| Metric | configs_sql/hl_close/c/bchusd/uniq_fwd_ | BCHUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 24.68% | -38.1% |
| Max Drawdown | -27.17% | -56.32% |
| Sharpe | 0.78 | -0.29 |
| Sortino | 1.19 | -0.42 |
| Payoff Ratio | 1.22 | 1.08 |
| Profit Factor | 1.18 | 0.96 |
| Common Sense Ratio | 1.43 | 0.86 |
| CPC Index | 0.68 | 0.51 |
| Tail Ratio | 1.21 | 0.9 |
| Outlier Win Ratio | 10.67 | 3.11 |
| Outlier Loss Ratio | 5.23 | 2.95 |
| Volatility (ann.) | 44.13% | 78.76% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.03 | -0.74 |
| Skew | 0.52 | 0.44 |
| Kurtosis | 5.83 | 3.12 |
| Expected Daily % | 0.07% | -0.15% |
| Expected Monthly % | 1.85% | -3.92% |
| Expected Yearly % | 11.66% | -21.32% |
| Kelly Criterion | 4.15% | 2.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.71% | -6.84% |
| Expected Shortfall (cVaR) | -3.71% | -6.84% |
| Year | BCHUSD | configs_sql/hl_close/c/bchusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 50.65 | -19.98 | + |
| 2025 | -36.49 | -17.24 | 0.47 | + |
| Metric | configs_sql/hl_close/c/bchusd/uniq_fwd_ | BCHUSD |
|---|---|---|
| MTD | -0.01% | -9.22% |
| 3M | -17.24% | -42.48% |
| 6M | 24.37% | -14.42% |
| YTD | -17.24% | -36.49% |
| 1Y | 24.68% | -38.1% |
| 3Y (ann.) | 28.01% | -41.55% |
| 5Y (ann.) | 28.01% | -41.55% |
| Metric | configs_sql/hl_close/c/bchusd/uniq_fwd_ | BCHUSD |
|---|---|---|
| Max Drawdown | -27.17% | -56.32% |
| Longest DD Days | 121.0 | 190.0 |
| Avg. Drawdown | -8.79% | -20.54% |
| Avg. Drawdown Days | 28.0 | 62.0 |
| Recovery Factor | 0.91 | -0.68 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-11-11 | -27.17 | 104 |
| 2024-12-07 | 2025-04-07 | -25.26 | 121 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-07-16 | 2024-07-28 | -8.41 | 12 |
| 2024-11-25 | 2024-11-30 | -4.35 | 5 |
| 2024-07-07 | 2024-07-08 | -0.89 | 1 |
| 2024-07-09 | 2024-07-10 | -0.63 | 1 |
| 2024-12-04 | 2024-12-05 | -0.20 | 1 |
| 2024-07-05 | 2024-07-06 | -0.01 | 1 |
| Metric | configs_sql/hl_close/c/bchusd/uniq_fwd_ | BCHUSD |
|---|---|---|
| Best Day | 10.37% | 22.28% |
| Worst Day | -8.38% | -11.3% |
| Best Week | 17.93% | 23.18% |
| Worst Week | -14.64% | -24.88% |
| Best Month | 42.95% | 47.03% |
| Worst Month | -15.84% | -25.58% |
| Best Year | 50.65% | -2.54% |
| Worst Year | -17.24% | -36.49% |
| Avg. Up Day | 2.28% | 3.39% |
| Avg. Down Day | -1.87% | -3.14% |
| Avg. Up Week | 7.46% | 8.76% |
| Avg. Down Week | -2.87% | -9.6% |
| Avg. Up Month | 31.85% | 26.12% |
| Avg. Down Month | -7.56% | -15.2% |
| Win Days % | 47.31% | 49.23% |
| Win Month % | 40.0% | 41.67% |
| Win Week % | 36.11% | 48.98% |
| Win Quarter % | 50.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |