| Metric | 6032574:bchusd:triple_gx:zlema235_40_25 | 6032574:BCHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 47.65% | 8.51% |
| Max Drawdown | -29.33% | -56.82% |
| Sharpe | 0.77 | 0.44 |
| Sortino | 1.31 | 0.67 |
| Payoff Ratio | 1.29 | 1.11 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.47 | 1.25 |
| CPC Index | 0.72 | 0.59 |
| Tail Ratio | 1.21 | 1.17 |
| Outlier Win Ratio | 14.25 | 3.3 |
| Outlier Loss Ratio | 3.44 | 3.08 |
| Volatility (ann.) | 47.86% | 74.83% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.01 | 0.1 |
| Skew | 1.93 | 0.45 |
| Kurtosis | 16.42 | 2.51 |
| Expected Daily % | 0.07% | 0.01% |
| Expected Monthly % | 2.07% | 0.43% |
| Expected Yearly % | 21.51% | 4.17% |
| Kelly Criterion | 3.96% | 5.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.02% | -6.35% |
| Expected Shortfall (cVaR) | -4.02% | -6.35% |
| Year | 6032574:BCHUSD | 6032574:bchusd:triple_gx:zlema235_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 17.20 | -6.78 | + |
| 2025 | 11.34 | 25.98 | 2.29 | + |
| Metric | 6032574:bchusd:triple_gx:zlema235_40_25 | 6032574:BCHUSD |
|---|---|---|
| MTD | 0.21% | -9.73% |
| 3M | -8.2% | -18.5% |
| 6M | 7.91% | 21.91% |
| YTD | 25.98% | 11.34% |
| 1Y | 60.02% | 11.82% |
| 3Y (ann.) | 29.57% | 5.58% |
| 5Y (ann.) | 29.57% | 5.58% |
| Metric | 6032574:bchusd:triple_gx:zlema235_40_25 | 6032574:BCHUSD |
|---|---|---|
| Max Drawdown | -29.33% | -56.82% |
| Longest DD Days | 158.0 | 283.0 |
| Avg. Drawdown | -13.18% | -21.36% |
| Avg. Drawdown Days | 57.0 | 89.0 |
| Recovery Factor | 1.62 | 0.15 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-12-21 | -29.33 | 158 |
| 2025-03-07 | 2025-04-12 | -18.34 | 36 |
| 2025-10-14 | 2025-11-16 | -15.09 | 33 |
| 2025-07-28 | 2025-10-12 | -11.85 | 76 |
| 2025-01-22 | 2025-03-05 | -11.10 | 42 |
| 2025-04-13 | 2025-07-25 | -10.57 | 103 |
| 2024-07-06 | 2024-07-11 | -8.98 | 5 |
| 2025-01-19 | 2025-01-20 | -0.18 | 1 |
| Metric | 6032574:bchusd:triple_gx:zlema235_40_25 | 6032574:BCHUSD |
|---|---|---|
| Best Day | 22.28% | 22.28% |
| Worst Day | -8.82% | -11.43% |
| Best Week | 20.86% | 23.18% |
| Worst Week | -14.91% | -24.88% |
| Best Month | 24.13% | 47.03% |
| Worst Month | -19.34% | -25.58% |
| Best Year | 25.98% | 11.34% |
| Worst Year | 17.2% | -2.54% |
| Avg. Up Day | 3.63% | 3.65% |
| Avg. Down Day | -2.82% | -3.28% |
| Avg. Up Week | 6.32% | 8.46% |
| Avg. Down Week | -5.28% | -8.94% |
| Avg. Up Month | 12.24% | 18.11% |
| Avg. Down Month | -7.89% | -13.84% |
| Win Days % | 45.95% | 50.18% |
| Win Month % | 62.5% | 52.63% |
| Win Week % | 55.81% | 54.32% |
| Win Quarter % | 66.67% | 42.86% |
| Win Year % | 100.0% | 50.0% |