| Metric | 6032411:bchusd:triple_gx:zlema235_35_25 | 6032411:BCHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 39.29% | 8.51% |
| Max Drawdown | -30.83% | -56.82% |
| Sharpe | 0.69 | 0.44 |
| Sortino | 1.18 | 0.67 |
| Payoff Ratio | 1.35 | 1.11 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.44 | 1.25 |
| CPC Index | 0.71 | 0.59 |
| Tail Ratio | 1.21 | 1.17 |
| Outlier Win Ratio | 14.41 | 3.3 |
| Outlier Loss Ratio | 3.53 | 3.04 |
| Volatility (ann.) | 47.56% | 74.83% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.8 | 0.1 |
| Skew | 2.01 | 0.45 |
| Kurtosis | 16.79 | 2.51 |
| Expected Daily % | 0.06% | 0.01% |
| Expected Monthly % | 1.76% | 0.43% |
| Expected Yearly % | 18.02% | 4.17% |
| Kelly Criterion | 2.77% | 5.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.0% | -6.35% |
| Expected Shortfall (cVaR) | -4.0% | -6.35% |
| Year | 6032411:BCHUSD | 6032411:bchusd:triple_gx:zlema235_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 15.23 | -6.01 | + |
| 2025 | 11.34 | 20.88 | 1.84 | + |
| Metric | 6032411:bchusd:triple_gx:zlema235_35_25 | 6032411:BCHUSD |
|---|---|---|
| MTD | -5.59% | -9.73% |
| 3M | -14.64% | -18.5% |
| 6M | -4.29% | 21.91% |
| YTD | 20.88% | 11.34% |
| 1Y | 57.88% | 11.82% |
| 3Y (ann.) | 24.65% | 5.58% |
| 5Y (ann.) | 24.65% | 5.58% |
| Metric | 6032411:bchusd:triple_gx:zlema235_35_25 | 6032411:BCHUSD |
|---|---|---|
| Max Drawdown | -30.83% | -56.82% |
| Longest DD Days | 165.0 | 283.0 |
| Avg. Drawdown | -14.14% | -21.36% |
| Avg. Drawdown Days | 66.0 | 89.0 |
| Recovery Factor | 1.27 | 0.15 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-12-28 | -30.83 | 165 |
| 2025-07-28 | 2025-11-16 | -21.28 | 111 |
| 2025-03-07 | 2025-04-11 | -16.02 | 35 |
| 2025-01-22 | 2025-03-05 | -11.10 | 42 |
| 2025-04-13 | 2025-07-25 | -10.57 | 103 |
| 2024-07-06 | 2024-07-12 | -8.98 | 6 |
| 2025-01-19 | 2025-01-20 | -0.18 | 1 |
| Metric | 6032411:bchusd:triple_gx:zlema235_35_25 | 6032411:BCHUSD |
|---|---|---|
| Best Day | 22.28% | 22.28% |
| Worst Day | -8.82% | -11.43% |
| Best Week | 20.86% | 23.18% |
| Worst Week | -10.06% | -24.88% |
| Best Month | 22.72% | 47.03% |
| Worst Month | -18.46% | -25.58% |
| Best Year | 20.88% | 11.34% |
| Worst Year | 15.23% | -2.54% |
| Avg. Up Day | 3.69% | 3.71% |
| Avg. Down Day | -2.72% | -3.35% |
| Avg. Up Week | 6.19% | 8.95% |
| Avg. Down Week | -4.82% | -8.94% |
| Avg. Up Month | 10.79% | 18.11% |
| Avg. Down Month | -7.92% | -13.02% |
| Win Days % | 44.09% | 50.18% |
| Win Month % | 56.25% | 52.63% |
| Win Week % | 54.55% | 54.32% |
| Win Quarter % | 66.67% | 42.86% |
| Win Year % | 100.0% | 50.0% |