| Metric | 6152407:batusd:triple_gx:lsma160_110_35 | 6152407:BATUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 104.65% | -82.68% |
| Max Drawdown | -56.38% | -87.48% |
| Sharpe | 0.7 | -0.29 |
| Sortino | 0.99 | -0.39 |
| Payoff Ratio | 1.1 | 1.0 |
| Profit Factor | 1.18 | 0.96 |
| Common Sense Ratio | 1.36 | 0.81 |
| CPC Index | 0.65 | 0.49 |
| Tail Ratio | 1.15 | 0.85 |
| Outlier Win Ratio | 10.23 | 2.93 |
| Outlier Loss Ratio | 3.22 | 3.17 |
| Volatility (ann.) | 56.15% | 81.8% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.46 | -0.5 |
| Skew | -0.65 | -0.18 |
| Kurtosis | 11.07 | 2.91 |
| Expected Daily % | 0.06% | -0.16% |
| Expected Monthly % | 1.9% | -4.51% |
| Expected Yearly % | 19.61% | -35.49% |
| Kelly Criterion | 4.74% | 1.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.73% | -7.11% |
| Expected Shortfall (cVaR) | -4.73% | -7.11% |
| Year | 6152407:BATUSD | 6152407:batusd:triple_gx:lsma160_110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -75.75 | -35.92 | 0.47 | + |
| 2023 | 54.39 | 76.69 | 1.41 | + |
| 2024 | -9.41 | 105.68 | -11.24 | + |
| 2025 | -48.92 | -12.13 | 0.25 | + |
| Metric | 6152407:batusd:triple_gx:lsma160_110_35 | 6152407:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | -12.13% | -53.88% |
| 6M | 24.36% | -30.18% |
| YTD | -12.13% | -48.92% |
| 1Y | 47.92% | -59.79% |
| 3Y (ann.) | 21.03% | -45.91% |
| 5Y (ann.) | 26.16% | -43.38% |
| Metric | 6152407:batusd:triple_gx:lsma160_110_35 | 6152407:BATUSD |
|---|---|---|
| Max Drawdown | -56.38% | -87.48% |
| Longest DD Days | 714.0 | 1099.0 |
| Avg. Drawdown | -10.42% | -20.76% |
| Avg. Drawdown Days | 54.0 | 223.0 |
| Recovery Factor | 1.86 | -0.95 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-18 | 2024-03-01 | -56.38 | 714 |
| 2024-12-05 | 2025-04-07 | -39.82 | 123 |
| 2024-03-12 | 2024-06-21 | -27.96 | 101 |
| 2024-07-28 | 2024-11-16 | -22.88 | 111 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| 2024-03-03 | 2024-03-07 | -9.13 | 4 |
| 2024-11-25 | 2024-11-27 | -7.35 | 2 |
| 2024-07-07 | 2024-07-09 | -6.87 | 2 |
| 2024-07-22 | 2024-07-27 | -5.37 | 5 |
| Metric | 6152407:batusd:triple_gx:lsma160_110_35 | 6152407: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 | 105.68% | 54.39% |
| Worst Year | -35.92% | -75.75% |
| Avg. Up Day | 3.79% | 3.81% |
| Avg. Down Day | -3.45% | -3.8% |
| Avg. Up Week | 9.75% | 10.8% |
| Avg. Down Week | -7.08% | -11.04% |
| Avg. Up Month | 19.4% | 28.12% |
| Avg. Down Month | -18.08% | -22.02% |
| Win Days % | 50.12% | 50.89% |
| Win Month % | 66.67% | 36.84% |
| Win Week % | 52.56% | 44.85% |
| Win Quarter % | 69.23% | 35.71% |
| Win Year % | 50.0% | 25.0% |