| Metric | 6152392:batusd:triple_gx:lsma140_110_35 | 6152392:BATUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 130.51% | -84.42% |
| Max Drawdown | -55.51% | -87.48% |
| Sharpe | 0.76 | -0.31 |
| Sortino | 1.07 | -0.42 |
| Payoff Ratio | 1.07 | 0.99 |
| Profit Factor | 1.18 | 0.96 |
| Common Sense Ratio | 1.26 | 0.79 |
| CPC Index | 0.65 | 0.48 |
| Tail Ratio | 1.07 | 0.83 |
| Outlier Win Ratio | 9.19 | 2.93 |
| Outlier Loss Ratio | 3.25 | 3.14 |
| Volatility (ann.) | 57.72% | 82.09% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.55 | -0.51 |
| Skew | -0.6 | -0.17 |
| Kurtosis | 9.74 | 2.81 |
| Expected Daily % | 0.07% | -0.16% |
| Expected Monthly % | 2.16% | -4.65% |
| Expected Yearly % | 23.22% | -37.17% |
| Kelly Criterion | 5.5% | 0.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.85% | -7.14% |
| Expected Shortfall (cVaR) | -4.85% | -7.14% |
| Year | 6152392:BATUSD | 6152392:batusd:triple_gx:lsma140_110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -78.19 | -29.46 | 0.38 | + |
| 2023 | 54.39 | 94.16 | 1.73 | + |
| 2024 | -9.41 | 71.56 | -7.61 | + |
| 2025 | -48.92 | -1.90 | 0.04 | + |
| Metric | 6152392:batusd:triple_gx:lsma140_110_35 | 6152392:BATUSD |
|---|---|---|
| MTD | -0.18% | -13.26% |
| 3M | -1.9% | -53.88% |
| 6M | 35.09% | -30.18% |
| YTD | -1.9% | -48.92% |
| 1Y | 38.63% | -59.79% |
| 3Y (ann.) | 26.4% | -45.91% |
| 5Y (ann.) | 30.5% | -44.71% |
| Metric | 6152392:batusd:triple_gx:lsma140_110_35 | 6152392:BATUSD |
|---|---|---|
| Max Drawdown | -55.51% | -87.48% |
| Longest DD Days | 576.0 | 1099.0 |
| Avg. Drawdown | -11.48% | -23.16% |
| Avg. Drawdown Days | 44.0 | 227.0 |
| Recovery Factor | 2.35 | -0.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-11-01 | -55.51 | 576 |
| 2024-12-05 | 2025-04-07 | -39.92 | 123 |
| 2024-03-12 | 2024-06-21 | -27.96 | 101 |
| 2024-07-22 | 2024-11-16 | -25.61 | 117 |
| 2023-11-13 | 2023-12-04 | -18.46 | 21 |
| 2024-06-28 | 2024-07-17 | -16.83 | 19 |
| 2022-03-02 | 2022-03-15 | -16.08 | 13 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-01-12 | 2024-03-01 | -9.88 | 49 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| Metric | 6152392:batusd:triple_gx:lsma140_110_35 | 6152392: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 | 87.08% | 99.96% |
| Worst Month | -29.38% | -34.22% |
| Best Year | 94.16% | 54.39% |
| Worst Year | -29.46% | -78.19% |
| Avg. Up Day | 3.61% | 3.62% |
| Avg. Down Day | -3.38% | -3.67% |
| Avg. Up Week | 9.93% | 10.64% |
| Avg. Down Week | -6.88% | -10.42% |
| Avg. Up Month | 19.07% | 27.17% |
| Avg. Down Month | -13.34% | -18.35% |
| Win Days % | 51.15% | 50.79% |
| Win Month % | 62.5% | 35.9% |
| Win Week % | 52.87% | 44.05% |
| Win Quarter % | 57.14% | 35.71% |
| Win Year % | 50.0% | 25.0% |