| Metric | 6042606:bchusd:triple_gx:zlema235_110_45 | 6042606:BCHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 376.71% | 65.52% |
| Max Drawdown | -59.84% | -76.64% |
| Sharpe | 0.94 | 0.56 |
| Sortino | 1.77 | 0.93 |
| Payoff Ratio | 1.3 | 1.17 |
| Profit Factor | 1.29 | 1.09 |
| Common Sense Ratio | 1.53 | 1.21 |
| CPC Index | 0.82 | 0.64 |
| Tail Ratio | 1.19 | 1.1 |
| Outlier Win Ratio | 12.96 | 3.81 |
| Outlier Loss Ratio | 3.43 | 3.35 |
| Volatility (ann.) | 63.89% | 86.68% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.85 | 0.18 |
| Skew | 5.38 | 2.3 |
| Kurtosis | 83.82 | 25.04 |
| Expected Daily % | 0.11% | 0.04% |
| Expected Monthly % | 3.38% | 1.08% |
| Expected Yearly % | 47.76% | 13.43% |
| Kelly Criterion | 9.3% | 7.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.34% | -7.33% |
| Expected Shortfall (cVaR) | -5.34% | -7.33% |
| Year | 6042606:BCHUSD | 6042606:bchusd:triple_gx:zlema235_110_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.75 | -37.30 | 0.56 | + |
| 2023 | 167.55 | 202.72 | 1.21 | + |
| 2024 | 67.12 | 223.17 | 3.33 | + |
| 2025 | 11.34 | -22.28 | -1.97 | - |
| Metric | 6042606:bchusd:triple_gx:zlema235_110_45 | 6042606:BCHUSD |
|---|---|---|
| MTD | -10.76% | -9.73% |
| 3M | -14.9% | -18.5% |
| 6M | -11.21% | 21.91% |
| YTD | -22.28% | 11.34% |
| 1Y | -2.54% | 11.82% |
| 3Y (ann.) | 102.34% | 66.88% |
| 5Y (ann.) | 50.65% | 14.14% |
| Metric | 6042606:bchusd:triple_gx:zlema235_110_45 | 6042606:BCHUSD |
|---|---|---|
| Max Drawdown | -59.84% | -76.64% |
| Longest DD Days | 479.0 | 701.0 |
| Avg. Drawdown | -12.8% | -19.98% |
| Avg. Drawdown Days | 67.0 | 125.0 |
| Recovery Factor | 6.29 | 0.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2023-06-23 | -59.84 | 479 |
| 2024-12-09 | 2025-11-16 | -34.86 | 342 |
| 2024-07-30 | 2024-11-11 | -29.42 | 104 |
| 2024-03-03 | 2024-03-27 | -28.53 | 24 |
| 2023-07-01 | 2024-03-02 | -24.66 | 245 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2022-02-10 | 2022-02-28 | -11.44 | 18 |
| 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 |
| Metric | 6042606:bchusd:triple_gx:zlema235_110_45 | 6042606: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 | 223.17% | 167.55% |
| Worst Year | -37.3% | -66.75% |
| Avg. Up Day | 3.75% | 3.76% |
| Avg. Down Day | -2.9% | -3.22% |
| Avg. Up Week | 10.48% | 11.11% |
| Avg. Down Week | -5.43% | -7.35% |
| Avg. Up Month | 42.75% | 45.31% |
| Avg. Down Month | -10.36% | -17.53% |
| Win Days % | 48.82% | 50.04% |
| Win Month % | 47.22% | 44.68% |
| Win Week % | 48.51% | 49.75% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 50.0% | 75.0% |