| Metric | 5943858:batusd:triple_gx:zlema190_115_50 | 5943858:BATUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 170.06% | -90.86% |
| Max Drawdown | -41.59% | -90.88% |
| Sharpe | 0.85 | -0.48 |
| Sortino | 1.28 | -0.64 |
| Payoff Ratio | 1.14 | 1.01 |
| Profit Factor | 1.24 | 0.94 |
| Common Sense Ratio | 1.44 | 0.77 |
| CPC Index | 0.71 | 0.48 |
| Tail Ratio | 1.16 | 0.82 |
| Outlier Win Ratio | 11.88 | 2.92 |
| Outlier Loss Ratio | 3.21 | 3.03 |
| Volatility (ann.) | 51.7% | 82.51% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.86 | -0.57 |
| Skew | 0.31 | -0.18 |
| Kurtosis | 12.06 | 2.63 |
| Expected Daily % | 0.08% | -0.2% |
| Expected Monthly % | 2.51% | -5.81% |
| Expected Yearly % | 28.19% | -45.01% |
| Kelly Criterion | 7.05% | 1.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.33% | -7.21% |
| Expected Shortfall (cVaR) | -4.33% | -7.21% |
| Year | 5943858:BATUSD | 5943858:batusd:triple_gx:zlema190_115_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.21 | -5.33 | 0.06 | + |
| 2023 | 54.39 | 114.79 | 2.11 | + |
| 2024 | -9.41 | 32.81 | -3.49 | + |
| 2025 | -48.92 | 0.00 | -0.00 | + |
| Metric | 5943858:batusd:triple_gx:zlema190_115_50 | 5943858:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | 0.0% | -53.88% |
| 6M | 35.88% | -30.18% |
| YTD | 0.0% | -48.92% |
| 1Y | 20.2% | -59.79% |
| 3Y (ann.) | 39.22% | -45.91% |
| 5Y (ann.) | 35.59% | -51.96% |
| Metric | 5943858:batusd:triple_gx:zlema190_115_50 | 5943858:BATUSD |
|---|---|---|
| Max Drawdown | -41.59% | -90.88% |
| Longest DD Days | 371.0 | 1189.0 |
| Avg. Drawdown | -11.11% | -90.88% |
| Avg. Drawdown Days | 48.0 | 1189.0 |
| Recovery Factor | 4.09 | -1.0 |
| Ulcer Index | inf | 1.62 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-07 | -41.59 | 123 |
| 2022-06-25 | 2023-07-01 | -39.37 | 371 |
| 2024-03-12 | 2024-11-22 | -27.96 | 255 |
| 2024-01-12 | 2024-03-02 | -19.70 | 50 |
| 2023-07-02 | 2023-11-05 | -19.24 | 126 |
| 2023-11-13 | 2023-12-04 | -18.46 | 21 |
| 2022-05-16 | 2022-06-19 | -17.41 | 34 |
| 2024-03-03 | 2024-03-07 | -9.13 | 4 |
| 2024-11-25 | 2024-11-27 | -7.35 | 2 |
| 2024-01-09 | 2024-01-11 | -5.24 | 2 |
| Metric | 5943858:batusd:triple_gx:zlema190_115_50 | 5943858:BATUSD |
|---|---|---|
| Best Day | 20.51% | 24.24% |
| Worst Day | -18.73% | -20.41% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -24.8% | -33.75% |
| Best Month | 87.08% | 99.96% |
| Worst Month | -27.37% | -34.38% |
| Best Year | 114.79% | 54.39% |
| Worst Year | -5.33% | -87.21% |
| Avg. Up Day | 3.85% | 3.86% |
| Avg. Down Day | -3.36% | -3.81% |
| Avg. Up Week | 9.87% | 10.5% |
| Avg. Down Week | -7.19% | -9.39% |
| Avg. Up Month | 22.15% | 28.45% |
| Avg. Down Month | -10.17% | -18.1% |
| Win Days % | 50.39% | 50.59% |
| Win Month % | 54.17% | 35.0% |
| Win Week % | 56.0% | 43.68% |
| Win Quarter % | 54.55% | 28.57% |
| Win Year % | 66.67% | 25.0% |