| Metric | 6152371:batusd:triple_gx:lsma125_110_35 | 6152371:BATUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 91.2% | -85.35% |
| Max Drawdown | -55.51% | -87.72% |
| Sharpe | 0.65 | -0.32 |
| Sortino | 0.91 | -0.44 |
| Payoff Ratio | 1.09 | 0.99 |
| Profit Factor | 1.15 | 0.96 |
| Common Sense Ratio | 1.25 | 0.8 |
| CPC Index | 0.63 | 0.48 |
| Tail Ratio | 1.09 | 0.84 |
| Outlier Win Ratio | 8.73 | 2.93 |
| Outlier Loss Ratio | 3.29 | 3.12 |
| Volatility (ann.) | 58.61% | 82.21% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.41 | -0.52 |
| Skew | -0.55 | -0.17 |
| Kurtosis | 8.98 | 2.74 |
| Expected Daily % | 0.06% | -0.17% |
| Expected Monthly % | 1.68% | -4.81% |
| Expected Yearly % | 17.59% | -38.13% |
| Kelly Criterion | 4.12% | 1.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.94% | -7.15% |
| Expected Shortfall (cVaR) | -4.94% | -7.15% |
| Year | 6152371:BATUSD | 6152371:batusd:triple_gx:lsma125_110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -79.49 | -33.32 | 0.42 | + |
| 2023 | 54.39 | 96.70 | 1.78 | + |
| 2024 | -9.41 | 59.24 | -6.30 | + |
| 2025 | -48.92 | -8.45 | 0.17 | + |
| Metric | 6152371:batusd:triple_gx:lsma125_110_35 | 6152371:BATUSD |
|---|---|---|
| MTD | -0.18% | -13.26% |
| 3M | -8.45% | -53.88% |
| 6M | 34.02% | -30.18% |
| YTD | -8.45% | -48.92% |
| 1Y | 10.42% | -59.79% |
| 3Y (ann.) | 16.11% | -45.91% |
| 5Y (ann.) | 22.62% | -45.36% |
| Metric | 6152371:batusd:triple_gx:lsma125_110_35 | 6152371:BATUSD |
|---|---|---|
| Max Drawdown | -55.51% | -87.72% |
| Longest DD Days | 587.0 | 1154.0 |
| Avg. Drawdown | -13.2% | -87.72% |
| Avg. Drawdown Days | 65.0 | 1154.0 |
| Recovery Factor | 1.64 | -0.97 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-11-12 | -55.51 | 587 |
| 2024-12-05 | 2025-04-07 | -39.92 | 123 |
| 2024-03-12 | 2024-11-22 | -34.71 | 255 |
| 2023-11-13 | 2023-12-04 | -18.46 | 21 |
| 2022-03-02 | 2022-03-15 | -16.08 | 13 |
| 2024-01-12 | 2024-02-26 | -9.88 | 45 |
| 2023-12-05 | 2024-01-11 | -9.26 | 37 |
| 2024-03-03 | 2024-03-07 | -9.13 | 4 |
| 2024-11-25 | 2024-11-27 | -7.35 | 2 |
| 2022-02-26 | 2022-02-28 | -5.09 | 2 |
| Metric | 6152371:batusd:triple_gx:lsma125_110_35 | 6152371:BATUSD |
|---|---|---|
| Best Day | 15.55% | 24.24% |
| Worst Day | -20.41% | -20.41% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -33.75% | -33.75% |
| Best Month | 103.53% | 99.96% |
| Worst Month | -29.38% | -34.22% |
| Best Year | 96.7% | 54.39% |
| Worst Year | -33.32% | -79.49% |
| Avg. Up Day | 3.62% | 3.62% |
| Avg. Down Day | -3.32% | -3.66% |
| Avg. Up Week | 10.17% | 10.55% |
| Avg. Down Week | -6.5% | -9.91% |
| Avg. Up Month | 22.14% | 27.17% |
| Avg. Down Month | -13.56% | -18.41% |
| Win Days % | 50.0% | 50.82% |
| Win Month % | 59.38% | 35.9% |
| Win Week % | 50.0% | 44.12% |
| Win Quarter % | 50.0% | 35.71% |
| Win Year % | 50.0% | 25.0% |