| Metric | 6148998:batusd:triple_gx:lsma150_85_30 | 6148998:BATUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 332.93% | -82.24% |
| Max Drawdown | -44.38% | -87.48% |
| Sharpe | 1.14 | -0.27 |
| Sortino | 1.66 | -0.36 |
| Payoff Ratio | 1.19 | 1.02 |
| Profit Factor | 1.3 | 0.96 |
| Common Sense Ratio | 1.55 | 0.81 |
| CPC Index | 0.79 | 0.5 |
| Tail Ratio | 1.2 | 0.85 |
| Outlier Win Ratio | 9.64 | 2.94 |
| Outlier Loss Ratio | 3.4 | 3.13 |
| Volatility (ann.) | 55.16% | 81.97% |
| R^2 | 0.46 | 0.46 |
| Calmar | 1.36 | -0.49 |
| Skew | -0.37 | -0.17 |
| Kurtosis | 10.23 | 2.86 |
| Expected Daily % | 0.13% | -0.15% |
| Expected Monthly % | 3.83% | -4.33% |
| Expected Yearly % | 44.25% | -35.08% |
| Kelly Criterion | 9.65% | 2.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.58% | -7.12% |
| Expected Shortfall (cVaR) | -4.58% | -7.12% |
| Year | 6148998:BATUSD | 6148998:batusd:triple_gx:lsma150_85_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -75.14 | -13.17 | 0.18 | + |
| 2023 | 54.39 | 45.28 | 0.83 | - |
| 2024 | -9.41 | 261.74 | -27.83 | + |
| 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 | 174.09% | -59.79% |
| 3Y (ann.) | 53.23% | -45.91% |
| 5Y (ann.) | 60.2% | -42.64% |
| Metric | 6148998:batusd:triple_gx:lsma150_85_30 | 6148998:BATUSD |
|---|---|---|
| Max Drawdown | -44.38% | -87.48% |
| Longest DD Days | 368.0 | 1099.0 |
| Avg. Drawdown | -9.83% | -22.99% |
| Avg. Drawdown Days | 38.0 | 225.0 |
| Recovery Factor | 7.5 | -0.94 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2022-11-04 | -44.38 | 210 |
| 2022-11-05 | 2023-11-08 | -35.42 | 368 |
| 2024-03-12 | 2024-04-23 | -27.96 | 42 |
| 2023-11-13 | 2024-03-02 | -18.46 | 110 |
| 2024-12-13 | 2025-04-07 | -16.84 | 115 |
| 2022-03-02 | 2022-03-16 | -16.08 | 14 |
| 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 |
| Metric | 6148998:batusd:triple_gx:lsma150_85_30 | 6148998: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 | 100.22% | 99.96% |
| Worst Month | -38.25% | -34.22% |
| Best Year | 261.74% | 54.39% |
| Worst Year | -13.17% | -75.14% |
| Avg. Up Day | 3.79% | 3.8% |
| Avg. Down Day | -3.19% | -3.71% |
| Avg. Up Week | 9.95% | 10.45% |
| Avg. Down Week | -5.45% | -9.19% |
| Avg. Up Month | 16.96% | 23.38% |
| Avg. Down Month | -12.85% | -21.08% |
| Win Days % | 50.91% | 50.89% |
| Win Month % | 75.76% | 38.46% |
| Win Week % | 53.41% | 44.58% |
| Win Quarter % | 64.29% | 35.71% |
| Win Year % | 50.0% | 25.0% |