| Metric | 6033036:bchusd:triple_gx:zlema235_55_25 | 6033036:BCHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 152.15% | 87.92% |
| Max Drawdown | -61.31% | -76.64% |
| Sharpe | 0.71 | 0.62 |
| Sortino | 1.33 | 1.04 |
| Payoff Ratio | 1.31 | 1.1 |
| Profit Factor | 1.24 | 1.11 |
| Common Sense Ratio | 1.34 | 1.18 |
| CPC Index | 0.76 | 0.61 |
| Tail Ratio | 1.08 | 1.07 |
| Outlier Win Ratio | 16.33 | 3.98 |
| Outlier Loss Ratio | 3.73 | 3.37 |
| Volatility (ann.) | 61.65% | 88.26% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.5 | 0.26 |
| Skew | 5.72 | 2.36 |
| Kurtosis | 96.91 | 25.39 |
| Expected Daily % | 0.07% | 0.05% |
| Expected Monthly % | 2.17% | 1.48% |
| Expected Yearly % | 26.01% | 17.08% |
| Kelly Criterion | 5.59% | 4.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.19% | -7.45% |
| Expected Shortfall (cVaR) | -5.19% | -7.45% |
| Year | 6033036:BCHUSD | 6033036:bchusd:triple_gx:zlema235_55_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.75 | -47.54 | 0.71 | + |
| 2023 | 167.55 | 93.14 | 0.56 | - |
| 2024 | 67.12 | 88.75 | 1.32 | + |
| 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.) | 75.73% | 62.16% |
| 5Y (ann.) | 30.39% | 19.84% |
| Metric | 6033036:bchusd:triple_gx:zlema235_55_25 | 6033036:BCHUSD |
|---|---|---|
| Max Drawdown | -61.31% | -76.64% |
| Longest DD Days | 486.0 | 701.0 |
| Avg. Drawdown | -13.97% | -19.98% |
| Avg. Drawdown Days | 80.0 | 114.0 |
| Recovery Factor | 2.48 | 1.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2023-06-30 | -61.31 | 486 |
| 2024-03-03 | 2024-07-15 | -28.53 | 134 |
| 2023-07-01 | 2024-03-02 | -28.47 | 245 |
| 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 |
| 2022-01-30 | 2022-02-28 | -7.37 | 29 |
| 2025-04-13 | 2025-05-10 | -7.29 | 27 |
| Metric | 6033036:bchusd:triple_gx:zlema235_55_25 | 6033036: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 | 93.14% | 167.55% |
| Worst Year | -47.54% | -66.75% |
| Avg. Up Day | 3.71% | 3.73% |
| Avg. Down Day | -2.82% | -3.39% |
| Avg. Up Week | 9.2% | 14.1% |
| Avg. Down Week | -5.36% | -8.73% |
| Avg. Up Month | 24.4% | 44.84% |
| Avg. Down Month | -8.78% | -17.57% |
| Win Days % | 46.37% | 50.08% |
| Win Month % | 54.05% | 46.51% |
| Win Week % | 51.04% | 49.46% |
| Win Quarter % | 69.23% | 60.0% |
| Win Year % | 75.0% | 75.0% |