| Metric | 6160763:batusd:triple_gx:lsma145_95_55 | 6160763:BATUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 105.66% | -82.58% |
| Max Drawdown | -55.19% | -87.48% |
| Sharpe | 0.7 | -0.27 |
| Sortino | 0.99 | -0.37 |
| Payoff Ratio | 1.06 | 0.98 |
| Profit Factor | 1.17 | 0.96 |
| Common Sense Ratio | 1.24 | 0.82 |
| CPC Index | 0.64 | 0.48 |
| Tail Ratio | 1.05 | 0.85 |
| Outlier Win Ratio | 9.91 | 2.93 |
| Outlier Loss Ratio | 3.09 | 3.14 |
| Volatility (ann.) | 57.02% | 81.95% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.47 | -0.49 |
| Skew | -0.42 | -0.17 |
| Kurtosis | 11.73 | 2.85 |
| Expected Daily % | 0.06% | -0.15% |
| Expected Monthly % | 1.87% | -4.38% |
| Expected Yearly % | 19.75% | -35.39% |
| Kelly Criterion | 6.48% | 0.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.8% | -7.12% |
| Expected Shortfall (cVaR) | -4.8% | -7.12% |
| Year | 6160763:BATUSD | 6160763:batusd:triple_gx:lsma145_95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -75.61 | -51.81 | 0.69 | + |
| 2023 | 54.39 | 154.49 | 2.84 | + |
| 2024 | -9.41 | 67.99 | -7.23 | + |
| 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 | 78.0% | -59.79% |
| 3Y (ann.) | 28.29% | -45.91% |
| 5Y (ann.) | 25.97% | -42.85% |
| Metric | 6160763:batusd:triple_gx:lsma145_95_55 | 6160763:BATUSD |
|---|---|---|
| Max Drawdown | -55.19% | -87.48% |
| Longest DD Days | 572.0 | 1099.0 |
| Avg. Drawdown | -12.31% | -17.69% |
| Avg. Drawdown Days | 54.0 | 161.0 |
| Recovery Factor | 1.91 | -0.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-11-01 | -55.19 | 572 |
| 2024-12-05 | 2025-04-07 | -40.80 | 123 |
| 2024-03-12 | 2024-10-29 | -30.47 | 231 |
| 2023-11-13 | 2023-12-04 | -18.46 | 21 |
| 2022-03-01 | 2022-03-27 | -16.23 | 26 |
| 2024-10-30 | 2024-11-09 | -13.54 | 10 |
| 2024-01-12 | 2024-03-07 | -11.11 | 55 |
| 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 |
| Metric | 6160763:batusd:triple_gx:lsma145_95_55 | 6160763:BATUSD |
|---|---|---|
| Best Day | 20.51% | 24.24% |
| Worst Day | -20.41% | -20.41% |
| Best Week | 41.64% | 41.64% |
| Worst Week | -33.75% | -33.75% |
| Best Month | 99.96% | 99.96% |
| Worst Month | -29.43% | -34.22% |
| Best Year | 154.49% | 54.39% |
| Worst Year | -51.81% | -75.61% |
| Avg. Up Day | 3.63% | 3.64% |
| Avg. Down Day | -3.43% | -3.72% |
| Avg. Up Week | 8.71% | 10.53% |
| Avg. Down Week | -8.58% | -9.48% |
| Avg. Up Month | 21.83% | 26.42% |
| Avg. Down Month | -13.11% | -21.76% |
| Win Days % | 51.93% | 50.84% |
| Win Month % | 59.26% | 38.46% |
| Win Week % | 63.64% | 44.91% |
| Win Quarter % | 58.33% | 35.71% |
| Win Year % | 50.0% | 25.0% |