| Metric | 6160763:batusd:triple_gx:lsma145_95_55 | 6160763:BATUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 75.58% | -50.28% |
| Max Drawdown | -40.8% | -66.4% |
| Sharpe | 1.32 | -0.5 |
| Sortino | 2.14 | -0.69 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.37 | 0.93 |
| Common Sense Ratio | 1.44 | 0.76 |
| CPC Index | 0.8 | 0.5 |
| Tail Ratio | 1.05 | 0.82 |
| Outlier Win Ratio | 11.71 | 3.83 |
| Outlier Loss Ratio | 2.64 | 2.69 |
| Volatility (ann.) | 61.98% | 84.45% |
| R^2 | 0.55 | 0.55 |
| Calmar | 2.15 | -0.82 |
| Skew | 0.91 | 0.13 |
| Kurtosis | 11.75 | 2.65 |
| Expected Daily % | 0.17% | -0.21% |
| Expected Monthly % | 4.8% | -5.66% |
| Expected Yearly % | 32.51% | -29.49% |
| Kelly Criterion | 12.62% | 4.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.11% | -7.39% |
| Expected Shortfall (cVaR) | -5.11% | -7.39% |
| Year | 6160763:BATUSD | 6160763:batusd:triple_gx:lsma145_95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.66 | 75.90 | -28.55 | + |
| 2025 | -48.92 | -0.18 | 0.00 | + |
| Metric | 6160763:batusd:triple_gx:lsma145_95_55 | 6160763:BATUSD |
|---|---|---|
| MTD | -0.18% | -13.26% |
| 3M | -0.18% | -53.88% |
| 6M | 44.69% | -30.18% |
| YTD | -0.18% | -48.92% |
| 1Y | 75.58% | -50.28% |
| 3Y (ann.) | 87.81% | -54.27% |
| 5Y (ann.) | 87.81% | -54.27% |
| Metric | 6160763:batusd:triple_gx:lsma145_95_55 | 6160763:BATUSD |
|---|---|---|
| Max Drawdown | -40.8% | -66.4% |
| Longest DD Days | 123.0 | 187.0 |
| Avg. Drawdown | -7.91% | -24.26% |
| Avg. Drawdown Days | 14.0 | 63.0 |
| Recovery Factor | 1.85 | -0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-07 | -40.80 | 123 |
| 2024-06-28 | 2024-07-17 | -16.83 | 19 |
| 2024-10-30 | 2024-11-09 | -13.54 | 10 |
| 2024-11-19 | 2024-11-22 | -10.22 | 3 |
| 2024-11-17 | 2024-11-18 | -9.37 | 1 |
| 2024-09-03 | 2024-10-29 | -7.78 | 56 |
| 2024-11-13 | 2024-11-16 | -7.77 | 3 |
| 2024-11-25 | 2024-11-27 | -7.35 | 2 |
| 2024-07-22 | 2024-08-08 | -6.88 | 17 |
| 2024-08-09 | 2024-08-13 | -5.74 | 4 |
| Metric | 6160763:batusd:triple_gx:lsma145_95_55 | 6160763:BATUSD |
|---|---|---|
| Best Day | 20.51% | 20.51% |
| Worst Day | -18.73% | -18.73% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -23.62% | -23.62% |
| Best Month | 99.96% | 99.96% |
| Worst Month | -25.12% | -27.34% |
| Best Year | 75.9% | -2.66% |
| Worst Year | -0.18% | -48.92% |
| Avg. Up Day | 4.0% | 4.0% |
| Avg. Down Day | -3.74% | -3.85% |
| Avg. Up Week | 11.92% | 13.23% |
| Avg. Down Week | -8.41% | -9.95% |
| Avg. Up Month | 51.88% | 54.86% |
| Avg. Down Month | -7.72% | -13.25% |
| Win Days % | 54.84% | 51.23% |
| Win Month % | 50.0% | 25.0% |
| Win Week % | 61.9% | 40.82% |
| Win Quarter % | 75.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |