| Metric | 6032887:bchusd:triple_gx:zlema235_50_25 | 6032887:BCHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 190.64% | 87.92% |
| Max Drawdown | -60.56% | -76.64% |
| Sharpe | 0.78 | 0.62 |
| Sortino | 1.46 | 1.04 |
| Payoff Ratio | 1.32 | 1.11 |
| Profit Factor | 1.27 | 1.11 |
| Common Sense Ratio | 1.38 | 1.18 |
| CPC Index | 0.78 | 0.61 |
| Tail Ratio | 1.09 | 1.07 |
| Outlier Win Ratio | 16.02 | 3.98 |
| Outlier Loss Ratio | 3.77 | 3.37 |
| Volatility (ann.) | 61.88% | 88.26% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.59 | 0.26 |
| Skew | 5.67 | 2.36 |
| Kurtosis | 95.37 | 25.39 |
| Expected Daily % | 0.08% | 0.05% |
| Expected Monthly % | 2.51% | 1.48% |
| Expected Yearly % | 30.57% | 17.08% |
| Kelly Criterion | 6.07% | 4.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.2% | -7.45% |
| Expected Shortfall (cVaR) | -5.2% | -7.45% |
| Year | 6032887:BCHUSD | 6032887:bchusd:triple_gx:zlema235_50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.75 | -48.11 | 0.72 | + |
| 2023 | 167.55 | 98.81 | 0.59 | - |
| 2024 | 67.12 | 113.19 | 1.69 | + |
| 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.) | 84.92% | 62.16% |
| 5Y (ann.) | 35.82% | 19.84% |
| Metric | 6032887:bchusd:triple_gx:zlema235_50_25 | 6032887:BCHUSD |
|---|---|---|
| Max Drawdown | -60.56% | -76.64% |
| Longest DD Days | 485.0 | 701.0 |
| Avg. Drawdown | -15.57% | -19.98% |
| Avg. Drawdown Days | 94.0 | 114.0 |
| Recovery Factor | 3.15 | 1.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2023-06-29 | -60.56 | 485 |
| 2024-03-03 | 2024-07-15 | -28.53 | 134 |
| 2023-07-01 | 2024-03-02 | -27.05 | 245 |
| 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 |
| 2022-01-30 | 2022-02-28 | -10.11 | 29 |
| 2024-11-25 | 2024-12-11 | -4.96 | 16 |
| Metric | 6032887:bchusd:triple_gx:zlema235_50_25 | 6032887:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -18.65% | -18.65% |
| Best Week | 66.98% | 68.7% |
| Worst Week | -26.42% | -27.44% |
| Best Month | 114.07% | 168.57% |
| Worst Month | -31.12% | -49.49% |
| Best Year | 113.19% | 167.55% |
| Worst Year | -48.11% | -66.75% |
| Avg. Up Day | 3.72% | 3.75% |
| Avg. Down Day | -2.82% | -3.39% |
| Avg. Up Week | 9.46% | 13.48% |
| Avg. Down Week | -5.42% | -8.32% |
| Avg. Up Month | 22.76% | 42.53% |
| Avg. Down Month | -8.68% | -17.57% |
| Win Days % | 46.52% | 50.08% |
| Win Month % | 57.89% | 46.51% |
| Win Week % | 52.04% | 49.46% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |