| Metric | 6152433:batusd:triple_gx:lsma180_110_35 | 6152433:BATUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 50.2% | -86.72% |
| Max Drawdown | -55.51% | -87.48% |
| Sharpe | 0.53 | -0.4 |
| Sortino | 0.73 | -0.55 |
| Payoff Ratio | 1.06 | 0.98 |
| Profit Factor | 1.13 | 0.94 |
| Common Sense Ratio | 1.26 | 0.79 |
| CPC Index | 0.6 | 0.47 |
| Tail Ratio | 1.11 | 0.84 |
| Outlier Win Ratio | 10.43 | 2.93 |
| Outlier Loss Ratio | 3.22 | 3.17 |
| Volatility (ann.) | 55.86% | 81.97% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.26 | -0.56 |
| Skew | -0.69 | -0.18 |
| Kurtosis | 11.42 | 2.94 |
| Expected Daily % | 0.04% | -0.18% |
| Expected Monthly % | 1.08% | -5.17% |
| Expected Yearly % | 10.71% | -39.63% |
| Kelly Criterion | 2.31% | 0.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.73% | -7.15% |
| Expected Shortfall (cVaR) | -4.73% | -7.15% |
| Year | 6152433:BATUSD | 6152433:batusd:triple_gx:lsma180_110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -81.41 | -45.44 | 0.56 | + |
| 2023 | 54.39 | 80.78 | 1.49 | + |
| 2024 | -9.41 | 70.62 | -7.51 | + |
| 2025 | -48.92 | -10.74 | 0.22 | + |
| Metric | 6152433:batusd:triple_gx:lsma180_110_35 | 6152433:BATUSD |
|---|---|---|
| MTD | 0.0% | -13.26% |
| 3M | -10.74% | -53.88% |
| 6M | 24.01% | -30.18% |
| YTD | -10.74% | -48.92% |
| 1Y | 28.0% | -59.79% |
| 3Y (ann.) | 17.03% | -45.91% |
| 5Y (ann.) | 14.38% | -48.67% |
| Metric | 6152433:batusd:triple_gx:lsma180_110_35 | 6152433:BATUSD |
|---|---|---|
| Max Drawdown | -55.51% | -87.48% |
| Longest DD Days | 587.0 | 1099.0 |
| Avg. Drawdown | -13.92% | -45.44% |
| Avg. Drawdown Days | 62.0 | 550.0 |
| Recovery Factor | 0.9 | -0.99 |
| Ulcer Index | inf | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-11-12 | -55.51 | 587 |
| 2024-12-05 | 2025-04-07 | -39.71 | 123 |
| 2024-03-12 | 2024-06-21 | -27.96 | 101 |
| 2024-07-28 | 2024-11-16 | -22.88 | 111 |
| 2023-11-13 | 2023-12-04 | -18.46 | 21 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-01-12 | 2024-03-01 | -9.88 | 49 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| 2023-12-05 | 2024-01-11 | -9.26 | 37 |
| 2024-03-03 | 2024-03-07 | -9.13 | 4 |
| Metric | 6152433:batusd:triple_gx:lsma180_110_35 | 6152433: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 | 87.08% | 99.96% |
| Worst Month | -29.38% | -34.22% |
| Best Year | 80.78% | 54.39% |
| Worst Year | -45.44% | -81.41% |
| Avg. Up Day | 3.72% | 3.73% |
| Avg. Down Day | -3.51% | -3.81% |
| Avg. Up Week | 9.13% | 10.15% |
| Avg. Down Week | -7.24% | -11.37% |
| Avg. Up Month | 18.64% | 28.31% |
| Avg. Down Month | -16.14% | -20.75% |
| Win Days % | 49.76% | 50.73% |
| Win Month % | 62.96% | 34.21% |
| Win Week % | 51.28% | 45.06% |
| Win Quarter % | 58.33% | 28.57% |
| Win Year % | 50.0% | 25.0% |