| Metric | 6152380:batusd:triple_gx:lsma135_110_35 | 6152380:BATUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 165.94% | -85.35% |
| Max Drawdown | -55.51% | -87.48% |
| Sharpe | 0.83 | -0.33 |
| Sortino | 1.18 | -0.45 |
| Payoff Ratio | 1.07 | 0.98 |
| Profit Factor | 1.2 | 0.95 |
| Common Sense Ratio | 1.32 | 0.79 |
| CPC Index | 0.66 | 0.47 |
| Tail Ratio | 1.1 | 0.83 |
| Outlier Win Ratio | 8.98 | 2.93 |
| Outlier Loss Ratio | 3.22 | 3.14 |
| Volatility (ann.) | 58.13% | 82.16% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.66 | -0.52 |
| Skew | -0.56 | -0.17 |
| Kurtosis | 9.42 | 2.78 |
| Expected Daily % | 0.09% | -0.17% |
| Expected Monthly % | 2.54% | -4.81% |
| Expected Yearly % | 27.7% | -38.13% |
| Kelly Criterion | 6.44% | 0.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.87% | -7.15% |
| Expected Shortfall (cVaR) | -4.87% | -7.15% |
| Year | 6152380:BATUSD | 6152380:batusd:triple_gx:lsma135_110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -79.49 | -29.02 | 0.37 | + |
| 2023 | 54.39 | 103.68 | 1.91 | + |
| 2024 | -9.41 | 97.24 | -10.34 | + |
| 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 | 44.96% | -59.79% |
| 3Y (ann.) | 32.68% | -45.91% |
| 5Y (ann.) | 36.4% | -45.64% |
| Metric | 6152380:batusd:triple_gx:lsma135_110_35 | 6152380:BATUSD |
|---|---|---|
| Max Drawdown | -55.51% | -87.48% |
| Longest DD Days | 566.0 | 1099.0 |
| Avg. Drawdown | -10.7% | -29.64% |
| Avg. Drawdown Days | 39.0 | 286.0 |
| Recovery Factor | 2.99 | -0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-10-22 | -55.51 | 566 |
| 2024-12-05 | 2025-04-07 | -39.92 | 123 |
| 2024-03-12 | 2024-06-21 | -27.96 | 101 |
| 2024-07-22 | 2024-11-12 | -25.61 | 113 |
| 2023-11-13 | 2023-12-04 | -18.46 | 21 |
| 2024-06-28 | 2024-07-17 | -16.83 | 19 |
| 2022-03-02 | 2022-03-15 | -16.08 | 13 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-01-12 | 2024-02-29 | -9.88 | 48 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| Metric | 6152380:batusd:triple_gx:lsma135_110_35 | 6152380: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 | 103.68% | 54.39% |
| Worst Year | -29.02% | -79.49% |
| Avg. Up Day | 3.62% | 3.63% |
| Avg. Down Day | -3.38% | -3.72% |
| Avg. Up Week | 10.06% | 10.55% |
| Avg. Down Week | -6.51% | -10.08% |
| Avg. Up Month | 21.75% | 27.17% |
| Avg. Down Month | -13.0% | -18.35% |
| Win Days % | 51.65% | 50.74% |
| Win Month % | 62.5% | 35.9% |
| Win Week % | 53.33% | 44.05% |
| Win Quarter % | 57.14% | 35.71% |
| Win Year % | 50.0% | 25.0% |