| Metric | 6249307:bchusd:triple_gx:lsma215_55_45 | 6249307:BCHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 23.44% | 8.51% |
| Max Drawdown | -32.47% | -56.82% |
| Sharpe | 0.55 | 0.44 |
| Sortino | 0.86 | 0.67 |
| Payoff Ratio | 1.19 | 1.04 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.27 | 1.25 |
| CPC Index | 0.63 | 0.56 |
| Tail Ratio | 1.1 | 1.17 |
| Outlier Win Ratio | 16.23 | 3.03 |
| Outlier Loss Ratio | 3.79 | 2.98 |
| Volatility (ann.) | 38.98% | 74.83% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.46 | 0.1 |
| Skew | 0.82 | 0.45 |
| Kurtosis | 8.15 | 2.51 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 1.11% | 0.43% |
| Expected Yearly % | 11.11% | 4.17% |
| Kelly Criterion | 0.84% | 2.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.3% | -6.35% |
| Expected Shortfall (cVaR) | -3.3% | -6.35% |
| Year | 6249307:BCHUSD | 6249307:bchusd:triple_gx:lsma215_55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 41.19 | -16.25 | + |
| 2025 | 11.34 | -12.57 | -1.11 | - |
| Metric | 6249307:bchusd:triple_gx:lsma215_55_45 | 6249307:BCHUSD |
|---|---|---|
| MTD | 0.0% | -9.73% |
| 3M | 0.01% | -18.5% |
| 6M | 9.07% | 21.91% |
| YTD | -12.57% | 11.34% |
| 1Y | 16.23% | 11.82% |
| 3Y (ann.) | 15.03% | 5.58% |
| 5Y (ann.) | 15.03% | 5.58% |
| Metric | 6249307:bchusd:triple_gx:lsma215_55_45 | 6249307:BCHUSD |
|---|---|---|
| Max Drawdown | -32.47% | -56.82% |
| Longest DD Days | 344.0 | 283.0 |
| Avg. Drawdown | -13.23% | -21.36% |
| Avg. Drawdown Days | 97.0 | 89.0 |
| Recovery Factor | 0.72 | 0.15 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-11-22 | -32.47 | 129 |
| 2024-12-07 | 2025-11-16 | -27.63 | 344 |
| 2024-11-25 | 2024-12-03 | -4.96 | 8 |
| 2024-07-08 | 2024-07-10 | -0.88 | 2 |
| 2024-12-04 | 2024-12-05 | -0.21 | 1 |
| Metric | 6249307:bchusd:triple_gx:lsma215_55_45 | 6249307:BCHUSD |
|---|---|---|
| Best Day | 10.38% | 22.28% |
| Worst Day | -8.38% | -11.43% |
| Best Week | 19.52% | 23.18% |
| Worst Week | -14.91% | -24.88% |
| Best Month | 36.84% | 47.03% |
| Worst Month | -15.7% | -25.58% |
| Best Year | 41.19% | 11.34% |
| Worst Year | -12.57% | -2.54% |
| Avg. Up Day | 2.97% | 2.99% |
| Avg. Down Day | -2.5% | -2.88% |
| Avg. Up Week | 7.89% | 8.88% |
| Avg. Down Week | -5.86% | -10.46% |
| Avg. Up Month | 12.66% | 19.54% |
| Avg. Down Month | -7.66% | -13.67% |
| Win Days % | 46.15% | 50.18% |
| Win Month % | 46.67% | 52.63% |
| Win Week % | 44.74% | 54.32% |
| Win Quarter % | 66.67% | 42.86% |
| Win Year % | 50.0% | 50.0% |