| Metric | 6042501:bchusd:triple_gx:zlema235_105_45 | 6042501:BCHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 343.58% | 87.92% |
| Max Drawdown | -60.16% | -76.64% |
| Sharpe | 0.96 | 0.62 |
| Sortino | 1.82 | 1.04 |
| Payoff Ratio | 1.25 | 1.14 |
| Profit Factor | 1.31 | 1.11 |
| Common Sense Ratio | 1.44 | 1.18 |
| CPC Index | 0.82 | 0.63 |
| Tail Ratio | 1.1 | 1.07 |
| Outlier Win Ratio | 14.35 | 4.08 |
| Outlier Loss Ratio | 3.39 | 3.37 |
| Volatility (ann.) | 64.91% | 88.26% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.89 | 0.26 |
| Skew | 5.55 | 2.36 |
| Kurtosis | 85.92 | 25.39 |
| Expected Daily % | 0.12% | 0.05% |
| Expected Monthly % | 3.53% | 1.48% |
| Expected Yearly % | 45.12% | 17.08% |
| Kelly Criterion | 10.12% | 6.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.42% | -7.45% |
| Expected Shortfall (cVaR) | -5.42% | -7.45% |
| Year | 6042501:BCHUSD | 6042501:bchusd:triple_gx:zlema235_105_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.75 | -40.32 | 0.60 | + |
| 2023 | 167.55 | 184.54 | 1.10 | + |
| 2024 | 67.12 | 225.72 | 3.36 | + |
| 2025 | 26.40 | -19.81 | -0.75 | - |
| Metric | 6042501:bchusd:triple_gx:zlema235_105_45 | 6042501:BCHUSD |
|---|---|---|
| MTD | -3.38% | 8.37% |
| 3M | 10.19% | 63.68% |
| 6M | -19.81% | 12.0% |
| YTD | -19.81% | 26.4% |
| 1Y | 6.25% | 39.98% |
| 3Y (ann.) | 93.84% | 62.16% |
| 5Y (ann.) | 53.34% | 19.84% |
| Metric | 6042501:bchusd:triple_gx:zlema235_105_45 | 6042501:BCHUSD |
|---|---|---|
| Max Drawdown | -60.16% | -76.64% |
| Longest DD Days | 499.0 | 701.0 |
| Avg. Drawdown | -13.02% | -19.98% |
| Avg. Drawdown Days | 65.0 | 114.0 |
| Recovery Factor | 5.71 | 1.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-06-24 | -60.16 | 499 |
| 2024-12-09 | 2025-07-20 | -39.61 | 223 |
| 2024-07-30 | 2024-11-11 | -29.42 | 104 |
| 2024-03-03 | 2024-03-27 | -28.53 | 24 |
| 2023-07-01 | 2024-03-02 | -22.58 | 245 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-07-22 | 2024-07-28 | -9.91 | 6 |
| 2023-06-25 | 2023-06-26 | -8.71 | 1 |
| 2022-01-30 | 2022-02-04 | -7.03 | 5 |
| 2024-07-16 | 2024-07-21 | -6.24 | 5 |
| Metric | 6042501:bchusd:triple_gx:zlema235_105_45 | 6042501: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 | -26.39% | -49.49% |
| Best Year | 225.72% | 167.55% |
| Worst Year | -40.32% | -66.75% |
| Avg. Up Day | 3.72% | 3.73% |
| Avg. Down Day | -2.97% | -3.27% |
| Avg. Up Week | 11.33% | 12.03% |
| Avg. Down Week | -5.69% | -7.07% |
| Avg. Up Month | 41.07% | 45.31% |
| Avg. Down Month | -11.65% | -19.38% |
| Win Days % | 50.0% | 50.08% |
| Win Month % | 48.48% | 46.51% |
| Win Week % | 48.31% | 49.46% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |