| Metric | 6249311:bchusd:triple_gx:lsma230_55_45 | 6249311:BCHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 14.01% | 23.2% |
| Max Drawdown | -30.18% | -56.82% |
| Sharpe | 0.48 | 0.61 |
| Sortino | 0.73 | 0.92 |
| Payoff Ratio | 1.17 | 1.04 |
| Profit Factor | 1.14 | 1.09 |
| Common Sense Ratio | 1.24 | 1.2 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.09 | 1.1 |
| Outlier Win Ratio | 17.73 | 2.9 |
| Outlier Loss Ratio | 3.85 | 3.0 |
| Volatility (ann.) | 37.76% | 76.72% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.39 | 0.34 |
| Skew | 0.7 | 0.47 |
| Kurtosis | 9.27 | 2.74 |
| Expected Daily % | 0.03% | 0.05% |
| Expected Monthly % | 0.88% | 1.4% |
| Expected Yearly % | 6.77% | 10.99% |
| Kelly Criterion | -1.3% | 2.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.2% | -6.48% |
| Expected Shortfall (cVaR) | -3.2% | -6.48% |
| Year | 6249311:BCHUSD | 6249311:bchusd:triple_gx:lsma230_55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 40.20 | -15.86 | + |
| 2025 | 26.40 | -18.68 | -0.71 | - |
| Metric | 6249311:bchusd:triple_gx:lsma230_55_45 | 6249311:BCHUSD |
|---|---|---|
| MTD | -1.43% | 8.37% |
| 3M | 5.29% | 63.68% |
| 6M | -18.68% | 12.0% |
| YTD | -18.68% | 26.4% |
| 1Y | 12.47% | 39.98% |
| 3Y (ann.) | 11.77% | 19.37% |
| 5Y (ann.) | 11.77% | 19.37% |
| Metric | 6249311:bchusd:triple_gx:lsma230_55_45 | 6249311:BCHUSD |
|---|---|---|
| Max Drawdown | -30.18% | -56.82% |
| Longest DD Days | 225.0 | 223.0 |
| Avg. Drawdown | -12.25% | -20.64% |
| Avg. Drawdown Days | 60.0 | 83.0 |
| Recovery Factor | 0.46 | 0.41 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-20 | -30.18 | 225 |
| 2024-07-16 | 2024-11-11 | -25.77 | 118 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-11-25 | 2024-12-03 | -4.96 | 8 |
| 2024-12-04 | 2024-12-05 | -0.21 | 1 |
| 2024-07-12 | 2024-07-13 | -0.18 | 1 |
| Metric | 6249311:bchusd:triple_gx:lsma230_55_45 | 6249311:BCHUSD |
|---|---|---|
| Best Day | 10.38% | 22.28% |
| Worst Day | -8.38% | -11.3% |
| Best Week | 19.52% | 23.18% |
| Worst Week | -14.75% | -24.88% |
| Best Month | 36.84% | 47.03% |
| Worst Month | -16.11% | -25.58% |
| Best Year | 40.2% | 26.4% |
| Worst Year | -18.68% | -2.54% |
| Avg. Up Day | 3.04% | 3.06% |
| Avg. Down Day | -2.6% | -2.94% |
| Avg. Up Week | 8.12% | 9.25% |
| Avg. Down Week | -4.95% | -9.51% |
| Avg. Up Month | 23.91% | 34.41% |
| Avg. Down Month | -12.02% | -14.73% |
| Win Days % | 45.38% | 50.35% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 36.67% | 54.69% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |