| Metric | 6148998:batusd:triple_gx:lsma150_85_30 | 6148998:BATUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 146.01% | -50.28% |
| Max Drawdown | -16.84% | -66.4% |
| Sharpe | 2.32 | -0.5 |
| Sortino | 4.49 | -0.69 |
| Payoff Ratio | 1.53 | 1.18 |
| Profit Factor | 1.8 | 0.93 |
| Common Sense Ratio | 3.02 | 0.76 |
| CPC Index | 1.43 | 0.56 |
| Tail Ratio | 1.68 | 0.82 |
| Outlier Win Ratio | 12.41 | 3.34 |
| Outlier Loss Ratio | 3.56 | 2.37 |
| Volatility (ann.) | 48.32% | 84.45% |
| R^2 | 0.34 | 0.34 |
| Calmar | 10.33 | -0.82 |
| Skew | 1.94 | 0.13 |
| Kurtosis | 11.4 | 2.65 |
| Expected Daily % | 0.28% | -0.21% |
| Expected Monthly % | 7.79% | -5.66% |
| Expected Yearly % | 56.85% | -29.49% |
| Kelly Criterion | 20.3% | 9.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.85% | -7.39% |
| Expected Shortfall (cVaR) | -3.85% | -7.39% |
| Year | 6148998:BATUSD | 6148998:batusd:triple_gx:lsma150_85_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | 159.29 | -59.92 | + |
| 2025 | -48.92 | -5.12 | 0.10 | + |
| Metric | 6148998:batusd:triple_gx:lsma150_85_30 | 6148998:BATUSD |
|---|---|---|
| MTD | -0.18% | -13.26% |
| 3M | -5.12% | -53.88% |
| 6M | 99.49% | -30.18% |
| YTD | -5.12% | -48.92% |
| 1Y | 146.01% | -50.28% |
| 3Y (ann.) | 173.98% | -54.27% |
| 5Y (ann.) | 173.98% | -54.27% |
| Metric | 6148998:batusd:triple_gx:lsma150_85_30 | 6148998:BATUSD |
|---|---|---|
| Max Drawdown | -16.84% | -66.4% |
| Longest DD Days | 115.0 | 187.0 |
| Avg. Drawdown | -6.26% | -24.26% |
| Avg. Drawdown Days | 15.0 | 63.0 |
| Recovery Factor | 8.67 | -0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-04-07 | -16.84 | 115 |
| 2024-08-14 | 2024-10-04 | -10.29 | 51 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| 2024-07-28 | 2024-08-13 | -9.15 | 16 |
| 2024-11-13 | 2024-11-16 | -7.77 | 3 |
| 2024-10-07 | 2024-11-06 | -7.76 | 30 |
| 2024-11-25 | 2024-11-27 | -7.35 | 2 |
| 2024-12-05 | 2024-12-11 | -7.21 | 6 |
| 2024-07-07 | 2024-07-09 | -6.87 | 2 |
| Metric | 6148998:batusd:triple_gx:lsma150_85_30 | 6148998:BATUSD |
|---|---|---|
| Best Day | 15.55% | 20.51% |
| Worst Day | -9.37% | -18.73% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -8.37% | -23.62% |
| Best Month | 100.22% | 99.96% |
| Worst Month | -7.34% | -27.34% |
| Best Year | 159.29% | -2.66% |
| Worst Year | -5.12% | -48.92% |
| Avg. Up Day | 3.89% | 3.9% |
| Avg. Down Day | -2.54% | -3.31% |
| Avg. Up Week | 11.03% | 12.5% |
| Avg. Down Week | -2.94% | -9.99% |
| Avg. Up Month | 51.62% | 54.86% |
| Avg. Down Month | -3.79% | -17.68% |
| Win Days % | 51.79% | 51.23% |
| Win Month % | 70.0% | 25.0% |
| Win Week % | 72.0% | 40.82% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |