| Metric | 6033036:bchusd:triple_gx:zlema235_55_25 | 6033036:BCHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 80.18% | 23.2% |
| Max Drawdown | -17.94% | -56.82% |
| Sharpe | 1.25 | 0.61 |
| Sortino | 2.19 | 0.92 |
| Payoff Ratio | 1.29 | 1.14 |
| Profit Factor | 1.38 | 1.09 |
| Common Sense Ratio | 1.78 | 1.2 |
| CPC Index | 0.89 | 0.62 |
| Tail Ratio | 1.29 | 1.1 |
| Outlier Win Ratio | 13.96 | 3.37 |
| Outlier Loss Ratio | 3.38 | 3.08 |
| Volatility (ann.) | 49.57% | 76.72% |
| R^2 | 0.42 | 0.42 |
| Calmar | 3.61 | 0.34 |
| Skew | 2.08 | 0.47 |
| Kurtosis | 17.15 | 2.74 |
| Expected Daily % | 0.14% | 0.05% |
| Expected Monthly % | 4.0% | 1.4% |
| Expected Yearly % | 34.23% | 10.99% |
| Kelly Criterion | 10.77% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.1% | -6.48% |
| Expected Shortfall (cVaR) | -4.1% | -6.48% |
| Year | 6033036:BCHUSD | 6033036:bchusd:triple_gx:zlema235_55_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 36.66 | -14.46 | + |
| 2025 | 26.40 | 31.84 | 1.21 | + |
| Metric | 6033036:bchusd:triple_gx:zlema235_55_25 | 6033036:BCHUSD |
|---|---|---|
| MTD | 0.0% | 8.37% |
| 3M | 5.12% | 63.68% |
| 6M | 31.84% | 12.0% |
| YTD | 31.84% | 26.4% |
| 1Y | 58.39% | 39.98% |
| 3Y (ann.) | 64.83% | 19.37% |
| 5Y (ann.) | 64.83% | 19.37% |
| Metric | 6033036:bchusd:triple_gx:zlema235_55_25 | 6033036:BCHUSD |
|---|---|---|
| Max Drawdown | -17.94% | -56.82% |
| Longest DD Days | 118.0 | 223.0 |
| Avg. Drawdown | -8.37% | -20.64% |
| Avg. Drawdown Days | 28.0 | 83.0 |
| Recovery Factor | 4.47 | 0.41 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-07 | 2025-04-12 | -17.94 | 36 |
| 2024-07-16 | 2024-11-11 | -17.13 | 118 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2025-01-22 | 2025-03-05 | -11.10 | 42 |
| 2025-05-11 | 2025-06-27 | -9.73 | 47 |
| 2024-07-06 | 2024-07-11 | -8.98 | 5 |
| 2025-04-13 | 2025-05-10 | -7.29 | 27 |
| 2024-11-25 | 2024-11-27 | -4.62 | 2 |
| 2024-11-28 | 2024-12-11 | -1.64 | 13 |
| 2024-12-12 | 2024-12-21 | -1.24 | 9 |
| Metric | 6033036:bchusd:triple_gx:zlema235_55_25 | 6033036: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 | 24.78% | 47.03% |
| Worst Month | -7.49% | -25.58% |
| Best Year | 36.66% | 26.4% |
| Worst Year | 31.84% | -2.54% |
| Avg. Up Day | 3.65% | 3.68% |
| Avg. Down Day | -2.82% | -3.23% |
| Avg. Up Week | 7.36% | 8.87% |
| Avg. Down Week | -6.02% | -11.1% |
| Avg. Up Month | 14.08% | 20.18% |
| Avg. Down Month | -5.61% | -23.86% |
| Win Days % | 49.66% | 50.35% |
| Win Month % | 72.73% | 60.0% |
| Win Week % | 67.86% | 54.69% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |