| Metric | 6249218:bchusd:triple_gx:lsma125_55_45 | 6249218:BCHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 28.24% | 23.2% |
| Max Drawdown | -26.7% | -56.82% |
| Sharpe | 0.7 | 0.61 |
| Sortino | 1.05 | 0.92 |
| Payoff Ratio | 1.23 | 1.14 |
| Profit Factor | 1.18 | 1.09 |
| Common Sense Ratio | 1.56 | 1.2 |
| CPC Index | 0.67 | 0.63 |
| Tail Ratio | 1.32 | 1.1 |
| Outlier Win Ratio | 13.17 | 2.9 |
| Outlier Loss Ratio | 3.65 | 3.09 |
| Volatility (ann.) | 43.72% | 76.72% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.88 | 0.34 |
| Skew | 0.21 | 0.47 |
| Kurtosis | 6.78 | 2.74 |
| Expected Daily % | 0.06% | 0.05% |
| Expected Monthly % | 1.67% | 1.4% |
| Expected Yearly % | 13.24% | 10.99% |
| Kelly Criterion | 2.67% | 6.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.68% | -6.48% |
| Expected Shortfall (cVaR) | -3.68% | -6.48% |
| Year | 6249218:BCHUSD | 6249218:bchusd:triple_gx:lsma125_55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 33.44 | -13.19 | + |
| 2025 | 26.40 | -3.90 | -0.15 | - |
| Metric | 6249218:bchusd:triple_gx:lsma125_55_45 | 6249218:BCHUSD |
|---|---|---|
| MTD | -1.43% | 8.37% |
| 3M | 17.25% | 63.68% |
| 6M | -3.9% | 12.0% |
| YTD | -3.9% | 26.4% |
| 1Y | 46.06% | 39.98% |
| 3Y (ann.) | 23.51% | 19.37% |
| 5Y (ann.) | 23.51% | 19.37% |
| Metric | 6249218:bchusd:triple_gx:lsma125_55_45 | 6249218:BCHUSD |
|---|---|---|
| Max Drawdown | -26.7% | -56.82% |
| Longest DD Days | 225.0 | 223.0 |
| Avg. Drawdown | -13.54% | -20.64% |
| Avg. Drawdown Days | 78.0 | 83.0 |
| Recovery Factor | 1.06 | 0.41 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-15 | 2024-11-10 | -26.70 | 148 |
| 2024-12-07 | 2025-07-20 | -23.66 | 225 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-11-25 | 2024-12-03 | -4.96 | 8 |
| 2024-12-04 | 2024-12-05 | -0.21 | 1 |
| Metric | 6249218:bchusd:triple_gx:lsma125_55_45 | 6249218:BCHUSD |
|---|---|---|
| Best Day | 10.38% | 22.28% |
| Worst Day | -11.3% | -11.3% |
| Best Week | 19.52% | 23.18% |
| Worst Week | -14.75% | -24.88% |
| Best Month | 36.84% | 47.03% |
| Worst Month | -12.76% | -25.58% |
| Best Year | 33.44% | 26.4% |
| Worst Year | -3.9% | -2.54% |
| Avg. Up Day | 3.29% | 3.31% |
| Avg. Down Day | -2.69% | -2.9% |
| Avg. Up Week | 7.31% | 8.63% |
| Avg. Down Week | -5.79% | -10.2% |
| Avg. Up Month | 13.75% | 25.73% |
| Avg. Down Month | -8.9% | -14.3% |
| Win Days % | 46.41% | 50.35% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 53.12% | 54.69% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |