| Metric | 6032734:bchusd:triple_gx:zlema235_45_25 | 6032734:BCHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 84.17% | 8.51% |
| Max Drawdown | -24.57% | -56.82% |
| Sharpe | 1.06 | 0.44 |
| Sortino | 1.85 | 0.67 |
| Payoff Ratio | 1.31 | 1.11 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.63 | 1.25 |
| CPC Index | 0.82 | 0.59 |
| Tail Ratio | 1.25 | 1.17 |
| Outlier Win Ratio | 13.08 | 3.35 |
| Outlier Loss Ratio | 3.4 | 3.04 |
| Volatility (ann.) | 49.01% | 74.83% |
| R^2 | 0.43 | 0.43 |
| Calmar | 2.04 | 0.1 |
| Skew | 1.91 | 0.45 |
| Kurtosis | 14.85 | 2.51 |
| Expected Daily % | 0.11% | 0.01% |
| Expected Monthly % | 3.27% | 0.43% |
| Expected Yearly % | 35.71% | 4.17% |
| Kelly Criterion | 7.85% | 5.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.08% | -6.35% |
| Expected Shortfall (cVaR) | -4.08% | -6.35% |
| Year | 6032734:BCHUSD | 6032734:bchusd:triple_gx:zlema235_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 36.48 | -14.39 | + |
| 2025 | 11.34 | 34.94 | 3.08 | + |
| Metric | 6032734:bchusd:triple_gx:zlema235_45_25 | 6032734:BCHUSD |
|---|---|---|
| MTD | 0.39% | -9.73% |
| 3M | -8.03% | -18.5% |
| 6M | 11.61% | 21.91% |
| YTD | 34.94% | 11.34% |
| 1Y | 59.76% | 11.82% |
| 3Y (ann.) | 50.08% | 5.58% |
| 5Y (ann.) | 50.08% | 5.58% |
| Metric | 6032734:bchusd:triple_gx:zlema235_45_25 | 6032734:BCHUSD |
|---|---|---|
| Max Drawdown | -24.57% | -56.82% |
| Longest DD Days | 117.0 | 283.0 |
| Avg. Drawdown | -11.94% | -21.36% |
| Avg. Drawdown Days | 48.0 | 89.0 |
| Recovery Factor | 3.43 | 0.15 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-11-10 | -24.57 | 117 |
| 2025-03-07 | 2025-04-12 | -17.47 | 36 |
| 2025-10-14 | 2025-11-16 | -15.09 | 33 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2025-07-28 | 2025-10-12 | -11.85 | 76 |
| 2025-01-22 | 2025-03-05 | -11.10 | 42 |
| 2025-04-13 | 2025-07-25 | -10.39 | 103 |
| 2024-07-06 | 2024-07-11 | -8.98 | 5 |
| 2024-11-25 | 2024-12-11 | -4.96 | 16 |
| 2024-12-12 | 2025-01-21 | -2.76 | 40 |
| Metric | 6032734:bchusd:triple_gx:zlema235_45_25 | 6032734:BCHUSD |
|---|---|---|
| Best Day | 22.28% | 22.28% |
| Worst Day | -8.82% | -11.43% |
| Best Week | 20.86% | 23.18% |
| Worst Week | -14.75% | -24.88% |
| Best Month | 37.02% | 47.03% |
| Worst Month | -11.61% | -25.58% |
| Best Year | 36.48% | 11.34% |
| Worst Year | 34.94% | -2.54% |
| Avg. Up Day | 3.6% | 3.62% |
| Avg. Down Day | -2.74% | -3.26% |
| Avg. Up Week | 7.23% | 9.58% |
| Avg. Down Week | -4.95% | -9.53% |
| Avg. Up Month | 15.44% | 18.11% |
| Avg. Down Month | -5.95% | -13.84% |
| Win Days % | 47.72% | 50.18% |
| Win Month % | 62.5% | 52.63% |
| Win Week % | 54.55% | 54.32% |
| Win Quarter % | 83.33% | 42.86% |
| Win Year % | 100.0% | 50.0% |