| Metric | 13029343:bchusd:triple_med_gx:lsma155_45 | 13029343:BCHUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 191.62% | 25.13% |
| Max Drawdown | -33.64% | -76.68% |
| Sharpe | 0.5 | 0.25 |
| Sortino | 0.8 | 0.4 |
| Payoff Ratio | 1.3 | 1.08 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 1.3 | 1.09 |
| CPC Index | 0.69 | 0.56 |
| Tail Ratio | 1.1 | 1.04 |
| Outlier Win Ratio | 26.27 | 3.83 |
| Outlier Loss Ratio | 4.11 | 3.3 |
| Volatility (ann.) | 20.47% | 43.79% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.14 | 0.09 |
| Skew | 1.81 | 1.75 |
| Kurtosis | 35.9 | 21.19 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.71% | 0.56% |
| Expected Yearly % | 30.68% | 5.76% |
| Kelly Criterion | 2.78% | 3.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -3.74% |
| Expected Shortfall (cVaR) | -1.73% | -3.74% |
| Year | 13029343:BCHUSD | 13029343:bchusd:triple_med_gx:lsma155_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.07 | 27.67 | -0.39 | + |
| 2023 | 167.55 | 28.30 | 0.17 | - |
| 2024 | 67.12 | 33.19 | 0.49 | - |
| 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.) | 32.93% | 32.87% |
| 5Y (ann.) | 38.37% | 7.04% |
| Metric | 13029343:bchusd:triple_med_gx:lsma155_45 | 13029343:BCHUSD |
|---|---|---|
| Max Drawdown | -33.64% | -76.68% |
| Longest DD Days | 330.0 | 704.0 |
| Avg. Drawdown | -5.78% | -16.74% |
| Avg. Drawdown Days | 23.0 | 85.0 |
| Recovery Factor | 5.7 | 0.33 |
| Ulcer Index | inf | 1.45 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-28 | 2022-10-14 | -33.64 | 168 |
| 2024-05-21 | 2025-01-21 | -27.72 | 244 |
| 2025-03-06 | 2025-05-08 | -26.83 | 62 |
| 2023-05-10 | 2024-04-04 | -21.13 | 330 |
| 2022-11-05 | 2023-02-15 | -15.51 | 102 |
| 2024-04-15 | 2024-05-04 | -14.39 | 18 |
| 2025-05-11 | 2025-05-29 | -12.75 | 18 |
| 2025-02-27 | 2025-03-05 | -11.33 | 5 |
| 2022-02-13 | 2022-02-24 | -8.67 | 11 |
| 2023-03-12 | 2023-03-17 | -7.42 | 5 |
| Metric | 13029343:bchusd:triple_med_gx:lsma155_45 | 13029343:BCHUSD |
|---|---|---|
| Best Day | 13.73% | 33.42% |
| Worst Day | -11.75% | -14.72% |
| Best Week | 19.69% | 68.7% |
| Worst Week | -18.78% | -27.44% |
| Best Month | 22.85% | 168.57% |
| Worst Month | -22.91% | -49.49% |
| Best Year | 33.66% | 167.55% |
| Worst Year | 27.67% | -71.07% |
| Avg. Up Day | 1.62% | 1.64% |
| Avg. Down Day | -1.25% | -1.52% |
| Avg. Up Week | 5.16% | 8.02% |
| Avg. Down Week | -4.25% | -9.79% |
| Avg. Up Month | 9.26% | 15.04% |
| Avg. Down Month | -7.98% | -19.17% |
| Win Days % | 45.05% | 49.68% |
| Win Month % | 71.79% | 45.0% |
| Win Week % | 59.82% | 47.73% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |