| Metric | 13029343:bchusd:triple_med_gx:lsma155_45 | 13029343:BCHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 51.44% | -2.06% |
| Max Drawdown | -27.72% | -59.25% |
| Sharpe | 0.54 | 0.2 |
| Sortino | 0.9 | 0.3 |
| Payoff Ratio | 1.41 | 1.18 |
| Profit Factor | 1.18 | 1.03 |
| Common Sense Ratio | 1.28 | 1.18 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.09 | 1.14 |
| Outlier Win Ratio | 20.84 | 3.63 |
| Outlier Loss Ratio | 4.04 | 3.19 |
| Volatility (ann.) | 22.46% | 42.86% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.7 | -0.03 |
| Skew | 2.11 | 0.47 |
| Kurtosis | 29.06 | 7.3 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 3.24% | -0.16% |
| Expected Yearly % | 23.06% | -1.04% |
| Kelly Criterion | 3.43% | 7.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -3.67% |
| Expected Shortfall (cVaR) | -1.9% | -3.67% |
| Year | 13029343:BCHUSD | 13029343:bchusd:triple_med_gx:lsma155_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.25 | 13.30 | 10.67 | + |
| 2025 | -3.27 | 33.66 | -10.30 | + |
| Metric | 13029343:bchusd:triple_med_gx:lsma155_45 | 13029343:BCHUSD |
|---|---|---|
| MTD | 1.57% | 14.62% |
| 3M | 14.13% | 42.89% |
| 6M | 45.73% | -14.73% |
| YTD | 33.66% | -3.27% |
| 1Y | 23.39% | -10.74% |
| 3Y (ann.) | 47.03% | -1.92% |
| 5Y (ann.) | 47.03% | -1.92% |
| Metric | 13029343:bchusd:triple_med_gx:lsma155_45 | 13029343:BCHUSD |
|---|---|---|
| Max Drawdown | -27.72% | -59.25% |
| Longest DD Days | 244.0 | 183.0 |
| Avg. Drawdown | -5.49% | -9.93% |
| Avg. Drawdown Days | 18.0 | 24.0 |
| Recovery Factor | 1.86 | -0.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2025-01-21 | -27.72 | 244 |
| 2025-03-06 | 2025-05-08 | -26.83 | 62 |
| 2025-05-11 | 2025-05-29 | -12.75 | 18 |
| 2025-02-27 | 2025-03-05 | -11.33 | 5 |
| 2024-05-07 | 2024-05-18 | -6.28 | 10 |
| 2025-01-21 | 2025-02-07 | -4.53 | 16 |
| 2025-02-25 | 2025-02-26 | -3.13 | 0 |
| 2024-05-04 | 2024-05-06 | -3.07 | 1 |
| 2025-05-09 | 2025-05-10 | -2.99 | 1 |
| 2024-05-18 | 2024-05-19 | -2.48 | 0 |
| Metric | 13029343:bchusd:triple_med_gx:lsma155_45 | 13029343:BCHUSD |
|---|---|---|
| Best Day | 11.95% | 17.1% |
| Worst Day | -10.13% | -14.72% |
| Best Week | 14.6% | 23.18% |
| Worst Week | -11.66% | -24.88% |
| Best Month | 22.74% | 47.03% |
| Worst Month | -14.64% | -25.58% |
| Best Year | 33.66% | 1.25% |
| Worst Year | 13.3% | -3.27% |
| Avg. Up Day | 1.76% | 1.78% |
| Avg. Down Day | -1.25% | -1.51% |
| Avg. Up Week | 5.24% | 8.92% |
| Avg. Down Week | -4.0% | -10.28% |
| Avg. Up Month | 9.37% | 11.5% |
| Avg. Down Month | -14.64% | -13.43% |
| Win Days % | 43.54% | 49.71% |
| Win Month % | 69.23% | 53.85% |
| Win Week % | 59.52% | 53.45% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |