| Metric | 5943762:batusd:triple_gx:zlema190_110_50 | 5943762:BATUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 62.08% | -90.86% |
| Max Drawdown | -64.08% | -90.88% |
| Sharpe | 0.55 | -0.48 |
| Sortino | 0.77 | -0.64 |
| Payoff Ratio | 1.06 | 0.97 |
| Profit Factor | 1.13 | 0.94 |
| Common Sense Ratio | 1.2 | 0.77 |
| CPC Index | 0.6 | 0.46 |
| Tail Ratio | 1.06 | 0.82 |
| Outlier Win Ratio | 9.56 | 2.93 |
| Outlier Loss Ratio | 3.19 | 3.12 |
| Volatility (ann.) | 57.64% | 82.51% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.25 | -0.57 |
| Skew | -0.59 | -0.18 |
| Kurtosis | 9.55 | 2.63 |
| Expected Daily % | 0.04% | -0.2% |
| Expected Monthly % | 1.21% | -5.81% |
| Expected Yearly % | 12.83% | -45.01% |
| Kelly Criterion | 2.59% | -0.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.88% | -7.21% |
| Expected Shortfall (cVaR) | -4.88% | -7.21% |
| Year | 5943762:BATUSD | 5943762:batusd:triple_gx:zlema190_110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.21 | -47.69 | 0.55 | + |
| 2023 | 54.39 | 113.02 | 2.08 | + |
| 2024 | -9.41 | 45.44 | -4.83 | + |
| 2025 | -48.92 | 0.00 | -0.00 | + |
| Metric | 5943762:batusd:triple_gx:zlema190_110_50 | 5943762:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 0.0% | -53.88% |
| 6M | 21.45% | -30.18% |
| YTD | 0.0% | -48.92% |
| 1Y | 17.17% | -59.79% |
| 3Y (ann.) | 13.58% | -45.91% |
| 5Y (ann.) | 15.95% | -51.96% |
| Metric | 5943762:batusd:triple_gx:zlema190_110_50 | 5943762:BATUSD |
|---|---|---|
| Max Drawdown | -64.08% | -90.88% |
| Longest DD Days | 703.0 | 1189.0 |
| Avg. Drawdown | -13.36% | -90.88% |
| Avg. Drawdown Days | 70.0 | 1189.0 |
| Recovery Factor | 0.97 | -1.0 |
| Ulcer Index | inf | 1.62 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2024-03-07 | -64.08 | 703 |
| 2024-12-05 | 2025-04-07 | -44.60 | 123 |
| 2024-03-12 | 2024-11-12 | -27.96 | 245 |
| 2022-03-02 | 2022-03-15 | -16.08 | 13 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| 2024-11-13 | 2024-11-16 | -7.77 | 3 |
| 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 |
| Metric | 5943762:batusd:triple_gx:zlema190_110_50 | 5943762: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 | -35.08% | -34.38% |
| Best Year | 113.02% | 54.39% |
| Worst Year | -47.69% | -87.21% |
| Avg. Up Day | 3.74% | 3.75% |
| Avg. Down Day | -3.52% | -3.86% |
| Avg. Up Week | 10.16% | 10.62% |
| Avg. Down Week | -7.51% | -9.69% |
| Avg. Up Month | 20.43% | 24.98% |
| Avg. Down Month | -17.37% | -20.53% |
| Win Days % | 49.79% | 50.59% |
| Win Month % | 62.96% | 35.0% |
| Win Week % | 51.14% | 43.68% |
| Win Quarter % | 66.67% | 28.57% |
| Win Year % | 66.67% | 25.0% |