| Metric | 6152375:batusd:triple_gx:lsma130_110_35 | 6152375:BATUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 130.17% | -87.72% |
| Max Drawdown | -55.51% | -87.72% |
| Sharpe | 0.75 | -0.39 |
| Sortino | 1.06 | -0.53 |
| Payoff Ratio | 1.07 | 0.99 |
| Profit Factor | 1.18 | 0.95 |
| Common Sense Ratio | 1.28 | 0.78 |
| CPC Index | 0.65 | 0.47 |
| Tail Ratio | 1.09 | 0.83 |
| Outlier Win Ratio | 8.97 | 2.94 |
| Outlier Loss Ratio | 3.21 | 3.12 |
| Volatility (ann.) | 58.27% | 82.19% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.54 | -0.55 |
| Skew | -0.56 | -0.16 |
| Kurtosis | 9.28 | 2.76 |
| Expected Daily % | 0.07% | -0.18% |
| Expected Monthly % | 2.16% | -5.23% |
| Expected Yearly % | 23.17% | -40.8% |
| Kelly Criterion | 5.58% | 0.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.9% | -7.16% |
| Expected Shortfall (cVaR) | -4.9% | -7.16% |
| Year | 6152375:BATUSD | 6152375:batusd:triple_gx:lsma130_110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -82.81 | -31.52 | 0.38 | + |
| 2023 | 54.39 | 94.70 | 1.74 | + |
| 2024 | -9.41 | 88.57 | -9.42 | + |
| 2025 | -48.92 | -8.45 | 0.17 | + |
| Metric | 6152375:batusd:triple_gx:lsma130_110_35 | 6152375:BATUSD |
|---|---|---|
| MTD | -0.18% | -13.26% |
| 3M | -8.45% | -53.88% |
| 6M | 36.82% | -30.18% |
| YTD | -8.45% | -48.92% |
| 1Y | 30.76% | -59.79% |
| 3Y (ann.) | 23.77% | -45.91% |
| 5Y (ann.) | 30.14% | -48.45% |
| Metric | 6152375:batusd:triple_gx:lsma130_110_35 | 6152375:BATUSD |
|---|---|---|
| Max Drawdown | -55.51% | -87.72% |
| Longest DD Days | 586.0 | 1154.0 |
| Avg. Drawdown | -13.53% | -87.72% |
| Avg. Drawdown Days | 58.0 | 1154.0 |
| Recovery Factor | 2.35 | -1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-11-11 | -55.51 | 586 |
| 2024-12-05 | 2025-04-07 | -39.92 | 123 |
| 2024-03-12 | 2024-07-21 | -27.96 | 131 |
| 2024-07-22 | 2024-11-16 | -25.61 | 117 |
| 2023-11-13 | 2023-12-04 | -18.46 | 21 |
| 2022-03-02 | 2022-03-15 | -16.08 | 13 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-01-12 | 2024-02-26 | -9.88 | 45 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| 2023-12-05 | 2024-01-11 | -9.26 | 37 |
| Metric | 6152375:batusd:triple_gx:lsma130_110_35 | 6152375: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 | 103.53% | 99.96% |
| Worst Month | -29.38% | -34.22% |
| Best Year | 94.7% | 54.39% |
| Worst Year | -31.52% | -82.81% |
| Avg. Up Day | 3.62% | 3.63% |
| Avg. Down Day | -3.39% | -3.67% |
| Avg. Up Week | 10.26% | 10.55% |
| Avg. Down Week | -6.57% | -10.06% |
| Avg. Up Month | 22.14% | 27.17% |
| Avg. Down Month | -13.5% | -18.35% |
| Win Days % | 51.22% | 50.61% |
| Win Month % | 61.29% | 35.9% |
| Win Week % | 51.09% | 43.79% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 50.0% | 25.0% |