| Metric | 6249244:bchusd:triple_gx:lsma155_55_45 | 6249244:BCHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 340.1% | 88.54% |
| Max Drawdown | -40.31% | -76.64% |
| Sharpe | 1.01 | 0.63 |
| Sortino | 2.01 | 1.05 |
| Payoff Ratio | 1.34 | 1.13 |
| Profit Factor | 1.39 | 1.11 |
| Common Sense Ratio | 1.59 | 1.2 |
| CPC Index | 0.92 | 0.63 |
| Tail Ratio | 1.14 | 1.08 |
| Outlier Win Ratio | 16.49 | 3.66 |
| Outlier Loss Ratio | 3.77 | 3.36 |
| Volatility (ann.) | 59.37% | 88.59% |
| R^2 | 0.45 | 0.45 |
| Calmar | 1.36 | 0.27 |
| Skew | 7.15 | 2.4 |
| Kurtosis | 123.17 | 25.77 |
| Expected Daily % | 0.12% | 0.05% |
| Expected Monthly % | 3.68% | 1.56% |
| Expected Yearly % | 44.84% | 17.18% |
| Kelly Criterion | 11.41% | 6.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.95% | -7.47% |
| Expected Shortfall (cVaR) | -4.95% | -7.47% |
| Year | 6249244:BCHUSD | 6249244:bchusd:triple_gx:lsma155_55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.64 | -24.10 | 0.36 | + |
| 2023 | 167.55 | 161.16 | 0.96 | - |
| 2024 | 67.12 | 134.38 | 2.00 | + |
| 2025 | 26.40 | -5.28 | -0.20 | - |
| Metric | 6249244:bchusd:triple_gx:lsma155_55_45 | 6249244:BCHUSD |
|---|---|---|
| MTD | -1.43% | 8.37% |
| 3M | 15.24% | 63.68% |
| 6M | -5.28% | 12.0% |
| YTD | -5.28% | 26.4% |
| 1Y | 43.4% | 39.98% |
| 3Y (ann.) | 84.82% | 62.16% |
| 5Y (ann.) | 55.01% | 20.63% |
| Metric | 6249244:bchusd:triple_gx:lsma155_55_45 | 6249244:BCHUSD |
|---|---|---|
| Max Drawdown | -40.31% | -76.64% |
| Longest DD Days | 471.0 | 701.0 |
| Avg. Drawdown | -14.41% | -20.48% |
| Avg. Drawdown Days | 86.0 | 122.0 |
| Recovery Factor | 8.44 | 1.16 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-06-23 | -40.31 | 471 |
| 2024-03-03 | 2024-06-30 | -28.53 | 119 |
| 2024-12-07 | 2025-07-20 | -23.66 | 225 |
| 2024-07-01 | 2024-07-15 | -20.50 | 14 |
| 2024-07-16 | 2024-11-09 | -18.75 | 116 |
| 2023-12-31 | 2024-01-11 | -14.07 | 11 |
| 2023-07-01 | 2023-12-27 | -12.73 | 179 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-01-12 | 2024-03-02 | -11.07 | 50 |
| 2023-06-25 | 2023-06-26 | -8.71 | 1 |
| Metric | 6249244:bchusd:triple_gx:lsma155_55_45 | 6249244: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 | -18.64% | -49.49% |
| Best Year | 161.16% | 167.55% |
| Worst Year | -24.1% | -66.64% |
| Avg. Up Day | 3.64% | 3.66% |
| Avg. Down Day | -2.72% | -3.23% |
| Avg. Up Week | 10.43% | 13.69% |
| Avg. Down Week | -4.9% | -8.37% |
| Avg. Up Month | 29.35% | 47.9% |
| Avg. Down Month | -7.67% | -14.1% |
| Win Days % | 49.25% | 50.08% |
| Win Month % | 48.39% | 46.34% |
| Win Week % | 48.84% | 49.44% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |