| Metric | 6249284:bchusd:triple_gx:lsma200_55_45 | 6249284:BCHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 372.43% | 61.0% |
| Max Drawdown | -32.47% | -73.66% |
| Sharpe | 1.07 | 0.59 |
| Sortino | 2.22 | 0.97 |
| Payoff Ratio | 1.42 | 1.21 |
| Profit Factor | 1.44 | 1.1 |
| Common Sense Ratio | 1.72 | 1.16 |
| CPC Index | 1.0 | 0.67 |
| Tail Ratio | 1.19 | 1.05 |
| Outlier Win Ratio | 17.25 | 3.73 |
| Outlier Loss Ratio | 3.7 | 3.24 |
| Volatility (ann.) | 59.12% | 88.87% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.88 | 0.21 |
| Skew | 7.57 | 2.45 |
| Kurtosis | 129.7 | 26.41 |
| Expected Daily % | 0.13% | 0.04% |
| Expected Monthly % | 3.96% | 1.2% |
| Expected Yearly % | 47.43% | 12.64% |
| Kelly Criterion | 12.51% | 8.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.92% | -7.51% |
| Expected Shortfall (cVaR) | -4.92% | -7.51% |
| Year | 6249284:BCHUSD | 6249284:bchusd:triple_gx:lsma200_55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.51 | -3.17 | 0.04 | + |
| 2023 | 167.55 | 138.74 | 0.83 | - |
| 2024 | 67.12 | 140.01 | 2.09 | + |
| 2025 | 26.40 | -14.85 | -0.56 | - |
| Metric | 6249284:bchusd:triple_gx:lsma200_55_45 | 6249284:BCHUSD |
|---|---|---|
| MTD | -2.01% | 8.37% |
| 3M | 7.51% | 63.68% |
| 6M | -14.85% | 12.0% |
| YTD | -14.85% | 26.4% |
| 1Y | 7.14% | 39.98% |
| 3Y (ann.) | 77.98% | 62.16% |
| 5Y (ann.) | 61.07% | 15.74% |
| Metric | 6249284:bchusd:triple_gx:lsma200_55_45 | 6249284:BCHUSD |
|---|---|---|
| Max Drawdown | -32.47% | -73.66% |
| Longest DD Days | 257.0 | 682.0 |
| Avg. Drawdown | -11.51% | -35.97% |
| Avg. Drawdown Days | 72.0 | 236.0 |
| Recovery Factor | 11.47 | 0.83 |
| Ulcer Index | inf | 4.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-11-22 | -32.47 | 129 |
| 2024-03-03 | 2024-07-08 | -28.53 | 127 |
| 2022-05-11 | 2023-01-23 | -27.49 | 257 |
| 2023-02-05 | 2023-06-23 | -25.95 | 138 |
| 2024-12-07 | 2025-07-20 | -23.66 | 225 |
| 2023-07-01 | 2024-03-02 | -20.00 | 245 |
| 2023-06-25 | 2023-06-26 | -8.71 | 1 |
| 2024-11-25 | 2024-12-03 | -4.96 | 8 |
| 2023-01-24 | 2023-01-26 | -3.86 | 2 |
| 2022-05-03 | 2022-05-10 | -3.24 | 7 |
| Metric | 6249284:bchusd:triple_gx:lsma200_55_45 | 6249284:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -16.27% | -18.65% |
| Best Week | 66.98% | 68.7% |
| Worst Week | -14.91% | -27.44% |
| Best Month | 136.76% | 168.57% |
| Worst Month | -16.19% | -49.49% |
| Best Year | 140.01% | 167.55% |
| Worst Year | -14.85% | -71.51% |
| Avg. Up Day | 3.8% | 3.82% |
| Avg. Down Day | -2.67% | -3.15% |
| Avg. Up Week | 11.35% | 14.45% |
| Avg. Down Week | -5.32% | -9.28% |
| Avg. Up Month | 32.38% | 52.58% |
| Avg. Down Month | -6.8% | -14.16% |
| Win Days % | 48.63% | 49.96% |
| Win Month % | 48.15% | 45.0% |
| Win Week % | 48.05% | 48.85% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 50.0% | 75.0% |