| Metric | 6152375:batusd:triple_gx:lsma130_110_35 | 6152375:BATUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 17.36% | -50.28% |
| Max Drawdown | -39.92% | -66.4% |
| Sharpe | 0.6 | -0.5 |
| Sortino | 0.89 | -0.69 |
| Payoff Ratio | 0.97 | 0.93 |
| Profit Factor | 1.14 | 0.93 |
| Common Sense Ratio | 1.2 | 0.76 |
| CPC Index | 0.58 | 0.44 |
| Tail Ratio | 1.05 | 0.82 |
| Outlier Win Ratio | 10.96 | 3.34 |
| Outlier Loss Ratio | 2.79 | 2.64 |
| Volatility (ann.) | 57.68% | 84.45% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.49 | -0.82 |
| Skew | 0.27 | 0.13 |
| Kurtosis | 10.01 | 2.65 |
| Expected Daily % | 0.05% | -0.21% |
| Expected Monthly % | 1.34% | -5.66% |
| Expected Yearly % | 8.33% | -29.49% |
| Kelly Criterion | 2.98% | -1.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.87% | -7.39% |
| Expected Shortfall (cVaR) | -4.87% | -7.39% |
| Year | 6152375:BATUSD | 6152375:batusd:triple_gx:lsma130_110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | 28.19 | -10.61 | + |
| 2025 | -48.92 | -8.45 | 0.17 | + |
| Metric | 6152375:batusd:triple_gx:lsma130_110_35 | 6152375:BATUSD |
|---|---|---|
| MTD | -0.18% | -13.26% |
| 3M | -8.45% | -53.88% |
| 6M | 36.82% | -30.18% |
| YTD | -8.45% | -48.92% |
| 1Y | 17.36% | -50.28% |
| 3Y (ann.) | 19.63% | -54.27% |
| 5Y (ann.) | 19.63% | -54.27% |
| Metric | 6152375:batusd:triple_gx:lsma130_110_35 | 6152375:BATUSD |
|---|---|---|
| Max Drawdown | -39.92% | -66.4% |
| Longest DD Days | 123.0 | 187.0 |
| Avg. Drawdown | -11.84% | -24.26% |
| Avg. Drawdown Days | 28.0 | 63.0 |
| Recovery Factor | 0.43 | -0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-07 | -39.92 | 123 |
| 2024-07-22 | 2024-11-16 | -25.61 | 117 |
| 2024-06-16 | 2024-07-17 | -17.08 | 31 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| 2024-11-25 | 2024-11-27 | -7.35 | 2 |
| 2024-07-18 | 2024-07-19 | -4.92 | 1 |
| 2024-11-30 | 2024-12-03 | -2.60 | 3 |
| 2024-07-20 | 2024-07-21 | -1.16 | 1 |
| 2024-06-14 | 2024-06-15 | -0.18 | 1 |
| Metric | 6152375:batusd:triple_gx:lsma130_110_35 | 6152375:BATUSD |
|---|---|---|
| Best Day | 15.55% | 20.51% |
| Worst Day | -18.73% | -18.73% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -14.42% | -23.62% |
| Best Month | 103.53% | 99.96% |
| Worst Month | -24.36% | -27.34% |
| Best Year | 28.19% | -2.66% |
| Worst Year | -8.45% | -48.92% |
| Avg. Up Day | 3.45% | 3.46% |
| Avg. Down Day | -3.56% | -3.72% |
| Avg. Up Week | 12.74% | 13.83% |
| Avg. Down Week | -6.04% | -10.49% |
| Avg. Up Month | 103.53% | 99.96% |
| Avg. Down Month | -9.01% | -15.46% |
| Win Days % | 52.21% | 51.23% |
| Win Month % | 33.33% | 25.0% |
| Win Week % | 42.31% | 40.82% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |