ann.) | 21.25% | -45.91% |
| 5Y (ann.) | 28.33% | -47.85% |
| Metric | 5943619:batusd:triple_gx:zlema150_105_50 | 5943619:BATUSD |
|---|---|---|
| Max Drawdown | -53.97% | -91.4% |
| Longest DD Days | 486.0 | 1196.0 |
| Avg. Drawdown | -10.45% | -33.11% |
| Avg. Drawdown Days | 43.0 | 401.0 |
| Recovery Factor | 2.39 | -0.97 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2023-08-19 | -53.97 | 486 |
| 2024-12-05 | 2025-04-07 | -47.67 | 123 |
| 2024-03-12 | 2024-11-16 | -27.96 | 249 |
| 2023-11-13 | 2023-12-04 | -18.46 | 21 |
| 2022-03-02 | 2022-03-15 | -16.82 | 13 |
| 2024-01-12 | 2024-03-02 | -15.65 | 50 |
| 2023-08-30 | 2023-10-22 | -10.47 | 53 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| 2024-03-03 | 2024-03-07 | -9.13 | 4 |
| Metric | 5943619:batusd:triple_gx:zlema150_105_50 | 5943619: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 | 111.08% | 54.39% |
| Worst Year | -16.76% | -86.19% |
| Avg. Up Day | 3.72% | 3.73% |
| Avg. Down Day | -3.42% | -3.85% |
| Avg. Up Week | 9.15% | 10.04% |
| Avg. Down Week | -7.43% | -9.45% |
| Avg. Up Month | 19.14% | 24.3% |
| Avg. Down Month | -14.22% | -19.22% |
| Win Days % | 50.65% | 50.91% |
| Win Month % | 62.5% | 36.59% |
| Win Week % | 58.89% | 44.07% |
| Win Quarter % | 78.57% | 33.33% |
| Win Year % | 80.0% | 40.0% |