| Metric | 6152407:batusd:triple_gx:lsma160_110_35 | 6152407:BATUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 32.76% | -50.28% |
| Max Drawdown | -39.82% | -66.4% |
| Sharpe | 0.86 | -0.5 |
| Sortino | 1.33 | -0.69 |
| Payoff Ratio | 1.09 | 0.98 |
| Profit Factor | 1.26 | 0.93 |
| Common Sense Ratio | 1.54 | 0.76 |
| CPC Index | 0.7 | 0.47 |
| Tail Ratio | 1.22 | 0.82 |
| Outlier Win Ratio | 14.31 | 3.33 |
| Outlier Loss Ratio | 2.68 | 2.54 |
| Volatility (ann.) | 53.04% | 84.45% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.94 | -0.82 |
| Skew | 0.4 | 0.13 |
| Kurtosis | 14.2 | 2.65 |
| Expected Daily % | 0.09% | -0.21% |
| Expected Monthly % | 2.39% | -5.66% |
| Expected Yearly % | 15.22% | -29.49% |
| Kelly Criterion | 6.01% | 1.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.44% | -7.39% |
| Expected Shortfall (cVaR) | -4.44% | -7.39% |
| Year | 6152407:BATUSD | 6152407:batusd:triple_gx:lsma160_110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | 51.08 | -19.22 | + |
| 2025 | -48.92 | -12.13 | 0.25 | + |
| Metric | 6152407:batusd:triple_gx:lsma160_110_35 | 6152407:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | -12.13% | -53.88% |
| 6M | 24.36% | -30.18% |
| YTD | -12.13% | -48.92% |
| 1Y | 32.76% | -50.28% |
| 3Y (ann.) | 37.34% | -54.27% |
| 5Y (ann.) | 37.34% | -54.27% |
| Metric | 6152407:batusd:triple_gx:lsma160_110_35 | 6152407:BATUSD |
|---|---|---|
| Max Drawdown | -39.82% | -66.4% |
| Longest DD Days | 123.0 | 187.0 |
| Avg. Drawdown | -7.36% | -24.26% |
| Avg. Drawdown Days | 18.0 | 63.0 |
| Recovery Factor | 0.82 | -0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-07 | -39.82 | 123 |
| 2024-07-28 | 2024-11-16 | -22.88 | 111 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| 2024-11-25 | 2024-11-27 | -7.35 | 2 |
| 2024-07-07 | 2024-07-09 | -6.87 | 2 |
| 2024-07-22 | 2024-07-27 | -5.37 | 5 |
| 2024-06-28 | 2024-07-06 | -2.72 | 8 |
| 2024-11-30 | 2024-12-03 | -2.60 | 3 |
| 2024-06-26 | 2024-06-27 | -1.38 | 1 |
| Metric | 6152407:batusd:triple_gx:lsma160_110_35 | 6152407: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 | 87.08% | 99.96% |
| Worst Month | -24.36% | -27.34% |
| Best Year | 51.08% | -2.66% |
| Worst Year | -12.13% | -48.92% |
| Avg. Up Day | 3.98% | 4.0% |
| Avg. Down Day | -3.66% | -4.07% |
| Avg. Up Week | 12.6% | 14.67% |
| Avg. Down Week | -7.24% | -13.1% |
| Avg. Up Month | 87.08% | 99.96% |
| Avg. Down Month | -16.37% | -22.37% |
| Win Days % | 51.02% | 51.23% |
| Win Month % | 50.0% | 25.0% |
| Win Week % | 52.63% | 40.82% |
| Win Quarter % | 75.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |