| Metric | 6032887:bchusd:triple_gx:zlema235_50_25 | 6032887:BCHUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 107.23% | 23.2% |
| Max Drawdown | -17.47% | -56.82% |
| Sharpe | 1.47 | 0.61 |
| Sortino | 2.63 | 0.92 |
| Payoff Ratio | 1.35 | 1.14 |
| Profit Factor | 1.47 | 1.09 |
| Common Sense Ratio | 1.92 | 1.2 |
| CPC Index | 1.0 | 0.63 |
| Tail Ratio | 1.31 | 1.1 |
| Outlier Win Ratio | 13.35 | 3.37 |
| Outlier Loss Ratio | 3.42 | 3.08 |
| Volatility (ann.) | 50.37% | 76.72% |
| R^2 | 0.43 | 0.43 |
| Calmar | 4.9 | 0.34 |
| Skew | 2.07 | 0.47 |
| Kurtosis | 16.17 | 2.74 |
| Expected Daily % | 0.17% | 0.05% |
| Expected Monthly % | 4.98% | 1.4% |
| Expected Yearly % | 43.95% | 10.99% |
| Kelly Criterion | 13.64% | 6.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.13% | -6.48% |
| Expected Shortfall (cVaR) | -4.13% | -6.48% |
| Year | 6032887:BCHUSD | 6032887:bchusd:triple_gx:zlema235_50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 56.80 | -22.41 | + |
| 2025 | 26.40 | 32.16 | 1.22 | + |
| Metric | 6032887:bchusd:triple_gx:zlema235_50_25 | 6032887:BCHUSD |
|---|---|---|
| MTD | 0.0% | 8.37% |
| 3M | 2.45% | 63.68% |
| 6M | 32.16% | 12.0% |
| YTD | 32.16% | 26.4% |
| 1Y | 81.84% | 39.98% |
| 3Y (ann.) | 85.61% | 19.37% |
| 5Y (ann.) | 85.61% | 19.37% |
| Metric | 6032887:bchusd:triple_gx:zlema235_50_25 | 6032887:BCHUSD |
|---|---|---|
| Max Drawdown | -17.47% | -56.82% |
| Longest DD Days | 116.0 | 223.0 |
| Avg. Drawdown | -9.36% | -20.64% |
| Avg. Drawdown Days | 37.0 | 83.0 |
| Recovery Factor | 6.14 | 0.41 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-07 | 2025-04-12 | -17.47 | 36 |
| 2024-07-16 | 2024-11-09 | -16.23 | 116 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2025-01-22 | 2025-03-05 | -11.10 | 42 |
| 2025-04-13 | 2025-07-20 | -10.39 | 98 |
| 2024-07-06 | 2024-07-11 | -8.98 | 5 |
| 2024-11-25 | 2024-12-11 | -4.96 | 16 |
| 2024-12-12 | 2024-12-21 | -2.76 | 9 |
| 2025-01-19 | 2025-01-20 | -0.18 | 1 |
| Metric | 6032887:bchusd:triple_gx:zlema235_50_25 | 6032887:BCHUSD |
|---|---|---|
| Best Day | 22.28% | 22.28% |
| Worst Day | -8.82% | -11.3% |
| Best Week | 20.86% | 23.18% |
| Worst Week | -14.75% | -24.88% |
| Best Month | 36.96% | 47.03% |
| Worst Month | -7.49% | -25.58% |
| Best Year | 56.8% | 26.4% |
| Worst Year | 32.16% | -2.54% |
| Avg. Up Day | 3.72% | 3.74% |
| Avg. Down Day | -2.75% | -3.28% |
| Avg. Up Week | 7.92% | 9.5% |
| Avg. Down Week | -7.0% | -10.09% |
| Avg. Up Month | 16.75% | 20.18% |
| Avg. Down Month | -5.61% | -23.86% |
| Win Days % | 50.34% | 50.35% |
| Win Month % | 72.73% | 60.0% |
| Win Week % | 72.41% | 54.69% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |