| Metric | 6248793:bchusd:triple_gx:lsma210_105_40 | 6248793:BCHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 624.46% | 92.89% |
| Max Drawdown | -46.25% | -68.43% |
| Sharpe | 1.24 | 0.65 |
| Sortino | 2.47 | 1.09 |
| Payoff Ratio | 1.38 | 1.24 |
| Profit Factor | 1.45 | 1.11 |
| Common Sense Ratio | 1.9 | 1.19 |
| CPC Index | 1.0 | 0.69 |
| Tail Ratio | 1.32 | 1.07 |
| Outlier Win Ratio | 15.31 | 4.26 |
| Outlier Loss Ratio | 3.52 | 3.42 |
| Volatility (ann.) | 65.3% | 88.93% |
| R^2 | 0.54 | 0.54 |
| Calmar | 1.84 | 0.33 |
| Skew | 5.88 | 2.47 |
| Kurtosis | 90.02 | 26.53 |
| Expected Daily % | 0.17% | 0.06% |
| Expected Monthly % | 5.21% | 1.7% |
| Expected Yearly % | 64.06% | 17.85% |
| Kelly Criterion | 13.64% | 9.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.4% | -7.5% |
| Expected Shortfall (cVaR) | -5.4% | -7.5% |
| Year | 6248793:BCHUSD | 6248793:bchusd:triple_gx:lsma210_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -65.87 | -33.94 | 0.52 | + |
| 2023 | 167.55 | 233.84 | 1.40 | + |
| 2024 | 67.12 | 247.02 | 3.68 | + |
| 2025 | 26.40 | -5.33 | -0.20 | - |
| Metric | 6248793:bchusd:triple_gx:lsma210_105_40 | 6248793:BCHUSD |
|---|---|---|
| MTD | -3.38% | 8.37% |
| 3M | 8.89% | 63.68% |
| 6M | -5.33% | 12.0% |
| YTD | -5.33% | 26.4% |
| 1Y | 31.11% | 39.98% |
| 3Y (ann.) | 119.4% | 62.16% |
| 5Y (ann.) | 84.9% | 22.62% |
| Metric | 6248793:bchusd:triple_gx:lsma210_105_40 | 6248793:BCHUSD |
|---|---|---|
| Max Drawdown | -46.25% | -68.43% |
| Longest DD Days | 411.0 | 469.0 |
| Avg. Drawdown | -11.73% | -35.7% |
| Avg. Drawdown Days | 57.0 | 194.0 |
| Recovery Factor | 13.5 | 1.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-06 | 2023-06-21 | -46.25 | 411 |
| 2024-03-03 | 2024-03-27 | -28.53 | 24 |
| 2024-12-09 | 2025-07-20 | -27.86 | 223 |
| 2024-07-30 | 2024-11-10 | -26.40 | 103 |
| 2024-01-12 | 2024-03-02 | -16.94 | 50 |
| 2023-07-01 | 2023-12-30 | -16.49 | 182 |
| 2023-12-31 | 2024-01-11 | -14.07 | 11 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-07-22 | 2024-07-28 | -9.91 | 6 |
| 2023-06-25 | 2023-06-26 | -8.71 | 1 |
| Metric | 6248793:bchusd:triple_gx:lsma210_105_40 | 6248793:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -18.65% | -18.65% |
| Best Week | 68.7% | 68.7% |
| Worst Week | -26.42% | -27.44% |
| Best Month | 193.09% | 168.57% |
| Worst Month | -25.7% | -49.49% |
| Best Year | 247.02% | 167.55% |
| Worst Year | -33.94% | -65.87% |
| Avg. Up Day | 4.01% | 4.01% |
| Avg. Down Day | -2.9% | -3.22% |
| Avg. Up Week | 11.87% | 13.35% |
| Avg. Down Week | -6.03% | -8.42% |
| Avg. Up Month | 49.92% | 52.58% |
| Avg. Down Month | -10.16% | -23.12% |
| Win Days % | 49.88% | 49.96% |
| Win Month % | 53.33% | 46.15% |
| Win Week % | 54.55% | 49.42% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |