| Metric | 5943653:batusd:triple_gx:zlema190_105_50 | 5943653:BATUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 3.75% | -90.86% |
| Max Drawdown | -64.08% | -90.88% |
| Sharpe | 0.31 | -0.48 |
| Sortino | 0.43 | -0.64 |
| Payoff Ratio | 1.04 | 0.97 |
| Profit Factor | 1.07 | 0.94 |
| Common Sense Ratio | 1.12 | 0.77 |
| CPC Index | 0.54 | 0.46 |
| Tail Ratio | 1.04 | 0.82 |
| Outlier Win Ratio | 9.99 | 2.93 |
| Outlier Loss Ratio | 3.14 | 3.12 |
| Volatility (ann.) | 57.15% | 82.51% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.02 | -0.57 |
| Skew | -0.61 | -0.18 |
| Kurtosis | 9.86 | 2.63 |
| Expected Daily % | 0.0% | -0.2% |
| Expected Monthly % | 0.09% | -5.81% |
| Expected Yearly % | 0.92% | -45.01% |
| Kelly Criterion | -0.43% | -0.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.87% | -7.21% |
| Expected Shortfall (cVaR) | -4.87% | -7.21% |
| Year | 5943653:BATUSD | 5943653:batusd:triple_gx:zlema190_105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.21 | -47.69 | 0.55 | + |
| 2023 | 54.39 | 79.87 | 1.47 | + |
| 2024 | -9.41 | 10.26 | -1.09 | + |
| 2025 | -48.92 | 0.00 | -0.00 | + |
| Metric | 5943653:batusd:triple_gx:zlema190_105_50 | 5943653:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 0.0% | -53.88% |
| 6M | 11.68% | -30.18% |
| YTD | 0.0% | -48.92% |
| 1Y | -2.71% | -59.79% |
| 3Y (ann.) | -2.1% | -45.91% |
| 5Y (ann.) | 1.13% | -51.96% |
| Metric | 5943653:batusd:triple_gx:zlema190_105_50 | 5943653:BATUSD |
|---|---|---|
| Max Drawdown | -64.08% | -90.88% |
| Longest DD Days | 965.0 | 1189.0 |
| Avg. Drawdown | -15.53% | -90.88% |
| Avg. Drawdown Days | 114.0 | 1189.0 |
| Recovery Factor | 0.06 | -1.0 |
| Ulcer Index | inf | 1.62 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2024-11-24 | -64.08 | 965 |
| 2024-12-05 | 2025-04-07 | -45.95 | 123 |
| 2022-03-02 | 2022-03-15 | -16.08 | 13 |
| 2024-11-25 | 2024-11-27 | -7.35 | 2 |
| 2022-02-26 | 2022-02-28 | -5.09 | 2 |
| 2022-03-18 | 2022-03-24 | -4.45 | 6 |
| 2022-03-28 | 2022-04-02 | -4.03 | 5 |
| 2022-03-25 | 2022-03-27 | -2.89 | 2 |
| 2022-02-11 | 2022-02-25 | -2.82 | 14 |
| 2024-11-30 | 2024-12-03 | -2.60 | 3 |
| Metric | 5943653:batusd:triple_gx:zlema190_105_50 | 5943653: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 | 87.08% | 99.96% |
| Worst Month | -40.31% | -34.38% |
| Best Year | 79.87% | 54.39% |
| Worst Year | -47.69% | -87.21% |
| Avg. Up Day | 3.74% | 3.75% |
| Avg. Down Day | -3.6% | -3.85% |
| Avg. Up Week | 9.71% | 10.62% |
| Avg. Down Week | -7.63% | -9.47% |
| Avg. Up Month | 18.56% | 24.98% |
| Avg. Down Month | -15.99% | -19.57% |
| Win Days % | 48.82% | 50.59% |
| Win Month % | 55.56% | 35.0% |
| Win Week % | 49.43% | 43.68% |
| Win Quarter % | 66.67% | 28.57% |
| Win Year % | 66.67% | 25.0% |