| Metric | 6249249:bchusd:triple_gx:lsma160_55_45 | 6249249:BCHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 378.62% | 78.41% |
| Max Drawdown | -35.26% | -76.64% |
| Sharpe | 1.06 | 0.61 |
| Sortino | 2.16 | 1.02 |
| Payoff Ratio | 1.37 | 1.11 |
| Profit Factor | 1.43 | 1.1 |
| Common Sense Ratio | 1.64 | 1.19 |
| CPC Index | 0.97 | 0.62 |
| Tail Ratio | 1.15 | 1.07 |
| Outlier Win Ratio | 16.98 | 3.67 |
| Outlier Loss Ratio | 3.71 | 3.26 |
| Volatility (ann.) | 58.77% | 88.59% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.68 | 0.24 |
| Skew | 7.45 | 2.41 |
| Kurtosis | 128.64 | 25.89 |
| Expected Daily % | 0.13% | 0.05% |
| Expected Monthly % | 3.89% | 1.42% |
| Expected Yearly % | 47.91% | 15.57% |
| Kelly Criterion | 12.88% | 5.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.89% | -7.48% |
| Expected Shortfall (cVaR) | -4.89% | -7.48% |
| Year | 6249249:BCHUSD | 6249249:bchusd:triple_gx:lsma160_55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -68.43 | -17.68 | 0.26 | + |
| 2023 | 167.55 | 142.33 | 0.85 | - |
| 2024 | 67.12 | 161.53 | 2.41 | + |
| 2025 | 26.40 | -8.26 | -0.31 | - |
| Metric | 6249249:bchusd:triple_gx:lsma160_55_45 | 6249249:BCHUSD |
|---|---|---|
| MTD | -1.43% | 8.37% |
| 3M | 15.24% | 63.68% |
| 6M | -8.26% | 12.0% |
| YTD | -8.26% | 26.4% |
| 1Y | 34.76% | 39.98% |
| 3Y (ann.) | 91.06% | 62.16% |
| 5Y (ann.) | 59.2% | 18.76% |
| Metric | 6249249:bchusd:triple_gx:lsma160_55_45 | 6249249:BCHUSD |
|---|---|---|
| Max Drawdown | -35.26% | -76.64% |
| Longest DD Days | 470.0 | 701.0 |
| Avg. Drawdown | -14.95% | -21.98% |
| Avg. Drawdown Days | 110.0 | 135.0 |
| Recovery Factor | 10.74 | 1.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-10 | 2023-06-23 | -35.26 | 470 |
| 2024-03-03 | 2024-07-06 | -28.53 | 125 |
| 2024-12-07 | 2025-07-20 | -23.66 | 225 |
| 2024-07-16 | 2024-11-10 | -21.17 | 117 |
| 2023-07-01 | 2024-03-02 | -18.79 | 245 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-07-07 | 2024-07-11 | -8.82 | 4 |
| 2023-06-25 | 2023-06-26 | -8.71 | 1 |
| 2024-11-25 | 2024-12-03 | -4.96 | 8 |
| 2023-06-28 | 2023-06-29 | -2.17 | 1 |
| Metric | 6249249:bchusd:triple_gx:lsma160_55_45 | 6249249: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 | 161.53% | 167.55% |
| Worst Year | -17.68% | -68.43% |
| Avg. Up Day | 3.63% | 3.64% |
| Avg. Down Day | -2.64% | -3.27% |
| Avg. Up Week | 10.35% | 13.32% |
| Avg. Down Week | -4.81% | -8.61% |
| Avg. Up Month | 27.46% | 43.99% |
| Avg. Down Month | -8.02% | -14.1% |
| Win Days % | 49.61% | 50.04% |
| Win Month % | 48.39% | 46.34% |
| Win Week % | 51.16% | 49.44% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 50.0% | 75.0% |