| Metric | 6249286:bchusd:triple_gx:lsma210_55_45 | 6249286:BCHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 408.29% | 69.9% |
| Max Drawdown | -32.47% | -68.43% |
| Sharpe | 1.05 | 0.58 |
| Sortino | 2.18 | 0.97 |
| Payoff Ratio | 1.44 | 1.19 |
| Profit Factor | 1.42 | 1.1 |
| Common Sense Ratio | 1.67 | 1.22 |
| CPC Index | 0.98 | 0.65 |
| Tail Ratio | 1.17 | 1.11 |
| Outlier Win Ratio | 17.03 | 3.66 |
| Outlier Loss Ratio | 3.67 | 3.21 |
| Volatility (ann.) | 57.61% | 87.18% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.79 | 0.24 |
| Skew | 7.55 | 2.4 |
| Kurtosis | 131.95 | 26.17 |
| Expected Daily % | 0.13% | 0.04% |
| Expected Monthly % | 3.85% | 1.24% |
| Expected Yearly % | 50.15% | 14.17% |
| Kelly Criterion | 12.02% | 7.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.79% | -7.37% |
| Expected Shortfall (cVaR) | -4.79% | -7.37% |
| Year | 6249286:BCHUSD | 6249286:bchusd:triple_gx:lsma210_55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -65.87 | -2.85 | 0.04 | + |
| 2023 | 167.55 | 157.29 | 0.94 | - |
| 2024 | 67.12 | 140.01 | 2.09 | + |
| 2025 | 11.34 | -15.27 | -1.35 | - |
| Metric | 6249286:bchusd:triple_gx:lsma210_55_45 | 6249286:BCHUSD |
|---|---|---|
| MTD | 0.0% | -9.73% |
| 3M | -0.46% | -18.5% |
| 6M | 5.2% | 21.91% |
| YTD | -15.27% | 11.34% |
| 1Y | 12.63% | 11.82% |
| 3Y (ann.) | 79.1% | 66.88% |
| 5Y (ann.) | 58.13% | 16.11% |
| Metric | 6249286:bchusd:triple_gx:lsma210_55_45 | 6249286:BCHUSD |
|---|---|---|
| Max Drawdown | -32.47% | -68.43% |
| Longest DD Days | 344.0 | 588.0 |
| Avg. Drawdown | -11.53% | -35.7% |
| Avg. Drawdown Days | 70.0 | 214.0 |
| Recovery Factor | 12.57 | 1.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-11-22 | -32.47 | 129 |
| 2024-12-07 | 2025-11-16 | -29.86 | 344 |
| 2024-03-03 | 2024-07-08 | -28.53 | 127 |
| 2023-02-05 | 2023-06-23 | -25.95 | 138 |
| 2022-05-11 | 2023-01-20 | -25.73 | 254 |
| 2023-12-31 | 2024-01-11 | -14.07 | 11 |
| 2023-07-01 | 2023-12-30 | -13.78 | 182 |
| 2024-01-12 | 2024-03-02 | -11.07 | 50 |
| 2023-06-25 | 2023-06-26 | -8.71 | 1 |
| 2024-11-25 | 2024-12-03 | -4.96 | 8 |
| Metric | 6249286:bchusd:triple_gx:lsma210_55_45 | 6249286: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 | -18.06% | -49.49% |
| Best Year | 157.29% | 167.55% |
| Worst Year | -15.27% | -65.87% |
| Avg. Up Day | 3.78% | 3.8% |
| Avg. Down Day | -2.63% | -3.18% |
| Avg. Up Week | 11.09% | 13.53% |
| Avg. Down Week | -5.17% | -9.21% |
| Avg. Up Month | 29.67% | 50.82% |
| Avg. Down Month | -7.34% | -12.8% |
| Win Days % | 48.11% | 49.92% |
| Win Month % | 53.33% | 44.19% |
| Win Week % | 47.62% | 49.74% |
| Win Quarter % | 71.43% | 53.33% |
| Win Year % | 50.0% | 75.0% |