| Metric | 6046909:bchusd:triple_gx:zlema235_100_60 | 6046909:BCHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 42.46% | 23.2% |
| Max Drawdown | -29.77% | -56.82% |
| Sharpe | 0.9 | 0.61 |
| Sortino | 1.38 | 0.92 |
| Payoff Ratio | 1.2 | 1.12 |
| Profit Factor | 1.25 | 1.09 |
| Common Sense Ratio | 1.54 | 1.2 |
| CPC Index | 0.75 | 0.61 |
| Tail Ratio | 1.23 | 1.1 |
| Outlier Win Ratio | 14.72 | 3.08 |
| Outlier Loss Ratio | 3.21 | 3.1 |
| Volatility (ann.) | 44.2% | 76.72% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.18 | 0.34 |
| Skew | 0.5 | 0.47 |
| Kurtosis | 8.22 | 2.74 |
| Expected Daily % | 0.08% | 0.05% |
| Expected Monthly % | 2.39% | 1.4% |
| Expected Yearly % | 19.36% | 10.99% |
| Kelly Criterion | 7.68% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.7% | -6.48% |
| Expected Shortfall (cVaR) | -3.7% | -6.48% |
| Year | 6046909:BCHUSD | 6046909:bchusd:triple_gx:zlema235_100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 52.92 | -20.87 | + |
| 2025 | 26.40 | -6.84 | -0.26 | - |
| Metric | 6046909:bchusd:triple_gx:zlema235_100_60 | 6046909:BCHUSD |
|---|---|---|
| MTD | 0.0% | 8.37% |
| 3M | -0.08% | 63.68% |
| 6M | -6.84% | 12.0% |
| YTD | -6.84% | 26.4% |
| 1Y | 21.48% | 39.98% |
| 3Y (ann.) | 35.04% | 19.37% |
| 5Y (ann.) | 35.04% | 19.37% |
| Metric | 6046909:bchusd:triple_gx:zlema235_100_60 | 6046909:BCHUSD |
|---|---|---|
| Max Drawdown | -29.77% | -56.82% |
| Longest DD Days | 223.0 | 223.0 |
| Avg. Drawdown | -8.87% | -20.64% |
| Avg. Drawdown Days | 35.0 | 83.0 |
| Recovery Factor | 1.43 | 0.41 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-11-11 | -29.77 | 104 |
| 2024-12-09 | 2025-07-20 | -21.79 | 223 |
| 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 |
| 2024-07-08 | 2024-07-10 | -0.88 | 2 |
| 2024-12-04 | 2024-12-05 | -0.21 | 1 |
| Metric | 6046909:bchusd:triple_gx:zlema235_100_60 | 6046909:BCHUSD |
|---|---|---|
| Best Day | 12.94% | 22.28% |
| Worst Day | -11.28% | -11.3% |
| Best Week | 19.52% | 23.18% |
| Worst Week | -12.47% | -24.88% |
| Best Month | 47.03% | 47.03% |
| Worst Month | -17.68% | -25.58% |
| Best Year | 52.92% | 26.4% |
| Worst Year | -6.84% | -2.54% |
| Avg. Up Day | 3.51% | 3.52% |
| Avg. Down Day | -2.93% | -3.16% |
| Avg. Up Week | 8.86% | 9.86% |
| Avg. Down Week | -4.56% | -8.85% |
| Avg. Up Month | 26.55% | 24.29% |
| Avg. Down Month | -8.19% | -17.2% |
| Win Days % | 49.62% | 50.35% |
| Win Month % | 44.44% | 60.0% |
| Win Week % | 50.0% | 54.69% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |