| Metric | 6041055:bchusd:triple_gx:zlema235_50_45 | 6041055:BCHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 479.28% | 87.92% |
| Max Drawdown | -60.72% | -76.64% |
| Sharpe | 1.09 | 0.62 |
| Sortino | 2.14 | 1.04 |
| Payoff Ratio | 1.43 | 1.16 |
| Profit Factor | 1.4 | 1.11 |
| Common Sense Ratio | 1.67 | 1.18 |
| CPC Index | 0.93 | 0.64 |
| Tail Ratio | 1.2 | 1.07 |
| Outlier Win Ratio | 14.9 | 3.87 |
| Outlier Loss Ratio | 3.98 | 3.29 |
| Volatility (ann.) | 62.35% | 88.26% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.08 | 0.26 |
| Skew | 6.16 | 2.36 |
| Kurtosis | 100.77 | 25.39 |
| Expected Daily % | 0.14% | 0.05% |
| Expected Monthly % | 4.17% | 1.48% |
| Expected Yearly % | 55.14% | 17.08% |
| Kelly Criterion | 9.27% | 6.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.18% | -7.45% |
| Expected Shortfall (cVaR) | -5.18% | -7.45% |
| Year | 6041055:BCHUSD | 6041055:bchusd:triple_gx:zlema235_50_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.75 | -41.46 | 0.62 | + |
| 2023 | 167.55 | 222.72 | 1.33 | + |
| 2024 | 67.12 | 233.09 | 3.47 | + |
| 2025 | 26.40 | -7.94 | -0.30 | - |
| Metric | 6041055:bchusd:triple_gx:zlema235_50_45 | 6041055:BCHUSD |
|---|---|---|
| MTD | -1.24% | 8.37% |
| 3M | 6.78% | 63.68% |
| 6M | -7.94% | 12.0% |
| YTD | -7.94% | 26.4% |
| 1Y | 41.81% | 39.98% |
| 3Y (ann.) | 112.87% | 62.16% |
| 5Y (ann.) | 65.54% | 19.84% |
| Metric | 6041055:bchusd:triple_gx:zlema235_50_45 | 6041055:BCHUSD |
|---|---|---|
| Max Drawdown | -60.72% | -76.64% |
| Longest DD Days | 499.0 | 701.0 |
| Avg. Drawdown | -7.91% | -19.98% |
| Avg. Drawdown Days | 38.0 | 114.0 |
| Recovery Factor | 7.89 | 1.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-06-24 | -60.72 | 499 |
| 2024-03-03 | 2024-03-28 | -28.53 | 25 |
| 2025-02-02 | 2025-07-20 | -25.40 | 168 |
| 2024-07-16 | 2024-10-28 | -15.52 | 104 |
| 2024-10-30 | 2024-11-10 | -14.69 | 11 |
| 2024-01-12 | 2024-03-02 | -14.29 | 50 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2023-06-25 | 2023-06-26 | -8.71 | 1 |
| 2023-12-31 | 2024-01-08 | -8.19 | 8 |
| 2022-01-30 | 2022-02-04 | -7.03 | 5 |
| Metric | 6041055:bchusd:triple_gx:zlema235_50_45 | 6041055:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -18.65% | -18.65% |
| Best Week | 68.7% | 68.7% |
| Worst Week | -26.42% | -27.44% |
| Best Month | 193.09% | 168.57% |
| Worst Month | -24.92% | -49.49% |
| Best Year | 233.09% | 167.55% |
| Worst Year | -41.46% | -66.75% |
| Avg. Up Day | 3.78% | 3.81% |
| Avg. Down Day | -2.64% | -3.3% |
| Avg. Up Week | 10.21% | 12.35% |
| Avg. Down Week | -4.91% | -8.24% |
| Avg. Up Month | 32.55% | 41.92% |
| Avg. Down Month | -8.76% | -18.81% |
| Win Days % | 46.6% | 50.08% |
| Win Month % | 54.55% | 46.51% |
| Win Week % | 52.08% | 49.46% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |