| Metric | 6152380:batusd:triple_gx:lsma135_110_35 | 6152380:BATUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 30.11% | -50.28% |
| Max Drawdown | -39.92% | -66.4% |
| Sharpe | 0.8 | -0.5 |
| Sortino | 1.21 | -0.69 |
| Payoff Ratio | 0.96 | 0.92 |
| Profit Factor | 1.2 | 0.93 |
| Common Sense Ratio | 1.3 | 0.76 |
| CPC Index | 0.62 | 0.44 |
| Tail Ratio | 1.08 | 0.82 |
| Outlier Win Ratio | 11.14 | 3.34 |
| Outlier Loss Ratio | 2.74 | 2.64 |
| Volatility (ann.) | 57.07% | 84.45% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.86 | -0.82 |
| Skew | 0.3 | 0.13 |
| Kurtosis | 10.45 | 2.65 |
| Expected Daily % | 0.08% | -0.21% |
| Expected Monthly % | 2.22% | -5.66% |
| Expected Yearly % | 14.07% | -29.49% |
| Kelly Criterion | 5.15% | -1.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.79% | -7.39% |
| Expected Shortfall (cVaR) | -4.79% | -7.39% |
| Year | 6152380:BATUSD | 6152380:batusd:triple_gx:lsma135_110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | 39.50 | -14.86 | + |
| 2025 | -48.92 | -6.73 | 0.14 | + |
| Metric | 6152380:batusd:triple_gx:lsma135_110_35 | 6152380:BATUSD |
|---|---|---|
| MTD | -0.18% | -13.26% |
| 3M | -6.73% | -53.88% |
| 6M | 41.26% | -30.18% |
| YTD | -6.73% | -48.92% |
| 1Y | 30.11% | -50.28% |
| 3Y (ann.) | 34.27% | -54.27% |
| 5Y (ann.) | 34.27% | -54.27% |
| Metric | 6152380:batusd:triple_gx:lsma135_110_35 | 6152380:BATUSD |
|---|---|---|
| Max Drawdown | -39.92% | -66.4% |
| Longest DD Days | 123.0 | 187.0 |
| Avg. Drawdown | -9.95% | -24.26% |
| Avg. Drawdown Days | 21.0 | 63.0 |
| Recovery Factor | 0.75 | -0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-07 | -39.92 | 123 |
| 2024-07-22 | 2024-11-12 | -25.61 | 113 |
| 2024-06-28 | 2024-07-17 | -16.83 | 19 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| 2024-11-13 | 2024-11-16 | -7.77 | 3 |
| 2024-11-25 | 2024-11-27 | -7.35 | 2 |
| 2024-07-18 | 2024-07-19 | -4.92 | 1 |
| 2024-11-30 | 2024-12-03 | -2.60 | 3 |
| 2024-06-22 | 2024-06-25 | -2.06 | 3 |
| Metric | 6152380:batusd:triple_gx:lsma135_110_35 | 6152380: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 | 39.5% | -2.66% |
| Worst Year | -6.73% | -48.92% |
| Avg. Up Day | 3.5% | 3.51% |
| Avg. Down Day | -3.63% | -3.8% |
| Avg. Up Week | 12.74% | 13.83% |
| Avg. Down Week | -7.58% | -11.9% |
| Avg. Up Month | 103.53% | 99.96% |
| Avg. Down Month | -8.79% | -15.46% |
| Win Days % | 53.44% | 51.23% |
| Win Month % | 33.33% | 25.0% |
| Win Week % | 50.0% | 40.82% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |