| Metric | 6042707:bchusd:triple_gx:zlema235_115_45 | 6042707:BCHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 473.86% | 87.92% |
| Max Drawdown | -49.67% | -76.64% |
| Sharpe | 1.08 | 0.62 |
| Sortino | 2.12 | 1.04 |
| Payoff Ratio | 1.34 | 1.21 |
| Profit Factor | 1.38 | 1.11 |
| Common Sense Ratio | 1.61 | 1.18 |
| CPC Index | 0.93 | 0.67 |
| Tail Ratio | 1.16 | 1.07 |
| Outlier Win Ratio | 15.09 | 3.96 |
| Outlier Loss Ratio | 3.42 | 3.34 |
| Volatility (ann.) | 63.53% | 88.26% |
| R^2 | 0.52 | 0.52 |
| Calmar | 1.31 | 0.26 |
| Skew | 5.93 | 2.36 |
| Kurtosis | 93.51 | 25.39 |
| Expected Daily % | 0.14% | 0.05% |
| Expected Monthly % | 4.15% | 1.48% |
| Expected Yearly % | 54.78% | 17.08% |
| Kelly Criterion | 12.55% | 8.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.28% | -7.45% |
| Expected Shortfall (cVaR) | -5.28% | -7.45% |
| Year | 6042707:BCHUSD | 6042707:bchusd:triple_gx:zlema235_115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.75 | -34.59 | 0.52 | + |
| 2023 | 167.55 | 171.70 | 1.02 | + |
| 2024 | 67.12 | 238.48 | 3.55 | + |
| 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.) | 104.85% | 62.16% |
| 5Y (ann.) | 65.1% | 19.84% |
| Metric | 6042707:bchusd:triple_gx:zlema235_115_45 | 6042707:BCHUSD |
|---|---|---|
| Max Drawdown | -49.67% | -76.64% |
| Longest DD Days | 498.0 | 701.0 |
| Avg. Drawdown | -13.23% | -19.98% |
| Avg. Drawdown Days | 72.0 | 114.0 |
| Recovery Factor | 9.54 | 1.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-10 | 2023-06-23 | -49.67 | 498 |
| 2024-12-09 | 2025-07-20 | -34.86 | 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 | -25.10 | 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 |
| 2024-07-16 | 2024-07-21 | -6.24 | 5 |
| 2024-04-01 | 2024-07-10 | -6.17 | 100 |
| Metric | 6042707:bchusd:triple_gx:zlema235_115_45 | 6042707: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 | -26.33% | -49.49% |
| Best Year | 238.48% | 167.55% |
| Worst Year | -34.59% | -66.75% |
| Avg. Up Day | 3.87% | 3.88% |
| Avg. Down Day | -2.89% | -3.21% |
| Avg. Up Week | 11.64% | 12.43% |
| Avg. Down Week | -5.51% | -7.73% |
| Avg. Up Month | 45.3% | 47.95% |
| Avg. Down Month | -11.93% | -20.27% |
| Win Days % | 49.89% | 50.08% |
| Win Month % | 50.0% | 46.51% |
| Win Week % | 49.38% | 49.46% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |