| Metric | 6034700:bchusd:triple_gx:zlema235_35_30 | 6034700:BCHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 144.4% | 87.92% |
| Max Drawdown | -44.74% | -76.64% |
| Sharpe | 0.7 | 0.62 |
| Sortino | 1.36 | 1.04 |
| Payoff Ratio | 1.37 | 1.16 |
| Profit Factor | 1.26 | 1.11 |
| Common Sense Ratio | 1.35 | 1.18 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | 1.07 | 1.07 |
| Outlier Win Ratio | 17.69 | 3.98 |
| Outlier Loss Ratio | 3.88 | 3.32 |
| Volatility (ann.) | 61.55% | 88.26% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.65 | 0.26 |
| Skew | 6.54 | 2.36 |
| Kurtosis | 107.46 | 25.39 |
| Expected Daily % | 0.07% | 0.05% |
| Expected Monthly % | 2.1% | 1.48% |
| Expected Yearly % | 25.03% | 17.08% |
| Kelly Criterion | 4.13% | 7.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.18% | -7.45% |
| Expected Shortfall (cVaR) | -5.18% | -7.45% |
| Year | 6034700:BCHUSD | 6034700:bchusd:triple_gx:zlema235_35_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.75 | -27.63 | 0.41 | + |
| 2023 | 167.55 | 124.74 | 0.74 | - |
| 2024 | 67.12 | 24.51 | 0.37 | - |
| 2025 | 26.40 | 20.69 | 0.78 | - |
| Metric | 6034700:bchusd:triple_gx:zlema235_35_30 | 6034700:BCHUSD |
|---|---|---|
| MTD | 0.0% | 8.37% |
| 3M | -5.11% | 63.68% |
| 6M | 20.69% | 12.0% |
| YTD | 20.69% | 26.4% |
| 1Y | 14.11% | 39.98% |
| 3Y (ann.) | 61.03% | 62.16% |
| 5Y (ann.) | 29.23% | 19.84% |
| Metric | 6034700:bchusd:triple_gx:zlema235_35_30 | 6034700:BCHUSD |
|---|---|---|
| Max Drawdown | -44.74% | -76.64% |
| Longest DD Days | 506.0 | 701.0 |
| Avg. Drawdown | -18.06% | -19.98% |
| Avg. Drawdown Days | 157.0 | 114.0 |
| Recovery Factor | 3.23 | 1.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-30 | 2023-06-20 | -44.74 | 506 |
| 2023-07-01 | 2024-03-02 | -33.49 | 245 |
| 2024-03-03 | 2025-03-05 | -27.52 | 367 |
| 2025-03-07 | 2025-04-12 | -18.34 | 36 |
| 2025-04-13 | 2025-07-20 | -17.00 | 98 |
| 2023-06-27 | 2023-06-29 | -2.34 | 2 |
| 2022-01-26 | 2022-01-28 | -0.85 | 2 |
| 2023-06-22 | 2023-06-23 | -0.18 | 1 |
| Metric | 6034700:bchusd:triple_gx:zlema235_35_30 | 6034700:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -18.65% | -18.65% |
| Best Week | 53.74% | 68.7% |
| Worst Week | -26.42% | -27.44% |
| Best Month | 121.37% | 168.57% |
| Worst Month | -31.07% | -49.49% |
| Best Year | 124.74% | 167.55% |
| Worst Year | -27.63% | -66.75% |
| Avg. Up Day | 3.81% | 3.84% |
| Avg. Down Day | -2.79% | -3.31% |
| Avg. Up Week | 8.71% | 14.31% |
| Avg. Down Week | -4.72% | -9.04% |
| Avg. Up Month | 22.5% | 48.7% |
| Avg. Down Month | -8.94% | -19.96% |
| Win Days % | 44.63% | 50.08% |
| Win Month % | 55.56% | 46.51% |
| Win Week % | 48.96% | 49.46% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |