| Metric | 6152371:batusd:triple_gx:lsma125_110_35 | 6152371:BATUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 2.28% | -50.28% |
| Max Drawdown | -39.92% | -66.4% |
| Sharpe | 0.34 | -0.5 |
| Sortino | 0.49 | -0.69 |
| Payoff Ratio | 0.95 | 0.94 |
| Profit Factor | 1.08 | 0.93 |
| Common Sense Ratio | 1.08 | 0.76 |
| CPC Index | 0.52 | 0.45 |
| Tail Ratio | 1.0 | 0.82 |
| Outlier Win Ratio | 10.62 | 3.34 |
| Outlier Loss Ratio | 2.74 | 2.64 |
| Volatility (ann.) | 58.7% | 84.45% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.06 | -0.82 |
| Skew | 0.24 | 0.13 |
| Kurtosis | 9.28 | 2.65 |
| Expected Daily % | 0.01% | -0.21% |
| Expected Monthly % | 0.19% | -5.66% |
| Expected Yearly % | 1.13% | -29.49% |
| Kelly Criterion | -0.66% | -0.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.0% | -7.39% |
| Expected Shortfall (cVaR) | -5.0% | -7.39% |
| Year | 6152371:BATUSD | 6152371:batusd:triple_gx:lsma125_110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | 11.71 | -4.41 | + |
| 2025 | -48.92 | -8.45 | 0.17 | + |
| Metric | 6152371:batusd:triple_gx:lsma125_110_35 | 6152371:BATUSD |
|---|---|---|
| MTD | -0.18% | -13.26% |
| 3M | -8.45% | -53.88% |
| 6M | 34.02% | -30.18% |
| YTD | -8.45% | -48.92% |
| 1Y | 2.28% | -50.28% |
| 3Y (ann.) | 2.55% | -54.27% |
| 5Y (ann.) | 2.55% | -54.27% |
| Metric | 6152371:batusd:triple_gx:lsma125_110_35 | 6152371:BATUSD |
|---|---|---|
| Max Drawdown | -39.92% | -66.4% |
| Longest DD Days | 158.0 | 187.0 |
| Avg. Drawdown | -15.69% | -24.26% |
| Avg. Drawdown Days | 48.0 | 63.0 |
| Recovery Factor | 0.06 | -0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-07 | -39.92 | 123 |
| 2024-06-13 | 2024-11-18 | -31.76 | 158 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-11-25 | 2024-11-27 | -7.35 | 2 |
| 2024-11-30 | 2024-12-03 | -2.60 | 3 |
| 2024-06-10 | 2024-06-12 | -2.28 | 2 |
| Metric | 6152371:batusd:triple_gx:lsma125_110_35 | 6152371: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 | 11.71% | -2.66% |
| Worst Year | -8.45% | -48.92% |
| Avg. Up Day | 3.46% | 3.46% |
| Avg. Down Day | -3.66% | -3.7% |
| Avg. Up Week | 12.74% | 13.83% |
| Avg. Down Week | -6.97% | -10.49% |
| Avg. Up Month | 103.53% | 99.96% |
| Avg. Down Month | -9.58% | -15.98% |
| Win Days % | 51.06% | 51.23% |
| Win Month % | 22.22% | 25.0% |
| Win Week % | 42.31% | 40.82% |
| Win Quarter % | 20.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |