| Metric | 6042707:bchusd:triple_gx:zlema235_115_45 | 6042707:BCHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 63.29% | 23.2% |
| Max Drawdown | -34.86% | -56.82% |
| Sharpe | 1.11 | 0.61 |
| Sortino | 1.72 | 0.92 |
| Payoff Ratio | 1.17 | 1.04 |
| Profit Factor | 1.29 | 1.09 |
| Common Sense Ratio | 1.61 | 1.2 |
| CPC Index | 0.79 | 0.57 |
| Tail Ratio | 1.25 | 1.1 |
| Outlier Win Ratio | 12.5 | 3.17 |
| Outlier Loss Ratio | 3.15 | 3.13 |
| Volatility (ann.) | 47.87% | 76.72% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.48 | 0.34 |
| Skew | 0.51 | 0.47 |
| Kurtosis | 6.5 | 2.74 |
| Expected Daily % | 0.11% | 0.05% |
| Expected Monthly % | 3.32% | 1.4% |
| Expected Yearly % | 27.79% | 10.99% |
| Kelly Criterion | 10.77% | 2.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.98% | -6.48% |
| Expected Shortfall (cVaR) | -3.98% | -6.48% |
| Year | 6042707:BCHUSD | 6042707:bchusd:triple_gx:zlema235_115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 71.17 | -28.07 | + |
| 2025 | 26.40 | -4.60 | -0.17 | - |
| Metric | 6042707:bchusd:triple_gx:zlema235_115_45 | 6042707:BCHUSD |
|---|---|---|
| MTD | -3.38% | 8.37% |
| 3M | 10.19% | 63.68% |
| 6M | -4.6% | 12.0% |
| YTD | -4.6% | 26.4% |
| 1Y | 30.66% | 39.98% |
| 3Y (ann.) | 51.63% | 19.37% |
| 5Y (ann.) | 51.63% | 19.37% |
| Metric | 6042707:bchusd:triple_gx:zlema235_115_45 | 6042707:BCHUSD |
|---|---|---|
| Max Drawdown | -34.86% | -56.82% |
| Longest DD Days | 223.0 | 223.0 |
| Avg. Drawdown | -9.22% | -20.64% |
| Avg. Drawdown Days | 32.0 | 83.0 |
| Recovery Factor | 1.82 | 0.41 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-07-20 | -34.86 | 223 |
| 2024-07-30 | 2024-11-11 | -29.42 | 104 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-07-22 | 2024-07-28 | -9.91 | 6 |
| 2024-07-16 | 2024-07-21 | -6.24 | 5 |
| 2024-11-25 | 2024-11-27 | -4.62 | 2 |
| 2024-12-07 | 2024-12-08 | -1.85 | 1 |
| 2024-11-28 | 2024-11-29 | -1.29 | 1 |
| 2024-07-09 | 2024-07-10 | -0.70 | 1 |
| 2024-12-04 | 2024-12-05 | -0.21 | 1 |
| Metric | 6042707:bchusd:triple_gx:zlema235_115_45 | 6042707:BCHUSD |
|---|---|---|
| Best Day | 12.94% | 22.28% |
| Worst Day | -11.28% | -11.3% |
| Best Week | 19.52% | 23.18% |
| Worst Week | -14.75% | -24.88% |
| Best Month | 47.03% | 47.03% |
| Worst Month | -18.04% | -25.58% |
| Best Year | 71.17% | 26.4% |
| Worst Year | -4.6% | -2.54% |
| Avg. Up Day | 3.39% | 3.4% |
| Avg. Down Day | -2.9% | -3.28% |
| Avg. Up Week | 7.76% | 8.5% |
| Avg. Down Week | -6.16% | -8.38% |
| Avg. Up Month | 22.43% | 20.18% |
| Avg. Down Month | -14.3% | -17.2% |
| Win Days % | 51.92% | 50.35% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 57.14% | 54.69% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |