| Metric | 6249218:bchusd:triple_gx:lsma125_55_45 | 6249218:BCHUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 526.88% | 97.18% |
| Max Drawdown | -33.69% | -76.64% |
| Sharpe | 1.16 | 0.64 |
| Sortino | 2.33 | 1.07 |
| Payoff Ratio | 1.4 | 1.2 |
| Profit Factor | 1.44 | 1.11 |
| Common Sense Ratio | 1.85 | 1.18 |
| CPC Index | 0.99 | 0.67 |
| Tail Ratio | 1.28 | 1.07 |
| Outlier Win Ratio | 15.16 | 3.6 |
| Outlier Loss Ratio | 3.96 | 3.34 |
| Volatility (ann.) | 59.62% | 88.49% |
| R^2 | 0.45 | 0.45 |
| Calmar | 2.08 | 0.28 |
| Skew | 6.91 | 2.36 |
| Kurtosis | 117.95 | 25.27 |
| Expected Daily % | 0.15% | 0.05% |
| Expected Monthly % | 4.47% | 1.63% |
| Expected Yearly % | 58.23% | 18.5% |
| Kelly Criterion | 12.42% | 8.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.94% | -7.46% |
| Expected Shortfall (cVaR) | -4.94% | -7.46% |
| Year | 6249218:BCHUSD | 6249218:bchusd:triple_gx:lsma125_55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -65.11 | 13.28 | -0.20 | + |
| 2023 | 167.55 | 174.05 | 1.04 | + |
| 2024 | 67.12 | 110.12 | 1.64 | + |
| 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.) | 80.16% | 62.16% |
| 5Y (ann.) | 69.9% | 21.66% |
| Metric | 6249218:bchusd:triple_gx:lsma125_55_45 | 6249218:BCHUSD |
|---|---|---|
| Max Drawdown | -33.69% | -76.64% |
| Longest DD Days | 267.0 | 701.0 |
| Avg. Drawdown | -12.5% | -23.54% |
| Avg. Drawdown Days | 73.0 | 139.0 |
| Recovery Factor | 15.64 | 1.27 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-11 | 2023-02-02 | -33.69 | 267 |
| 2024-03-03 | 2024-11-11 | -28.95 | 253 |
| 2023-02-05 | 2023-06-23 | -25.95 | 138 |
| 2024-12-07 | 2025-07-20 | -23.66 | 225 |
| 2023-07-01 | 2023-12-27 | -17.92 | 179 |
| 2023-12-31 | 2024-01-11 | -14.07 | 11 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-01-12 | 2024-03-02 | -11.07 | 50 |
| 2022-03-09 | 2022-03-29 | -9.10 | 20 |
| 2023-06-25 | 2023-06-26 | -8.71 | 1 |
| Metric | 6249218:bchusd:triple_gx:lsma125_55_45 | 6249218:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -16.27% | -18.65% |
| Best Week | 66.98% | 68.7% |
| Worst Week | -14.75% | -27.44% |
| Best Month | 136.76% | 168.57% |
| Worst Month | -16.48% | -49.49% |
| Best Year | 174.05% | 167.55% |
| Worst Year | -3.9% | -65.11% |
| Avg. Up Day | 3.64% | 3.66% |
| Avg. Down Day | -2.59% | -3.05% |
| Avg. Up Week | 9.95% | 12.61% |
| Avg. Down Week | -5.14% | -8.41% |
| Avg. Up Month | 26.58% | 43.46% |
| Avg. Down Month | -7.67% | -12.73% |
| Win Days % | 48.85% | 50.08% |
| Win Month % | 58.06% | 47.62% |
| Win Week % | 53.85% | 49.19% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |